Trading Metrics calculated at close of trading on 25-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2014 |
25-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
6,645.5 |
6,643.0 |
-2.5 |
0.0% |
6,610.0 |
High |
6,682.0 |
6,652.5 |
-29.5 |
-0.4% |
6,682.0 |
Low |
6,623.0 |
6,613.0 |
-10.0 |
-0.2% |
6,595.5 |
Close |
6,652.5 |
6,637.5 |
-15.0 |
-0.2% |
6,637.5 |
Range |
59.0 |
39.5 |
-19.5 |
-33.1% |
86.5 |
ATR |
76.5 |
73.8 |
-2.6 |
-3.5% |
0.0 |
Volume |
93,808 |
98,297 |
4,489 |
4.8% |
361,734 |
|
Daily Pivots for day following 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,753.0 |
6,734.5 |
6,659.0 |
|
R3 |
6,713.5 |
6,695.0 |
6,648.5 |
|
R2 |
6,674.0 |
6,674.0 |
6,644.5 |
|
R1 |
6,655.5 |
6,655.5 |
6,641.0 |
6,645.0 |
PP |
6,634.5 |
6,634.5 |
6,634.5 |
6,629.0 |
S1 |
6,616.0 |
6,616.0 |
6,634.0 |
6,605.5 |
S2 |
6,595.0 |
6,595.0 |
6,630.5 |
|
S3 |
6,555.5 |
6,576.5 |
6,626.5 |
|
S4 |
6,516.0 |
6,537.0 |
6,616.0 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,898.0 |
6,854.0 |
6,685.0 |
|
R3 |
6,811.5 |
6,767.5 |
6,661.5 |
|
R2 |
6,725.0 |
6,725.0 |
6,653.5 |
|
R1 |
6,681.0 |
6,681.0 |
6,645.5 |
6,703.0 |
PP |
6,638.5 |
6,638.5 |
6,638.5 |
6,649.0 |
S1 |
6,594.5 |
6,594.5 |
6,629.5 |
6,616.5 |
S2 |
6,552.0 |
6,552.0 |
6,621.5 |
|
S3 |
6,465.5 |
6,508.0 |
6,613.5 |
|
S4 |
6,379.0 |
6,421.5 |
6,590.0 |
|
|
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% |
60.5 |
0.9% |
76% |
False |
False |
92,157 |
10 |
6,682.0 |
6,452.0 |
230.0 |
3.5% |
72.0 |
1.1% |
81% |
False |
False |
100,015 |
20 |
6,682.0 |
6,452.0 |
230.0 |
3.5% |
66.5 |
1.0% |
81% |
False |
False |
98,724 |
40 |
6,750.0 |
6,431.5 |
318.5 |
4.8% |
73.0 |
1.1% |
65% |
False |
False |
84,915 |
60 |
6,800.0 |
6,310.5 |
489.5 |
7.4% |
67.0 |
1.0% |
67% |
False |
False |
56,701 |
80 |
6,800.0 |
6,310.5 |
489.5 |
7.4% |
57.5 |
0.9% |
67% |
False |
False |
42,540 |
100 |
6,800.0 |
6,310.5 |
489.5 |
7.4% |
46.5 |
0.7% |
67% |
False |
False |
34,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,820.5 |
2.618 |
6,756.0 |
1.618 |
6,716.5 |
1.000 |
6,692.0 |
0.618 |
6,677.0 |
HIGH |
6,652.5 |
0.618 |
6,637.5 |
0.500 |
6,633.0 |
0.382 |
6,628.0 |
LOW |
6,613.0 |
0.618 |
6,588.5 |
1.000 |
6,573.5 |
1.618 |
6,549.0 |
2.618 |
6,509.5 |
4.250 |
6,445.0 |
|
|
Fisher Pivots for day following 25-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
6,636.0 |
6,647.5 |
PP |
6,634.5 |
6,644.0 |
S1 |
6,633.0 |
6,641.0 |
|