Trading Metrics calculated at close of trading on 24-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
6,636.0 |
6,645.5 |
9.5 |
0.1% |
6,472.5 |
High |
6,653.0 |
6,682.0 |
29.0 |
0.4% |
6,606.0 |
Low |
6,617.5 |
6,623.0 |
5.5 |
0.1% |
6,452.0 |
Close |
6,633.0 |
6,652.5 |
19.5 |
0.3% |
6,575.5 |
Range |
35.5 |
59.0 |
23.5 |
66.2% |
154.0 |
ATR |
77.8 |
76.5 |
-1.3 |
-1.7% |
0.0 |
Volume |
103,350 |
93,808 |
-9,542 |
-9.2% |
405,054 |
|
Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,829.5 |
6,800.0 |
6,685.0 |
|
R3 |
6,770.5 |
6,741.0 |
6,668.5 |
|
R2 |
6,711.5 |
6,711.5 |
6,663.5 |
|
R1 |
6,682.0 |
6,682.0 |
6,658.0 |
6,697.0 |
PP |
6,652.5 |
6,652.5 |
6,652.5 |
6,660.0 |
S1 |
6,623.0 |
6,623.0 |
6,647.0 |
6,638.0 |
S2 |
6,593.5 |
6,593.5 |
6,641.5 |
|
S3 |
6,534.5 |
6,564.0 |
6,636.5 |
|
S4 |
6,475.5 |
6,505.0 |
6,620.0 |
|
|
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 |
6,682.0 |
6,500.0 |
182.0 |
2.7% |
63.5 |
1.0% |
84% |
True |
False |
90,775 |
10 |
6,682.0 |
6,452.0 |
230.0 |
3.5% |
76.0 |
1.1% |
87% |
True |
False |
101,543 |
20 |
6,682.0 |
6,452.0 |
230.0 |
3.5% |
69.0 |
1.0% |
87% |
True |
False |
98,619 |
40 |
6,750.5 |
6,431.5 |
319.0 |
4.8% |
73.0 |
1.1% |
69% |
False |
False |
82,461 |
60 |
6,800.0 |
6,310.5 |
489.5 |
7.4% |
68.5 |
1.0% |
70% |
False |
False |
55,063 |
80 |
6,800.0 |
6,310.5 |
489.5 |
7.4% |
57.0 |
0.9% |
70% |
False |
False |
41,311 |
100 |
6,800.0 |
6,310.5 |
489.5 |
7.4% |
46.0 |
0.7% |
70% |
False |
False |
33,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,933.0 |
2.618 |
6,836.5 |
1.618 |
6,777.5 |
1.000 |
6,741.0 |
0.618 |
6,718.5 |
HIGH |
6,682.0 |
0.618 |
6,659.5 |
0.500 |
6,652.5 |
0.382 |
6,645.5 |
LOW |
6,623.0 |
0.618 |
6,586.5 |
1.000 |
6,564.0 |
1.618 |
6,527.5 |
2.618 |
6,468.5 |
4.250 |
6,372.0 |
|
|
Fisher Pivots for day following 24-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
6,652.5 |
6,648.0 |
PP |
6,652.5 |
6,643.5 |
S1 |
6,652.5 |
6,639.0 |
|