Trading Metrics calculated at close of trading on 14-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2014 |
14-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
3,485.00 |
3,435.75 |
-49.25 |
-1.4% |
3,539.50 |
High |
3,493.75 |
3,485.00 |
-8.75 |
-0.3% |
3,599.50 |
Low |
3,431.50 |
3,425.25 |
-6.25 |
-0.2% |
3,431.50 |
Close |
3,444.00 |
3,470.25 |
26.25 |
0.8% |
3,444.00 |
Range |
62.25 |
59.75 |
-2.50 |
-4.0% |
168.00 |
ATR |
64.03 |
63.73 |
-0.31 |
-0.5% |
0.00 |
Volume |
533,678 |
383,258 |
-150,420 |
-28.2% |
2,306,647 |
|
Daily Pivots for day following 14-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,639.50 |
3,614.50 |
3,503.00 |
|
R3 |
3,579.75 |
3,554.75 |
3,486.75 |
|
R2 |
3,520.00 |
3,520.00 |
3,481.25 |
|
R1 |
3,495.00 |
3,495.00 |
3,475.75 |
3,507.50 |
PP |
3,460.25 |
3,460.25 |
3,460.25 |
3,466.50 |
S1 |
3,435.25 |
3,435.25 |
3,464.75 |
3,447.75 |
S2 |
3,400.50 |
3,400.50 |
3,459.25 |
|
S3 |
3,340.75 |
3,375.50 |
3,453.75 |
|
S4 |
3,281.00 |
3,315.75 |
3,437.50 |
|
|
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 |
3,425.25 |
174.25 |
5.0% |
73.00 |
2.1% |
26% |
False |
True |
435,595 |
10 |
3,669.00 |
3,425.25 |
243.75 |
7.0% |
72.75 |
2.1% |
18% |
False |
True |
408,072 |
20 |
3,712.75 |
3,425.25 |
287.50 |
8.3% |
66.00 |
1.9% |
16% |
False |
True |
380,561 |
40 |
3,733.25 |
3,425.25 |
308.00 |
8.9% |
54.00 |
1.6% |
15% |
False |
True |
212,692 |
60 |
3,733.25 |
3,408.00 |
325.25 |
9.4% |
51.75 |
1.5% |
19% |
False |
False |
141,941 |
80 |
3,733.25 |
3,408.00 |
325.25 |
9.4% |
45.50 |
1.3% |
19% |
False |
False |
106,463 |
100 |
3,733.25 |
3,354.00 |
379.25 |
10.9% |
37.25 |
1.1% |
31% |
False |
False |
85,171 |
120 |
3,733.25 |
3,307.00 |
426.25 |
12.3% |
31.50 |
0.9% |
38% |
False |
False |
70,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,739.00 |
2.618 |
3,641.50 |
1.618 |
3,581.75 |
1.000 |
3,544.75 |
0.618 |
3,522.00 |
HIGH |
3,485.00 |
0.618 |
3,462.25 |
0.500 |
3,455.00 |
0.382 |
3,448.00 |
LOW |
3,425.25 |
0.618 |
3,388.25 |
1.000 |
3,365.50 |
1.618 |
3,328.50 |
2.618 |
3,268.75 |
4.250 |
3,171.25 |
|
|
Fisher Pivots for day following 14-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
3,465.25 |
3,512.50 |
PP |
3,460.25 |
3,498.25 |
S1 |
3,455.00 |
3,484.25 |
|