Trading Metrics calculated at close of trading on 25-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2014 |
25-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
3,595.75 |
3,588.00 |
-7.75 |
-0.2% |
3,525.00 |
High |
3,618.25 |
3,589.75 |
-28.50 |
-0.8% |
3,618.25 |
Low |
3,544.00 |
3,516.50 |
-27.50 |
-0.8% |
3,516.50 |
Close |
3,584.75 |
3,530.50 |
-54.25 |
-1.5% |
3,530.50 |
Range |
74.25 |
73.25 |
-1.00 |
-1.3% |
101.75 |
ATR |
60.85 |
61.73 |
0.89 |
1.5% |
0.00 |
Volume |
393,068 |
330,378 |
-62,690 |
-15.9% |
1,339,481 |
|
Daily Pivots for day following 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,765.25 |
3,721.25 |
3,570.75 |
|
R3 |
3,692.00 |
3,648.00 |
3,550.75 |
|
R2 |
3,618.75 |
3,618.75 |
3,544.00 |
|
R1 |
3,574.75 |
3,574.75 |
3,537.25 |
3,560.00 |
PP |
3,545.50 |
3,545.50 |
3,545.50 |
3,538.25 |
S1 |
3,501.50 |
3,501.50 |
3,523.75 |
3,487.00 |
S2 |
3,472.25 |
3,472.25 |
3,517.00 |
|
S3 |
3,399.00 |
3,428.25 |
3,510.25 |
|
S4 |
3,325.75 |
3,355.00 |
3,490.25 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,860.25 |
3,797.25 |
3,586.50 |
|
R3 |
3,758.50 |
3,695.50 |
3,558.50 |
|
R2 |
3,656.75 |
3,656.75 |
3,549.25 |
|
R1 |
3,593.75 |
3,593.75 |
3,539.75 |
3,625.25 |
PP |
3,555.00 |
3,555.00 |
3,555.00 |
3,571.00 |
S1 |
3,492.00 |
3,492.00 |
3,521.25 |
3,523.50 |
S2 |
3,453.25 |
3,453.25 |
3,511.75 |
|
S3 |
3,351.50 |
3,390.25 |
3,502.50 |
|
S4 |
3,249.75 |
3,288.50 |
3,474.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,618.25 |
3,516.50 |
101.75 |
2.9% |
56.25 |
1.6% |
14% |
False |
True |
267,896 |
10 |
3,618.25 |
3,404.75 |
213.50 |
6.0% |
59.50 |
1.7% |
59% |
False |
False |
352,379 |
20 |
3,669.00 |
3,404.75 |
264.25 |
7.5% |
64.50 |
1.8% |
48% |
False |
False |
364,931 |
40 |
3,733.25 |
3,404.75 |
328.50 |
9.3% |
59.00 |
1.7% |
38% |
False |
False |
277,684 |
60 |
3,733.25 |
3,404.75 |
328.50 |
9.3% |
53.75 |
1.5% |
38% |
False |
False |
185,373 |
80 |
3,733.25 |
3,404.75 |
328.50 |
9.3% |
49.50 |
1.4% |
38% |
False |
False |
139,048 |
100 |
3,733.25 |
3,404.75 |
328.50 |
9.3% |
41.50 |
1.2% |
38% |
False |
False |
111,239 |
120 |
3,733.25 |
3,307.00 |
426.25 |
12.1% |
35.25 |
1.0% |
52% |
False |
False |
92,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,901.00 |
2.618 |
3,781.50 |
1.618 |
3,708.25 |
1.000 |
3,663.00 |
0.618 |
3,635.00 |
HIGH |
3,589.75 |
0.618 |
3,561.75 |
0.500 |
3,553.00 |
0.382 |
3,544.50 |
LOW |
3,516.50 |
0.618 |
3,471.25 |
1.000 |
3,443.25 |
1.618 |
3,398.00 |
2.618 |
3,324.75 |
4.250 |
3,205.25 |
|
|
Fisher Pivots for day following 25-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
3,553.00 |
3,567.50 |
PP |
3,545.50 |
3,555.00 |
S1 |
3,538.00 |
3,542.75 |
|