Trading Metrics calculated at close of trading on 15-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2014 |
15-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
3,435.75 |
3,471.00 |
35.25 |
1.0% |
3,539.50 |
High |
3,485.00 |
3,501.00 |
16.00 |
0.5% |
3,599.50 |
Low |
3,425.25 |
3,404.75 |
-20.50 |
-0.6% |
3,431.50 |
Close |
3,470.25 |
3,491.25 |
21.00 |
0.6% |
3,444.00 |
Range |
59.75 |
96.25 |
36.50 |
61.1% |
168.00 |
ATR |
63.73 |
66.05 |
2.32 |
3.6% |
0.00 |
Volume |
383,258 |
597,761 |
214,503 |
56.0% |
2,306,647 |
|
Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,754.50 |
3,719.00 |
3,544.25 |
|
R3 |
3,658.25 |
3,622.75 |
3,517.75 |
|
R2 |
3,562.00 |
3,562.00 |
3,509.00 |
|
R1 |
3,526.50 |
3,526.50 |
3,500.00 |
3,544.25 |
PP |
3,465.75 |
3,465.75 |
3,465.75 |
3,474.50 |
S1 |
3,430.25 |
3,430.25 |
3,482.50 |
3,448.00 |
S2 |
3,369.50 |
3,369.50 |
3,473.50 |
|
S3 |
3,273.25 |
3,334.00 |
3,464.75 |
|
S4 |
3,177.00 |
3,237.75 |
3,438.25 |
|
|
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 |
3,404.75 |
194.75 |
5.6% |
83.00 |
2.4% |
44% |
False |
True |
475,108 |
10 |
3,669.00 |
3,404.75 |
264.25 |
7.6% |
75.00 |
2.1% |
33% |
False |
True |
441,312 |
20 |
3,712.75 |
3,404.75 |
308.00 |
8.8% |
67.75 |
1.9% |
28% |
False |
True |
392,206 |
40 |
3,733.25 |
3,404.75 |
328.50 |
9.4% |
55.75 |
1.6% |
26% |
False |
True |
227,629 |
60 |
3,733.25 |
3,404.75 |
328.50 |
9.4% |
53.00 |
1.5% |
26% |
False |
True |
151,904 |
80 |
3,733.25 |
3,404.75 |
328.50 |
9.4% |
45.75 |
1.3% |
26% |
False |
True |
113,935 |
100 |
3,733.25 |
3,354.00 |
379.25 |
10.9% |
38.25 |
1.1% |
36% |
False |
False |
91,148 |
120 |
3,733.25 |
3,307.00 |
426.25 |
12.2% |
32.50 |
0.9% |
43% |
False |
False |
75,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,910.00 |
2.618 |
3,753.00 |
1.618 |
3,656.75 |
1.000 |
3,597.25 |
0.618 |
3,560.50 |
HIGH |
3,501.00 |
0.618 |
3,464.25 |
0.500 |
3,453.00 |
0.382 |
3,441.50 |
LOW |
3,404.75 |
0.618 |
3,345.25 |
1.000 |
3,308.50 |
1.618 |
3,249.00 |
2.618 |
3,152.75 |
4.250 |
2,995.75 |
|
|
Fisher Pivots for day following 15-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
3,478.50 |
3,478.50 |
PP |
3,465.75 |
3,465.75 |
S1 |
3,453.00 |
3,453.00 |
|