Trading Metrics calculated at close of trading on 15-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2014 |
15-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,806.00 |
1,825.00 |
19.00 |
1.1% |
1,861.00 |
High |
1,828.00 |
1,844.00 |
16.00 |
0.9% |
1,867.50 |
Low |
1,803.25 |
1,809.25 |
6.00 |
0.3% |
1,807.25 |
Close |
1,824.50 |
1,839.50 |
15.00 |
0.8% |
1,811.75 |
Range |
24.75 |
34.75 |
10.00 |
40.4% |
60.25 |
ATR |
22.65 |
23.51 |
0.86 |
3.8% |
0.00 |
Volume |
1,885,532 |
2,609,484 |
723,952 |
38.4% |
10,353,731 |
|
Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,935.25 |
1,922.00 |
1,858.50 |
|
R3 |
1,900.50 |
1,887.25 |
1,849.00 |
|
R2 |
1,865.75 |
1,865.75 |
1,845.75 |
|
R1 |
1,852.50 |
1,852.50 |
1,842.75 |
1,859.00 |
PP |
1,831.00 |
1,831.00 |
1,831.00 |
1,834.25 |
S1 |
1,817.75 |
1,817.75 |
1,836.25 |
1,824.50 |
S2 |
1,796.25 |
1,796.25 |
1,833.25 |
|
S3 |
1,761.50 |
1,783.00 |
1,830.00 |
|
S4 |
1,726.75 |
1,748.25 |
1,820.50 |
|
|
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% |
30.25 |
1.6% |
56% |
False |
False |
2,162,967 |
10 |
1,892.50 |
1,803.25 |
89.25 |
4.9% |
25.50 |
1.4% |
41% |
False |
False |
1,976,672 |
20 |
1,892.50 |
1,803.25 |
89.25 |
4.9% |
22.75 |
1.2% |
41% |
False |
False |
1,845,226 |
40 |
1,892.50 |
1,803.25 |
89.25 |
4.9% |
21.00 |
1.1% |
41% |
False |
False |
1,121,209 |
60 |
1,892.50 |
1,725.25 |
167.25 |
9.1% |
22.25 |
1.2% |
68% |
False |
False |
749,958 |
80 |
1,892.50 |
1,725.25 |
167.25 |
9.1% |
19.75 |
1.1% |
68% |
False |
False |
563,109 |
100 |
1,892.50 |
1,725.25 |
167.25 |
9.1% |
18.75 |
1.0% |
68% |
False |
False |
450,530 |
120 |
1,892.50 |
1,723.25 |
169.25 |
9.2% |
17.50 |
1.0% |
69% |
False |
False |
375,450 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,991.75 |
2.618 |
1,935.00 |
1.618 |
1,900.25 |
1.000 |
1,878.75 |
0.618 |
1,865.50 |
HIGH |
1,844.00 |
0.618 |
1,830.75 |
0.500 |
1,826.50 |
0.382 |
1,822.50 |
LOW |
1,809.25 |
0.618 |
1,787.75 |
1.000 |
1,774.50 |
1.618 |
1,753.00 |
2.618 |
1,718.25 |
4.250 |
1,661.50 |
|
|
Fisher Pivots for day following 15-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,835.25 |
1,834.25 |
PP |
1,831.00 |
1,829.00 |
S1 |
1,826.50 |
1,823.50 |
|