| Trading Metrics calculated at close of trading on 21-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2014 |
21-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
16,309 |
16,346 |
37 |
0.2% |
15,947 |
| High |
16,386 |
16,392 |
6 |
0.0% |
16,386 |
| Low |
16,279 |
16,334 |
55 |
0.3% |
15,881 |
| Close |
16,343 |
16,371 |
28 |
0.2% |
16,343 |
| Range |
107 |
58 |
-49 |
-45.8% |
505 |
| ATR |
180 |
171 |
-9 |
-4.8% |
0 |
| Volume |
125,082 |
49,857 |
-75,225 |
-60.1% |
756,717 |
|
| Daily Pivots for day following 21-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,540 |
16,513 |
16,403 |
|
| R3 |
16,482 |
16,455 |
16,387 |
|
| R2 |
16,424 |
16,424 |
16,382 |
|
| R1 |
16,397 |
16,397 |
16,376 |
16,411 |
| PP |
16,366 |
16,366 |
16,366 |
16,372 |
| S1 |
16,339 |
16,339 |
16,366 |
16,353 |
| S2 |
16,308 |
16,308 |
16,360 |
|
| S3 |
16,250 |
16,281 |
16,355 |
|
| S4 |
16,192 |
16,223 |
16,339 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,718 |
17,536 |
16,621 |
|
| R3 |
17,213 |
17,031 |
16,482 |
|
| R2 |
16,708 |
16,708 |
16,436 |
|
| R1 |
16,526 |
16,526 |
16,389 |
16,617 |
| PP |
16,203 |
16,203 |
16,203 |
16,249 |
| S1 |
16,021 |
16,021 |
16,297 |
16,112 |
| S2 |
15,698 |
15,698 |
16,251 |
|
| S3 |
15,193 |
15,516 |
16,204 |
|
| S4 |
14,688 |
15,011 |
16,065 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,392 |
15,881 |
511 |
3.1% |
162 |
1.0% |
96% |
True |
False |
161,314 |
| 10 |
16,392 |
15,881 |
511 |
3.1% |
184 |
1.1% |
96% |
True |
False |
177,399 |
| 20 |
16,574 |
15,881 |
693 |
4.2% |
166 |
1.0% |
71% |
False |
False |
170,008 |
| 40 |
16,574 |
15,881 |
693 |
4.2% |
167 |
1.0% |
71% |
False |
False |
113,724 |
| 60 |
16,574 |
15,216 |
1,358 |
8.3% |
168 |
1.0% |
85% |
False |
False |
75,833 |
| 80 |
16,574 |
15,216 |
1,358 |
8.3% |
150 |
0.9% |
85% |
False |
False |
56,880 |
| 100 |
16,574 |
15,216 |
1,358 |
8.3% |
130 |
0.8% |
85% |
False |
False |
45,507 |
| 120 |
16,574 |
15,216 |
1,358 |
8.3% |
111 |
0.7% |
85% |
False |
False |
37,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,639 |
|
2.618 |
16,544 |
|
1.618 |
16,486 |
|
1.000 |
16,450 |
|
0.618 |
16,428 |
|
HIGH |
16,392 |
|
0.618 |
16,370 |
|
0.500 |
16,363 |
|
0.382 |
16,356 |
|
LOW |
16,334 |
|
0.618 |
16,298 |
|
1.000 |
16,276 |
|
1.618 |
16,240 |
|
2.618 |
16,182 |
|
4.250 |
16,088 |
|
|
| Fisher Pivots for day following 21-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,368 |
16,350 |
| PP |
16,366 |
16,328 |
| S1 |
16,363 |
16,307 |
|