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 |
1,865.75 |
1,829.50 |
-36.25 |
-1.9% |
1,861.00 |
High |
1,867.50 |
1,832.00 |
-35.50 |
-1.9% |
1,867.50 |
Low |
1,823.75 |
1,807.25 |
-16.50 |
-0.9% |
1,807.25 |
Close |
1,827.00 |
1,811.75 |
-15.25 |
-0.8% |
1,811.75 |
Range |
43.75 |
24.75 |
-19.00 |
-43.4% |
60.25 |
ATR |
22.31 |
22.49 |
0.17 |
0.8% |
0.00 |
Volume |
2,378,458 |
2,527,152 |
148,694 |
6.3% |
10,353,731 |
|
Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,891.25 |
1,876.25 |
1,825.25 |
|
R3 |
1,866.50 |
1,851.50 |
1,818.50 |
|
R2 |
1,841.75 |
1,841.75 |
1,816.25 |
|
R1 |
1,826.75 |
1,826.75 |
1,814.00 |
1,822.00 |
PP |
1,817.00 |
1,817.00 |
1,817.00 |
1,814.50 |
S1 |
1,802.00 |
1,802.00 |
1,809.50 |
1,797.00 |
S2 |
1,792.25 |
1,792.25 |
1,807.25 |
|
S3 |
1,767.50 |
1,777.25 |
1,805.00 |
|
S4 |
1,742.75 |
1,752.50 |
1,798.25 |
|
|
Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,009.50 |
1,971.00 |
1,845.00 |
|
R3 |
1,949.25 |
1,910.75 |
1,828.25 |
|
R2 |
1,889.00 |
1,889.00 |
1,822.75 |
|
R1 |
1,850.50 |
1,850.50 |
1,817.25 |
1,839.50 |
PP |
1,828.75 |
1,828.75 |
1,828.75 |
1,823.50 |
S1 |
1,790.25 |
1,790.25 |
1,806.25 |
1,779.50 |
S2 |
1,768.50 |
1,768.50 |
1,800.75 |
|
S3 |
1,708.25 |
1,730.00 |
1,795.25 |
|
S4 |
1,648.00 |
1,669.75 |
1,778.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,867.50 |
1,807.25 |
60.25 |
3.3% |
27.25 |
1.5% |
7% |
False |
True |
2,070,746 |
10 |
1,892.50 |
1,807.25 |
85.25 |
4.7% |
22.50 |
1.2% |
5% |
False |
True |
1,805,745 |
20 |
1,892.50 |
1,807.25 |
85.25 |
4.7% |
22.50 |
1.2% |
5% |
False |
True |
1,815,914 |
40 |
1,892.50 |
1,807.25 |
85.25 |
4.7% |
20.25 |
1.1% |
5% |
False |
True |
1,009,148 |
60 |
1,892.50 |
1,725.25 |
167.25 |
9.2% |
21.50 |
1.2% |
52% |
False |
False |
675,155 |
80 |
1,892.50 |
1,725.25 |
167.25 |
9.2% |
19.75 |
1.1% |
52% |
False |
False |
506,927 |
100 |
1,892.50 |
1,725.25 |
167.25 |
9.2% |
18.50 |
1.0% |
52% |
False |
False |
405,581 |
120 |
1,892.50 |
1,723.25 |
169.25 |
9.3% |
17.25 |
0.9% |
52% |
False |
False |
337,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,937.25 |
2.618 |
1,896.75 |
1.618 |
1,872.00 |
1.000 |
1,856.75 |
0.618 |
1,847.25 |
HIGH |
1,832.00 |
0.618 |
1,822.50 |
0.500 |
1,819.50 |
0.382 |
1,816.75 |
LOW |
1,807.25 |
0.618 |
1,792.00 |
1.000 |
1,782.50 |
1.618 |
1,767.25 |
2.618 |
1,742.50 |
4.250 |
1,702.00 |
|
|
Fisher Pivots for day following 11-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,819.50 |
1,837.50 |
PP |
1,817.00 |
1,828.75 |
S1 |
1,814.50 |
1,820.25 |
|