Trading Metrics calculated at close of trading on 17-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2014 |
17-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
3,497.75 |
3,505.50 |
7.75 |
0.2% |
3,539.50 |
High |
3,524.50 |
3,542.50 |
18.00 |
0.5% |
3,599.50 |
Low |
3,479.50 |
3,492.50 |
13.00 |
0.4% |
3,431.50 |
Close |
3,501.50 |
3,523.25 |
21.75 |
0.6% |
3,444.00 |
Range |
45.00 |
50.00 |
5.00 |
11.1% |
168.00 |
ATR |
64.55 |
63.51 |
-1.04 |
-1.6% |
0.00 |
Volume |
400,462 |
269,150 |
-131,312 |
-32.8% |
2,306,647 |
|
Daily Pivots for day following 17-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,669.50 |
3,646.25 |
3,550.75 |
|
R3 |
3,619.50 |
3,596.25 |
3,537.00 |
|
R2 |
3,569.50 |
3,569.50 |
3,532.50 |
|
R1 |
3,546.25 |
3,546.25 |
3,527.75 |
3,558.00 |
PP |
3,519.50 |
3,519.50 |
3,519.50 |
3,525.25 |
S1 |
3,496.25 |
3,496.25 |
3,518.75 |
3,508.00 |
S2 |
3,469.50 |
3,469.50 |
3,514.00 |
|
S3 |
3,419.50 |
3,446.25 |
3,509.50 |
|
S4 |
3,369.50 |
3,396.25 |
3,495.75 |
|
|
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 |
3,542.50 |
3,404.75 |
137.75 |
3.9% |
62.75 |
1.8% |
86% |
True |
False |
436,861 |
10 |
3,657.75 |
3,404.75 |
253.00 |
7.2% |
76.00 |
2.2% |
47% |
False |
False |
457,069 |
20 |
3,712.75 |
3,404.75 |
308.00 |
8.7% |
67.75 |
1.9% |
38% |
False |
False |
394,992 |
40 |
3,733.25 |
3,404.75 |
328.50 |
9.3% |
56.50 |
1.6% |
36% |
False |
False |
244,334 |
60 |
3,733.25 |
3,404.75 |
328.50 |
9.3% |
54.00 |
1.5% |
36% |
False |
False |
163,064 |
80 |
3,733.25 |
3,404.75 |
328.50 |
9.3% |
46.25 |
1.3% |
36% |
False |
False |
122,305 |
100 |
3,733.25 |
3,404.75 |
328.50 |
9.3% |
39.00 |
1.1% |
36% |
False |
False |
97,844 |
120 |
3,733.25 |
3,307.00 |
426.25 |
12.1% |
33.25 |
0.9% |
51% |
False |
False |
81,537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,755.00 |
2.618 |
3,673.50 |
1.618 |
3,623.50 |
1.000 |
3,592.50 |
0.618 |
3,573.50 |
HIGH |
3,542.50 |
0.618 |
3,523.50 |
0.500 |
3,517.50 |
0.382 |
3,511.50 |
LOW |
3,492.50 |
0.618 |
3,461.50 |
1.000 |
3,442.50 |
1.618 |
3,411.50 |
2.618 |
3,361.50 |
4.250 |
3,280.00 |
|
|
Fisher Pivots for day following 17-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
3,521.25 |
3,506.75 |
PP |
3,519.50 |
3,490.25 |
S1 |
3,517.50 |
3,473.50 |
|