| Trading Metrics calculated at close of trading on 22-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2014 |
22-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
16,346 |
16,364 |
18 |
0.1% |
15,947 |
| High |
16,392 |
16,498 |
106 |
0.6% |
16,386 |
| Low |
16,334 |
16,342 |
8 |
0.0% |
15,881 |
| Close |
16,371 |
16,458 |
87 |
0.5% |
16,343 |
| Range |
58 |
156 |
98 |
169.0% |
505 |
| ATR |
171 |
170 |
-1 |
-0.6% |
0 |
| Volume |
49,857 |
112,791 |
62,934 |
126.2% |
756,717 |
|
| Daily Pivots for day following 22-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,901 |
16,835 |
16,544 |
|
| R3 |
16,745 |
16,679 |
16,501 |
|
| R2 |
16,589 |
16,589 |
16,487 |
|
| R1 |
16,523 |
16,523 |
16,472 |
16,556 |
| PP |
16,433 |
16,433 |
16,433 |
16,449 |
| S1 |
16,367 |
16,367 |
16,444 |
16,400 |
| S2 |
16,277 |
16,277 |
16,430 |
|
| S3 |
16,121 |
16,211 |
16,415 |
|
| S4 |
15,965 |
16,055 |
16,372 |
|
|
| 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 |
16,498 |
15,988 |
510 |
3.1% |
147 |
0.9% |
92% |
True |
False |
145,772 |
| 10 |
16,498 |
15,881 |
617 |
3.7% |
180 |
1.1% |
94% |
True |
False |
168,408 |
| 20 |
16,574 |
15,881 |
693 |
4.2% |
166 |
1.0% |
83% |
False |
False |
166,496 |
| 40 |
16,574 |
15,881 |
693 |
4.2% |
166 |
1.0% |
83% |
False |
False |
116,537 |
| 60 |
16,574 |
15,216 |
1,358 |
8.3% |
167 |
1.0% |
91% |
False |
False |
77,713 |
| 80 |
16,574 |
15,216 |
1,358 |
8.3% |
152 |
0.9% |
91% |
False |
False |
58,290 |
| 100 |
16,574 |
15,216 |
1,358 |
8.3% |
132 |
0.8% |
91% |
False |
False |
46,635 |
| 120 |
16,574 |
15,216 |
1,358 |
8.3% |
112 |
0.7% |
91% |
False |
False |
38,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,161 |
|
2.618 |
16,907 |
|
1.618 |
16,751 |
|
1.000 |
16,654 |
|
0.618 |
16,595 |
|
HIGH |
16,498 |
|
0.618 |
16,439 |
|
0.500 |
16,420 |
|
0.382 |
16,402 |
|
LOW |
16,342 |
|
0.618 |
16,246 |
|
1.000 |
16,186 |
|
1.618 |
16,090 |
|
2.618 |
15,934 |
|
4.250 |
15,679 |
|
|
| Fisher Pivots for day following 22-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,445 |
16,435 |
| PP |
16,433 |
16,412 |
| S1 |
16,420 |
16,389 |
|