| Trading Metrics calculated at close of trading on 23-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2014 |
23-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
16,364 |
16,455 |
91 |
0.6% |
15,947 |
| High |
16,498 |
16,505 |
7 |
0.0% |
16,386 |
| Low |
16,342 |
16,411 |
69 |
0.4% |
15,881 |
| Close |
16,458 |
16,460 |
2 |
0.0% |
16,343 |
| Range |
156 |
94 |
-62 |
-39.7% |
505 |
| ATR |
170 |
164 |
-5 |
-3.2% |
0 |
| Volume |
112,791 |
99,054 |
-13,737 |
-12.2% |
756,717 |
|
| Daily Pivots for day following 23-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,741 |
16,694 |
16,512 |
|
| R3 |
16,647 |
16,600 |
16,486 |
|
| R2 |
16,553 |
16,553 |
16,477 |
|
| R1 |
16,506 |
16,506 |
16,469 |
16,530 |
| PP |
16,459 |
16,459 |
16,459 |
16,470 |
| S1 |
16,412 |
16,412 |
16,452 |
16,436 |
| S2 |
16,365 |
16,365 |
16,443 |
|
| S3 |
16,271 |
16,318 |
16,434 |
|
| S4 |
16,177 |
16,224 |
16,408 |
|
|
| 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 |
16,505 |
16,222 |
283 |
1.7% |
112 |
0.7% |
84% |
True |
False |
110,102 |
| 10 |
16,505 |
15,881 |
624 |
3.8% |
177 |
1.1% |
93% |
True |
False |
161,318 |
| 20 |
16,574 |
15,881 |
693 |
4.2% |
163 |
1.0% |
84% |
False |
False |
162,402 |
| 40 |
16,574 |
15,881 |
693 |
4.2% |
166 |
1.0% |
84% |
False |
False |
119,004 |
| 60 |
16,574 |
15,216 |
1,358 |
8.3% |
166 |
1.0% |
92% |
False |
False |
79,363 |
| 80 |
16,574 |
15,216 |
1,358 |
8.3% |
152 |
0.9% |
92% |
False |
False |
59,528 |
| 100 |
16,574 |
15,216 |
1,358 |
8.3% |
132 |
0.8% |
92% |
False |
False |
47,625 |
| 120 |
16,574 |
15,216 |
1,358 |
8.3% |
112 |
0.7% |
92% |
False |
False |
39,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,905 |
|
2.618 |
16,751 |
|
1.618 |
16,657 |
|
1.000 |
16,599 |
|
0.618 |
16,563 |
|
HIGH |
16,505 |
|
0.618 |
16,469 |
|
0.500 |
16,458 |
|
0.382 |
16,447 |
|
LOW |
16,411 |
|
0.618 |
16,353 |
|
1.000 |
16,317 |
|
1.618 |
16,259 |
|
2.618 |
16,165 |
|
4.250 |
16,012 |
|
|
| Fisher Pivots for day following 23-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,459 |
16,447 |
| PP |
16,459 |
16,433 |
| S1 |
16,458 |
16,420 |
|