Trading Metrics calculated at close of trading on 21-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2014 |
21-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
3,505.50 |
3,525.00 |
19.50 |
0.6% |
3,435.75 |
High |
3,542.50 |
3,554.25 |
11.75 |
0.3% |
3,542.50 |
Low |
3,492.50 |
3,516.75 |
24.25 |
0.7% |
3,404.75 |
Close |
3,523.25 |
3,551.25 |
28.00 |
0.8% |
3,523.25 |
Range |
50.00 |
37.50 |
-12.50 |
-25.0% |
137.75 |
ATR |
63.51 |
61.65 |
-1.86 |
-2.9% |
0.00 |
Volume |
269,150 |
152,229 |
-116,921 |
-43.4% |
1,650,631 |
|
Daily Pivots for day following 21-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,653.25 |
3,639.75 |
3,572.00 |
|
R3 |
3,615.75 |
3,602.25 |
3,561.50 |
|
R2 |
3,578.25 |
3,578.25 |
3,558.00 |
|
R1 |
3,564.75 |
3,564.75 |
3,554.75 |
3,571.50 |
PP |
3,540.75 |
3,540.75 |
3,540.75 |
3,544.00 |
S1 |
3,527.25 |
3,527.25 |
3,547.75 |
3,534.00 |
S2 |
3,503.25 |
3,503.25 |
3,544.50 |
|
S3 |
3,465.75 |
3,489.75 |
3,541.00 |
|
S4 |
3,428.25 |
3,452.25 |
3,530.50 |
|
|
Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,903.50 |
3,851.00 |
3,599.00 |
|
R3 |
3,765.75 |
3,713.25 |
3,561.25 |
|
R2 |
3,628.00 |
3,628.00 |
3,548.50 |
|
R1 |
3,575.50 |
3,575.50 |
3,536.00 |
3,601.75 |
PP |
3,490.25 |
3,490.25 |
3,490.25 |
3,503.25 |
S1 |
3,437.75 |
3,437.75 |
3,510.50 |
3,464.00 |
S2 |
3,352.50 |
3,352.50 |
3,498.00 |
|
S3 |
3,214.75 |
3,300.00 |
3,485.25 |
|
S4 |
3,077.00 |
3,162.25 |
3,447.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,554.25 |
3,404.75 |
149.50 |
4.2% |
57.75 |
1.6% |
98% |
True |
False |
360,572 |
10 |
3,599.50 |
3,404.75 |
194.75 |
5.5% |
66.25 |
1.9% |
75% |
False |
False |
410,950 |
20 |
3,669.00 |
3,404.75 |
264.25 |
7.4% |
65.75 |
1.9% |
55% |
False |
False |
383,647 |
40 |
3,733.25 |
3,404.75 |
328.50 |
9.3% |
56.75 |
1.6% |
45% |
False |
False |
248,128 |
60 |
3,733.25 |
3,404.75 |
328.50 |
9.3% |
54.00 |
1.5% |
45% |
False |
False |
165,599 |
80 |
3,733.25 |
3,404.75 |
328.50 |
9.3% |
46.50 |
1.3% |
45% |
False |
False |
124,208 |
100 |
3,733.25 |
3,404.75 |
328.50 |
9.3% |
39.50 |
1.1% |
45% |
False |
False |
99,367 |
120 |
3,733.25 |
3,307.00 |
426.25 |
12.0% |
33.50 |
0.9% |
57% |
False |
False |
82,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,713.50 |
2.618 |
3,652.50 |
1.618 |
3,615.00 |
1.000 |
3,591.75 |
0.618 |
3,577.50 |
HIGH |
3,554.25 |
0.618 |
3,540.00 |
0.500 |
3,535.50 |
0.382 |
3,531.00 |
LOW |
3,516.75 |
0.618 |
3,493.50 |
1.000 |
3,479.25 |
1.618 |
3,456.00 |
2.618 |
3,418.50 |
4.250 |
3,357.50 |
|
|
Fisher Pivots for day following 21-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
3,546.00 |
3,539.75 |
PP |
3,540.75 |
3,528.25 |
S1 |
3,535.50 |
3,517.00 |
|