Trading Metrics calculated at close of trading on 28-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,872.50 |
1,861.75 |
-10.75 |
-0.6% |
1,859.25 |
High |
1,873.75 |
1,871.75 |
-2.00 |
-0.1% |
1,882.50 |
Low |
1,853.00 |
1,844.00 |
-9.00 |
-0.5% |
1,853.00 |
Close |
1,860.00 |
1,866.00 |
6.00 |
0.3% |
1,860.00 |
Range |
20.75 |
27.75 |
7.00 |
33.7% |
29.50 |
ATR |
20.66 |
21.17 |
0.51 |
2.5% |
0.00 |
Volume |
1,507,792 |
2,065,197 |
557,405 |
37.0% |
5,725,786 |
|
Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,943.75 |
1,932.75 |
1,881.25 |
|
R3 |
1,916.00 |
1,905.00 |
1,873.75 |
|
R2 |
1,888.25 |
1,888.25 |
1,871.00 |
|
R1 |
1,877.25 |
1,877.25 |
1,868.50 |
1,882.75 |
PP |
1,860.50 |
1,860.50 |
1,860.50 |
1,863.50 |
S1 |
1,849.50 |
1,849.50 |
1,863.50 |
1,855.00 |
S2 |
1,832.75 |
1,832.75 |
1,861.00 |
|
S3 |
1,805.00 |
1,821.75 |
1,858.25 |
|
S4 |
1,777.25 |
1,794.00 |
1,850.75 |
|
|
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 |
1,844.00 |
38.50 |
2.1% |
19.75 |
1.1% |
57% |
False |
True |
1,451,418 |
10 |
1,882.50 |
1,803.25 |
79.25 |
4.2% |
20.00 |
1.1% |
79% |
False |
False |
1,518,523 |
20 |
1,892.50 |
1,803.25 |
89.25 |
4.8% |
21.25 |
1.1% |
70% |
False |
False |
1,662,134 |
40 |
1,892.50 |
1,803.25 |
89.25 |
4.8% |
20.75 |
1.1% |
70% |
False |
False |
1,386,579 |
60 |
1,892.50 |
1,725.25 |
167.25 |
9.0% |
21.00 |
1.1% |
84% |
False |
False |
927,257 |
80 |
1,892.50 |
1,725.25 |
167.25 |
9.0% |
20.75 |
1.1% |
84% |
False |
False |
696,632 |
100 |
1,892.50 |
1,725.25 |
167.25 |
9.0% |
19.50 |
1.0% |
84% |
False |
False |
557,421 |
120 |
1,892.50 |
1,725.25 |
167.25 |
9.0% |
18.00 |
1.0% |
84% |
False |
False |
464,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,989.75 |
2.618 |
1,944.50 |
1.618 |
1,916.75 |
1.000 |
1,899.50 |
0.618 |
1,889.00 |
HIGH |
1,871.75 |
0.618 |
1,861.25 |
0.500 |
1,858.00 |
0.382 |
1,854.50 |
LOW |
1,844.00 |
0.618 |
1,826.75 |
1.000 |
1,816.25 |
1.618 |
1,799.00 |
2.618 |
1,771.25 |
4.250 |
1,726.00 |
|
|
Fisher Pivots for day following 28-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,863.25 |
1,865.00 |
PP |
1,860.50 |
1,864.25 |
S1 |
1,858.00 |
1,863.25 |
|