| Trading Metrics calculated at close of trading on 24-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
16,455 |
16,495 |
40 |
0.2% |
15,947 |
| High |
16,505 |
16,513 |
8 |
0.0% |
16,386 |
| Low |
16,411 |
16,384 |
-27 |
-0.2% |
15,881 |
| Close |
16,460 |
16,431 |
-29 |
-0.2% |
16,343 |
| Range |
94 |
129 |
35 |
37.2% |
505 |
| ATR |
164 |
162 |
-3 |
-1.5% |
0 |
| Volume |
99,054 |
157,844 |
58,790 |
59.4% |
756,717 |
|
| Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,830 |
16,759 |
16,502 |
|
| R3 |
16,701 |
16,630 |
16,467 |
|
| R2 |
16,572 |
16,572 |
16,455 |
|
| R1 |
16,501 |
16,501 |
16,443 |
16,472 |
| PP |
16,443 |
16,443 |
16,443 |
16,428 |
| S1 |
16,372 |
16,372 |
16,419 |
16,343 |
| S2 |
16,314 |
16,314 |
16,407 |
|
| S3 |
16,185 |
16,243 |
16,396 |
|
| S4 |
16,056 |
16,114 |
16,360 |
|
|
| 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 |
16,513 |
16,279 |
234 |
1.4% |
109 |
0.7% |
65% |
True |
False |
108,925 |
| 10 |
16,513 |
15,881 |
632 |
3.8% |
170 |
1.0% |
87% |
True |
False |
161,847 |
| 20 |
16,574 |
15,881 |
693 |
4.2% |
159 |
1.0% |
79% |
False |
False |
160,599 |
| 40 |
16,574 |
15,881 |
693 |
4.2% |
167 |
1.0% |
79% |
False |
False |
122,943 |
| 60 |
16,574 |
15,216 |
1,358 |
8.3% |
167 |
1.0% |
89% |
False |
False |
81,993 |
| 80 |
16,574 |
15,216 |
1,358 |
8.3% |
154 |
0.9% |
89% |
False |
False |
61,501 |
| 100 |
16,574 |
15,216 |
1,358 |
8.3% |
133 |
0.8% |
89% |
False |
False |
49,204 |
| 120 |
16,574 |
15,216 |
1,358 |
8.3% |
113 |
0.7% |
89% |
False |
False |
41,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,061 |
|
2.618 |
16,851 |
|
1.618 |
16,722 |
|
1.000 |
16,642 |
|
0.618 |
16,593 |
|
HIGH |
16,513 |
|
0.618 |
16,464 |
|
0.500 |
16,449 |
|
0.382 |
16,433 |
|
LOW |
16,384 |
|
0.618 |
16,304 |
|
1.000 |
16,255 |
|
1.618 |
16,175 |
|
2.618 |
16,046 |
|
4.250 |
15,836 |
|
|
| Fisher Pivots for day following 24-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,449 |
16,430 |
| PP |
16,443 |
16,429 |
| S1 |
16,437 |
16,428 |
|