Trading Metrics calculated at close of trading on 25-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2014 |
25-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,879.00 |
1,872.50 |
-6.50 |
-0.3% |
1,859.25 |
High |
1,882.50 |
1,873.75 |
-8.75 |
-0.5% |
1,882.50 |
Low |
1,863.75 |
1,853.00 |
-10.75 |
-0.6% |
1,853.00 |
Close |
1,873.00 |
1,860.00 |
-13.00 |
-0.7% |
1,860.00 |
Range |
18.75 |
20.75 |
2.00 |
10.7% |
29.50 |
ATR |
20.65 |
20.66 |
0.01 |
0.0% |
0.00 |
Volume |
1,577,086 |
1,507,792 |
-69,294 |
-4.4% |
5,725,786 |
|
Daily Pivots for day following 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,924.50 |
1,913.00 |
1,871.50 |
|
R3 |
1,903.75 |
1,892.25 |
1,865.75 |
|
R2 |
1,883.00 |
1,883.00 |
1,863.75 |
|
R1 |
1,871.50 |
1,871.50 |
1,862.00 |
1,867.00 |
PP |
1,862.25 |
1,862.25 |
1,862.25 |
1,860.00 |
S1 |
1,850.75 |
1,850.75 |
1,858.00 |
1,846.00 |
S2 |
1,841.50 |
1,841.50 |
1,856.25 |
|
S3 |
1,820.75 |
1,830.00 |
1,854.25 |
|
S4 |
1,800.00 |
1,809.25 |
1,848.50 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,953.75 |
1,936.25 |
1,876.25 |
|
R3 |
1,924.25 |
1,906.75 |
1,868.00 |
|
R2 |
1,894.75 |
1,894.75 |
1,865.50 |
|
R1 |
1,877.25 |
1,877.25 |
1,862.75 |
1,886.00 |
PP |
1,865.25 |
1,865.25 |
1,865.25 |
1,869.50 |
S1 |
1,847.75 |
1,847.75 |
1,857.25 |
1,856.50 |
S2 |
1,835.75 |
1,835.75 |
1,854.50 |
|
S3 |
1,806.25 |
1,818.25 |
1,852.00 |
|
S4 |
1,776.75 |
1,788.75 |
1,843.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,882.50 |
1,853.00 |
29.50 |
1.6% |
16.00 |
0.9% |
24% |
False |
True |
1,145,157 |
10 |
1,882.50 |
1,803.25 |
79.25 |
4.3% |
19.75 |
1.1% |
72% |
False |
False |
1,564,719 |
20 |
1,892.50 |
1,803.25 |
89.25 |
4.8% |
20.75 |
1.1% |
64% |
False |
False |
1,633,982 |
40 |
1,892.50 |
1,803.25 |
89.25 |
4.8% |
20.50 |
1.1% |
64% |
False |
False |
1,335,431 |
60 |
1,892.50 |
1,725.25 |
167.25 |
9.0% |
21.00 |
1.1% |
81% |
False |
False |
893,015 |
80 |
1,892.50 |
1,725.25 |
167.25 |
9.0% |
20.50 |
1.1% |
81% |
False |
False |
670,849 |
100 |
1,892.50 |
1,725.25 |
167.25 |
9.0% |
19.25 |
1.0% |
81% |
False |
False |
536,771 |
120 |
1,892.50 |
1,725.25 |
167.25 |
9.0% |
18.00 |
1.0% |
81% |
False |
False |
447,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,962.00 |
2.618 |
1,928.00 |
1.618 |
1,907.25 |
1.000 |
1,894.50 |
0.618 |
1,886.50 |
HIGH |
1,873.75 |
0.618 |
1,865.75 |
0.500 |
1,863.50 |
0.382 |
1,861.00 |
LOW |
1,853.00 |
0.618 |
1,840.25 |
1.000 |
1,832.25 |
1.618 |
1,819.50 |
2.618 |
1,798.75 |
4.250 |
1,764.75 |
|
|
Fisher Pivots for day following 25-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,863.50 |
1,867.75 |
PP |
1,862.25 |
1,865.25 |
S1 |
1,861.00 |
1,862.50 |
|