Trading Metrics calculated at close of trading on 23-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2014 |
23-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
6,610.0 |
6,636.0 |
26.0 |
0.4% |
6,472.5 |
High |
6,657.0 |
6,653.0 |
-4.0 |
-0.1% |
6,606.0 |
Low |
6,595.5 |
6,617.5 |
22.0 |
0.3% |
6,452.0 |
Close |
6,635.0 |
6,633.0 |
-2.0 |
0.0% |
6,575.5 |
Range |
61.5 |
35.5 |
-26.0 |
-42.3% |
154.0 |
ATR |
81.0 |
77.8 |
-3.3 |
-4.0% |
0.0 |
Volume |
66,279 |
103,350 |
37,071 |
55.9% |
405,054 |
|
Daily Pivots for day following 23-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,741.0 |
6,722.5 |
6,652.5 |
|
R3 |
6,705.5 |
6,687.0 |
6,643.0 |
|
R2 |
6,670.0 |
6,670.0 |
6,639.5 |
|
R1 |
6,651.5 |
6,651.5 |
6,636.5 |
6,643.0 |
PP |
6,634.5 |
6,634.5 |
6,634.5 |
6,630.0 |
S1 |
6,616.0 |
6,616.0 |
6,629.5 |
6,607.5 |
S2 |
6,599.0 |
6,599.0 |
6,626.5 |
|
S3 |
6,563.5 |
6,580.5 |
6,623.0 |
|
S4 |
6,528.0 |
6,545.0 |
6,613.5 |
|
|
Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,006.5 |
6,945.0 |
6,660.0 |
|
R3 |
6,852.5 |
6,791.0 |
6,618.0 |
|
R2 |
6,698.5 |
6,698.5 |
6,603.5 |
|
R1 |
6,637.0 |
6,637.0 |
6,589.5 |
6,668.0 |
PP |
6,544.5 |
6,544.5 |
6,544.5 |
6,560.0 |
S1 |
6,483.0 |
6,483.0 |
6,561.5 |
6,514.0 |
S2 |
6,390.5 |
6,390.5 |
6,547.5 |
|
S3 |
6,236.5 |
6,329.0 |
6,533.0 |
|
S4 |
6,082.5 |
6,175.0 |
6,491.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,657.0 |
6,452.0 |
205.0 |
3.1% |
69.5 |
1.1% |
88% |
False |
False |
92,738 |
10 |
6,657.0 |
6,452.0 |
205.0 |
3.1% |
78.0 |
1.2% |
88% |
False |
False |
101,460 |
20 |
6,657.0 |
6,452.0 |
205.0 |
3.1% |
71.0 |
1.1% |
88% |
False |
False |
99,556 |
40 |
6,772.0 |
6,431.5 |
340.5 |
5.1% |
73.0 |
1.1% |
59% |
False |
False |
80,170 |
60 |
6,800.0 |
6,310.5 |
489.5 |
7.4% |
67.5 |
1.0% |
66% |
False |
False |
53,502 |
80 |
6,800.0 |
6,310.5 |
489.5 |
7.4% |
56.0 |
0.8% |
66% |
False |
False |
40,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,804.0 |
2.618 |
6,746.0 |
1.618 |
6,710.5 |
1.000 |
6,688.5 |
0.618 |
6,675.0 |
HIGH |
6,653.0 |
0.618 |
6,639.5 |
0.500 |
6,635.0 |
0.382 |
6,631.0 |
LOW |
6,617.5 |
0.618 |
6,595.5 |
1.000 |
6,582.0 |
1.618 |
6,560.0 |
2.618 |
6,524.5 |
4.250 |
6,466.5 |
|
|
Fisher Pivots for day following 23-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
6,635.0 |
6,615.0 |
PP |
6,634.5 |
6,596.5 |
S1 |
6,634.0 |
6,578.5 |
|