Trading Metrics calculated at close of trading on 11-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
3,593.25 |
3,485.00 |
-108.25 |
-3.0% |
3,539.50 |
High |
3,599.50 |
3,493.75 |
-105.75 |
-2.9% |
3,599.50 |
Low |
3,470.25 |
3,431.50 |
-38.75 |
-1.1% |
3,431.50 |
Close |
3,480.00 |
3,444.00 |
-36.00 |
-1.0% |
3,444.00 |
Range |
129.25 |
62.25 |
-67.00 |
-51.8% |
168.00 |
ATR |
64.17 |
64.03 |
-0.14 |
-0.2% |
0.00 |
Volume |
528,139 |
533,678 |
5,539 |
1.0% |
2,306,647 |
|
Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,643.25 |
3,605.75 |
3,478.25 |
|
R3 |
3,581.00 |
3,543.50 |
3,461.00 |
|
R2 |
3,518.75 |
3,518.75 |
3,455.50 |
|
R1 |
3,481.25 |
3,481.25 |
3,449.75 |
3,469.00 |
PP |
3,456.50 |
3,456.50 |
3,456.50 |
3,450.25 |
S1 |
3,419.00 |
3,419.00 |
3,438.25 |
3,406.50 |
S2 |
3,394.25 |
3,394.25 |
3,432.50 |
|
S3 |
3,332.00 |
3,356.75 |
3,427.00 |
|
S4 |
3,269.75 |
3,294.50 |
3,409.75 |
|
|
Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,995.75 |
3,887.75 |
3,536.50 |
|
R3 |
3,827.75 |
3,719.75 |
3,490.25 |
|
R2 |
3,659.75 |
3,659.75 |
3,474.75 |
|
R1 |
3,551.75 |
3,551.75 |
3,459.50 |
3,521.75 |
PP |
3,491.75 |
3,491.75 |
3,491.75 |
3,476.50 |
S1 |
3,383.75 |
3,383.75 |
3,428.50 |
3,353.75 |
S2 |
3,323.75 |
3,323.75 |
3,413.25 |
|
S3 |
3,155.75 |
3,215.75 |
3,397.75 |
|
S4 |
2,987.75 |
3,047.75 |
3,351.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,599.50 |
3,431.50 |
168.00 |
4.9% |
74.75 |
2.2% |
7% |
False |
True |
461,329 |
10 |
3,669.00 |
3,431.50 |
237.50 |
6.9% |
70.75 |
2.1% |
5% |
False |
True |
399,516 |
20 |
3,712.75 |
3,431.50 |
281.25 |
8.2% |
66.50 |
1.9% |
4% |
False |
True |
376,823 |
40 |
3,733.25 |
3,431.50 |
301.75 |
8.8% |
53.00 |
1.5% |
4% |
False |
True |
203,123 |
60 |
3,733.25 |
3,408.00 |
325.25 |
9.4% |
50.75 |
1.5% |
11% |
False |
False |
135,558 |
80 |
3,733.25 |
3,408.00 |
325.25 |
9.4% |
44.75 |
1.3% |
11% |
False |
False |
101,672 |
100 |
3,733.25 |
3,354.00 |
379.25 |
11.0% |
36.75 |
1.1% |
24% |
False |
False |
81,338 |
120 |
3,733.25 |
3,307.00 |
426.25 |
12.4% |
31.00 |
0.9% |
32% |
False |
False |
67,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,758.25 |
2.618 |
3,656.75 |
1.618 |
3,594.50 |
1.000 |
3,556.00 |
0.618 |
3,532.25 |
HIGH |
3,493.75 |
0.618 |
3,470.00 |
0.500 |
3,462.50 |
0.382 |
3,455.25 |
LOW |
3,431.50 |
0.618 |
3,393.00 |
1.000 |
3,369.25 |
1.618 |
3,330.75 |
2.618 |
3,268.50 |
4.250 |
3,167.00 |
|
|
Fisher Pivots for day following 11-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
3,462.50 |
3,515.50 |
PP |
3,456.50 |
3,491.75 |
S1 |
3,450.25 |
3,467.75 |
|