Trading Metrics calculated at close of trading on 23-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2014 |
23-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,864.25 |
1,873.00 |
8.75 |
0.5% |
1,806.00 |
High |
1,878.75 |
1,880.75 |
2.00 |
0.1% |
1,863.75 |
Low |
1,860.75 |
1,867.50 |
6.75 |
0.4% |
1,803.25 |
Close |
1,874.00 |
1,873.00 |
-1.00 |
-0.1% |
1,858.00 |
Range |
18.00 |
13.25 |
-4.75 |
-26.4% |
60.50 |
ATR |
21.38 |
20.80 |
-0.58 |
-2.7% |
0.00 |
Volume |
1,106,460 |
1,000,557 |
-105,903 |
-9.6% |
7,394,255 |
|
Daily Pivots for day following 23-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,913.50 |
1,906.50 |
1,880.25 |
|
R3 |
1,900.25 |
1,893.25 |
1,876.75 |
|
R2 |
1,887.00 |
1,887.00 |
1,875.50 |
|
R1 |
1,880.00 |
1,880.00 |
1,874.25 |
1,879.50 |
PP |
1,873.75 |
1,873.75 |
1,873.75 |
1,873.50 |
S1 |
1,866.75 |
1,866.75 |
1,871.75 |
1,866.50 |
S2 |
1,860.50 |
1,860.50 |
1,870.50 |
|
S3 |
1,847.25 |
1,853.50 |
1,869.25 |
|
S4 |
1,834.00 |
1,840.25 |
1,865.75 |
|
|
Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,023.25 |
2,001.00 |
1,891.25 |
|
R3 |
1,962.75 |
1,940.50 |
1,874.75 |
|
R2 |
1,902.25 |
1,902.25 |
1,869.00 |
|
R1 |
1,880.00 |
1,880.00 |
1,863.50 |
1,891.00 |
PP |
1,841.75 |
1,841.75 |
1,841.75 |
1,847.25 |
S1 |
1,819.50 |
1,819.50 |
1,852.50 |
1,830.50 |
S2 |
1,781.25 |
1,781.25 |
1,847.00 |
|
S3 |
1,720.75 |
1,759.00 |
1,841.25 |
|
S4 |
1,660.25 |
1,698.50 |
1,824.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,880.75 |
1,840.50 |
40.25 |
2.1% |
14.75 |
0.8% |
81% |
True |
False |
1,108,029 |
10 |
1,880.75 |
1,803.25 |
77.50 |
4.1% |
22.50 |
1.2% |
90% |
True |
False |
1,635,498 |
20 |
1,892.50 |
1,803.25 |
89.25 |
4.8% |
21.00 |
1.1% |
78% |
False |
False |
1,676,234 |
40 |
1,892.50 |
1,803.25 |
89.25 |
4.8% |
20.50 |
1.1% |
78% |
False |
False |
1,258,805 |
60 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
21.25 |
1.1% |
88% |
False |
False |
841,883 |
80 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
20.00 |
1.1% |
88% |
False |
False |
632,301 |
100 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
19.00 |
1.0% |
88% |
False |
False |
505,929 |
120 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
17.75 |
1.0% |
88% |
False |
False |
421,616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,937.00 |
2.618 |
1,915.50 |
1.618 |
1,902.25 |
1.000 |
1,894.00 |
0.618 |
1,889.00 |
HIGH |
1,880.75 |
0.618 |
1,875.75 |
0.500 |
1,874.00 |
0.382 |
1,872.50 |
LOW |
1,867.50 |
0.618 |
1,859.25 |
1.000 |
1,854.25 |
1.618 |
1,846.00 |
2.618 |
1,832.75 |
4.250 |
1,811.25 |
|
|
Fisher Pivots for day following 23-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,874.00 |
1,871.50 |
PP |
1,873.75 |
1,870.00 |
S1 |
1,873.50 |
1,868.50 |
|