Trading Metrics calculated at close of trading on 16-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2014 |
16-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
3,471.00 |
3,497.75 |
26.75 |
0.8% |
3,539.50 |
High |
3,501.00 |
3,524.50 |
23.50 |
0.7% |
3,599.50 |
Low |
3,404.75 |
3,479.50 |
74.75 |
2.2% |
3,431.50 |
Close |
3,491.25 |
3,501.50 |
10.25 |
0.3% |
3,444.00 |
Range |
96.25 |
45.00 |
-51.25 |
-53.2% |
168.00 |
ATR |
66.05 |
64.55 |
-1.50 |
-2.3% |
0.00 |
Volume |
597,761 |
400,462 |
-197,299 |
-33.0% |
2,306,647 |
|
Daily Pivots for day following 16-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,636.75 |
3,614.25 |
3,526.25 |
|
R3 |
3,591.75 |
3,569.25 |
3,514.00 |
|
R2 |
3,546.75 |
3,546.75 |
3,509.75 |
|
R1 |
3,524.25 |
3,524.25 |
3,505.50 |
3,535.50 |
PP |
3,501.75 |
3,501.75 |
3,501.75 |
3,507.50 |
S1 |
3,479.25 |
3,479.25 |
3,497.50 |
3,490.50 |
S2 |
3,456.75 |
3,456.75 |
3,493.25 |
|
S3 |
3,411.75 |
3,434.25 |
3,489.00 |
|
S4 |
3,366.75 |
3,389.25 |
3,476.75 |
|
|
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 |
3,404.75 |
194.75 |
5.6% |
78.50 |
2.2% |
50% |
False |
False |
488,659 |
10 |
3,669.00 |
3,404.75 |
264.25 |
7.5% |
77.00 |
2.2% |
37% |
False |
False |
457,376 |
20 |
3,712.75 |
3,404.75 |
308.00 |
8.8% |
67.25 |
1.9% |
31% |
False |
False |
394,701 |
40 |
3,733.25 |
3,404.75 |
328.50 |
9.4% |
56.00 |
1.6% |
29% |
False |
False |
237,622 |
60 |
3,733.25 |
3,404.75 |
328.50 |
9.4% |
53.50 |
1.5% |
29% |
False |
False |
158,578 |
80 |
3,733.25 |
3,404.75 |
328.50 |
9.4% |
46.25 |
1.3% |
29% |
False |
False |
118,941 |
100 |
3,733.25 |
3,387.75 |
345.50 |
9.9% |
38.50 |
1.1% |
33% |
False |
False |
95,153 |
120 |
3,733.25 |
3,307.00 |
426.25 |
12.2% |
32.75 |
0.9% |
46% |
False |
False |
79,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,715.75 |
2.618 |
3,642.25 |
1.618 |
3,597.25 |
1.000 |
3,569.50 |
0.618 |
3,552.25 |
HIGH |
3,524.50 |
0.618 |
3,507.25 |
0.500 |
3,502.00 |
0.382 |
3,496.75 |
LOW |
3,479.50 |
0.618 |
3,451.75 |
1.000 |
3,434.50 |
1.618 |
3,406.75 |
2.618 |
3,361.75 |
4.250 |
3,288.25 |
|
|
Fisher Pivots for day following 16-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
3,502.00 |
3,489.25 |
PP |
3,501.75 |
3,477.00 |
S1 |
3,501.75 |
3,464.50 |
|