Trading Metrics calculated at close of trading on 14-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2014 |
14-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,829.50 |
1,806.00 |
-23.50 |
-1.3% |
1,861.00 |
High |
1,832.00 |
1,828.00 |
-4.00 |
-0.2% |
1,867.50 |
Low |
1,807.25 |
1,803.25 |
-4.00 |
-0.2% |
1,807.25 |
Close |
1,811.75 |
1,824.50 |
12.75 |
0.7% |
1,811.75 |
Range |
24.75 |
24.75 |
0.00 |
0.0% |
60.25 |
ATR |
22.49 |
22.65 |
0.16 |
0.7% |
0.00 |
Volume |
2,527,152 |
1,885,532 |
-641,620 |
-25.4% |
10,353,731 |
|
Daily Pivots for day following 14-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,892.75 |
1,883.50 |
1,838.00 |
|
R3 |
1,868.00 |
1,858.75 |
1,831.25 |
|
R2 |
1,843.25 |
1,843.25 |
1,829.00 |
|
R1 |
1,834.00 |
1,834.00 |
1,826.75 |
1,838.50 |
PP |
1,818.50 |
1,818.50 |
1,818.50 |
1,821.00 |
S1 |
1,809.25 |
1,809.25 |
1,822.25 |
1,814.00 |
S2 |
1,793.75 |
1,793.75 |
1,820.00 |
|
S3 |
1,769.00 |
1,784.50 |
1,817.75 |
|
S4 |
1,744.25 |
1,759.75 |
1,811.00 |
|
|
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 |
1,803.25 |
64.25 |
3.5% |
26.75 |
1.5% |
33% |
False |
True |
2,012,036 |
10 |
1,892.50 |
1,803.25 |
89.25 |
4.9% |
23.75 |
1.3% |
24% |
False |
True |
1,837,056 |
20 |
1,892.50 |
1,803.25 |
89.25 |
4.9% |
22.00 |
1.2% |
24% |
False |
True |
1,817,469 |
40 |
1,892.50 |
1,803.25 |
89.25 |
4.9% |
20.25 |
1.1% |
24% |
False |
True |
1,056,137 |
60 |
1,892.50 |
1,725.25 |
167.25 |
9.2% |
21.75 |
1.2% |
59% |
False |
False |
706,520 |
80 |
1,892.50 |
1,725.25 |
167.25 |
9.2% |
20.00 |
1.1% |
59% |
False |
False |
530,494 |
100 |
1,892.50 |
1,725.25 |
167.25 |
9.2% |
18.50 |
1.0% |
59% |
False |
False |
424,436 |
120 |
1,892.50 |
1,723.25 |
169.25 |
9.3% |
17.25 |
0.9% |
60% |
False |
False |
353,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,933.25 |
2.618 |
1,892.75 |
1.618 |
1,868.00 |
1.000 |
1,852.75 |
0.618 |
1,843.25 |
HIGH |
1,828.00 |
0.618 |
1,818.50 |
0.500 |
1,815.50 |
0.382 |
1,812.75 |
LOW |
1,803.25 |
0.618 |
1,788.00 |
1.000 |
1,778.50 |
1.618 |
1,763.25 |
2.618 |
1,738.50 |
4.250 |
1,698.00 |
|
|
Fisher Pivots for day following 14-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,821.50 |
1,835.50 |
PP |
1,818.50 |
1,831.75 |
S1 |
1,815.50 |
1,828.00 |
|