Trading Metrics calculated at close of trading on 11-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
16,366 |
16,129 |
-237 |
-1.4% |
16,354 |
High |
16,384 |
16,147 |
-237 |
-1.4% |
16,384 |
Low |
16,078 |
15,939 |
-139 |
-0.9% |
15,939 |
Close |
16,110 |
15,981 |
-129 |
-0.8% |
15,981 |
Range |
306 |
208 |
-98 |
-32.0% |
445 |
ATR |
174 |
177 |
2 |
1.4% |
0 |
Volume |
210,431 |
231,781 |
21,350 |
10.1% |
967,416 |
|
Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,646 |
16,522 |
16,096 |
|
R3 |
16,438 |
16,314 |
16,038 |
|
R2 |
16,230 |
16,230 |
16,019 |
|
R1 |
16,106 |
16,106 |
16,000 |
16,064 |
PP |
16,022 |
16,022 |
16,022 |
16,002 |
S1 |
15,898 |
15,898 |
15,962 |
15,856 |
S2 |
15,814 |
15,814 |
15,943 |
|
S3 |
15,606 |
15,690 |
15,924 |
|
S4 |
15,398 |
15,482 |
15,867 |
|
|
Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,436 |
17,154 |
16,226 |
|
R3 |
16,991 |
16,709 |
16,104 |
|
R2 |
16,546 |
16,546 |
16,063 |
|
R1 |
16,264 |
16,264 |
16,022 |
16,183 |
PP |
16,101 |
16,101 |
16,101 |
16,061 |
S1 |
15,819 |
15,819 |
15,940 |
15,738 |
S2 |
15,656 |
15,656 |
15,900 |
|
S3 |
15,211 |
15,374 |
15,859 |
|
S4 |
14,766 |
14,929 |
15,736 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,384 |
15,939 |
445 |
2.8% |
205 |
1.3% |
9% |
False |
True |
193,483 |
10 |
16,574 |
15,939 |
635 |
4.0% |
171 |
1.1% |
7% |
False |
True |
169,015 |
20 |
16,574 |
15,911 |
663 |
4.1% |
180 |
1.1% |
11% |
False |
False |
174,441 |
40 |
16,574 |
15,884 |
690 |
4.3% |
165 |
1.0% |
14% |
False |
False |
93,570 |
60 |
16,574 |
15,216 |
1,358 |
8.5% |
166 |
1.0% |
56% |
False |
False |
62,392 |
80 |
16,574 |
15,216 |
1,358 |
8.5% |
147 |
0.9% |
56% |
False |
False |
46,801 |
100 |
16,574 |
15,216 |
1,358 |
8.5% |
122 |
0.8% |
56% |
False |
False |
37,441 |
120 |
16,574 |
15,176 |
1,398 |
8.7% |
104 |
0.6% |
58% |
False |
False |
31,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,031 |
2.618 |
16,692 |
1.618 |
16,484 |
1.000 |
16,355 |
0.618 |
16,276 |
HIGH |
16,147 |
0.618 |
16,068 |
0.500 |
16,043 |
0.382 |
16,019 |
LOW |
15,939 |
0.618 |
15,811 |
1.000 |
15,731 |
1.618 |
15,603 |
2.618 |
15,395 |
4.250 |
15,055 |
|
|
Fisher Pivots for day following 11-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
16,043 |
16,162 |
PP |
16,022 |
16,101 |
S1 |
16,002 |
16,041 |
|