Trading Metrics calculated at close of trading on 17-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2014 |
17-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,842.75 |
1,852.50 |
9.75 |
0.5% |
1,861.00 |
High |
1,857.00 |
1,863.75 |
6.75 |
0.4% |
1,867.50 |
Low |
1,840.50 |
1,847.25 |
6.75 |
0.4% |
1,807.25 |
Close |
1,852.75 |
1,858.00 |
5.25 |
0.3% |
1,811.75 |
Range |
16.50 |
16.50 |
0.00 |
0.0% |
60.25 |
ATR |
23.08 |
22.61 |
-0.47 |
-2.0% |
0.00 |
Volume |
1,643,896 |
1,255,343 |
-388,553 |
-23.6% |
10,353,731 |
|
Daily Pivots for day following 17-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,905.75 |
1,898.50 |
1,867.00 |
|
R3 |
1,889.25 |
1,882.00 |
1,862.50 |
|
R2 |
1,872.75 |
1,872.75 |
1,861.00 |
|
R1 |
1,865.50 |
1,865.50 |
1,859.50 |
1,869.00 |
PP |
1,856.25 |
1,856.25 |
1,856.25 |
1,858.25 |
S1 |
1,849.00 |
1,849.00 |
1,856.50 |
1,852.50 |
S2 |
1,839.75 |
1,839.75 |
1,855.00 |
|
S3 |
1,823.25 |
1,832.50 |
1,853.50 |
|
S4 |
1,806.75 |
1,816.00 |
1,849.00 |
|
|
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 |
1,863.75 |
1,803.25 |
60.50 |
3.3% |
23.50 |
1.3% |
90% |
True |
False |
1,984,281 |
10 |
1,892.50 |
1,803.25 |
89.25 |
4.8% |
26.50 |
1.4% |
61% |
False |
False |
2,024,479 |
20 |
1,892.50 |
1,803.25 |
89.25 |
4.8% |
22.00 |
1.2% |
61% |
False |
False |
1,806,386 |
40 |
1,892.50 |
1,803.25 |
89.25 |
4.8% |
20.75 |
1.1% |
61% |
False |
False |
1,193,371 |
60 |
1,892.50 |
1,725.25 |
167.25 |
9.0% |
22.25 |
1.2% |
79% |
False |
False |
798,178 |
80 |
1,892.50 |
1,725.25 |
167.25 |
9.0% |
20.00 |
1.1% |
79% |
False |
False |
599,330 |
100 |
1,892.50 |
1,725.25 |
167.25 |
9.0% |
18.75 |
1.0% |
79% |
False |
False |
479,521 |
120 |
1,892.50 |
1,725.25 |
167.25 |
9.0% |
17.75 |
1.0% |
79% |
False |
False |
399,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,934.00 |
2.618 |
1,907.00 |
1.618 |
1,890.50 |
1.000 |
1,880.25 |
0.618 |
1,874.00 |
HIGH |
1,863.75 |
0.618 |
1,857.50 |
0.500 |
1,855.50 |
0.382 |
1,853.50 |
LOW |
1,847.25 |
0.618 |
1,837.00 |
1.000 |
1,830.75 |
1.618 |
1,820.50 |
2.618 |
1,804.00 |
4.250 |
1,777.00 |
|
|
Fisher Pivots for day following 17-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,857.25 |
1,850.75 |
PP |
1,856.25 |
1,843.75 |
S1 |
1,855.50 |
1,836.50 |
|