Trading Metrics calculated at close of trading on 16-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2014 |
16-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,825.00 |
1,842.75 |
17.75 |
1.0% |
1,861.00 |
High |
1,844.00 |
1,857.00 |
13.00 |
0.7% |
1,867.50 |
Low |
1,809.25 |
1,840.50 |
31.25 |
1.7% |
1,807.25 |
Close |
1,839.50 |
1,852.75 |
13.25 |
0.7% |
1,811.75 |
Range |
34.75 |
16.50 |
-18.25 |
-52.5% |
60.25 |
ATR |
23.51 |
23.08 |
-0.43 |
-1.8% |
0.00 |
Volume |
2,609,484 |
1,643,896 |
-965,588 |
-37.0% |
10,353,731 |
|
Daily Pivots for day following 16-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,899.50 |
1,892.75 |
1,861.75 |
|
R3 |
1,883.00 |
1,876.25 |
1,857.25 |
|
R2 |
1,866.50 |
1,866.50 |
1,855.75 |
|
R1 |
1,859.75 |
1,859.75 |
1,854.25 |
1,863.00 |
PP |
1,850.00 |
1,850.00 |
1,850.00 |
1,851.75 |
S1 |
1,843.25 |
1,843.25 |
1,851.25 |
1,846.50 |
S2 |
1,833.50 |
1,833.50 |
1,849.75 |
|
S3 |
1,817.00 |
1,826.75 |
1,848.25 |
|
S4 |
1,800.50 |
1,810.25 |
1,843.75 |
|
|
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% |
29.00 |
1.6% |
77% |
False |
False |
2,208,904 |
10 |
1,892.50 |
1,803.25 |
89.25 |
4.8% |
26.25 |
1.4% |
55% |
False |
False |
2,022,917 |
20 |
1,892.50 |
1,803.25 |
89.25 |
4.8% |
22.25 |
1.2% |
55% |
False |
False |
1,827,207 |
40 |
1,892.50 |
1,803.25 |
89.25 |
4.8% |
20.75 |
1.1% |
55% |
False |
False |
1,162,169 |
60 |
1,892.50 |
1,725.25 |
167.25 |
9.0% |
22.00 |
1.2% |
76% |
False |
False |
777,315 |
80 |
1,892.50 |
1,725.25 |
167.25 |
9.0% |
20.00 |
1.1% |
76% |
False |
False |
583,647 |
100 |
1,892.50 |
1,725.25 |
167.25 |
9.0% |
18.75 |
1.0% |
76% |
False |
False |
466,968 |
120 |
1,892.50 |
1,725.25 |
167.25 |
9.0% |
17.50 |
1.0% |
76% |
False |
False |
389,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,927.00 |
2.618 |
1,900.25 |
1.618 |
1,883.75 |
1.000 |
1,873.50 |
0.618 |
1,867.25 |
HIGH |
1,857.00 |
0.618 |
1,850.75 |
0.500 |
1,848.75 |
0.382 |
1,846.75 |
LOW |
1,840.50 |
0.618 |
1,830.25 |
1.000 |
1,824.00 |
1.618 |
1,813.75 |
2.618 |
1,797.25 |
4.250 |
1,770.50 |
|
|
Fisher Pivots for day following 16-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,851.50 |
1,845.25 |
PP |
1,850.00 |
1,837.75 |
S1 |
1,848.75 |
1,830.00 |
|