Trading Metrics calculated at close of trading on 11-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,311.9 |
1,318.1 |
6.2 |
0.5% |
1,304.0 |
High |
1,324.9 |
1,324.2 |
-0.7 |
-0.1% |
1,324.9 |
Low |
1,311.0 |
1,314.0 |
3.0 |
0.2% |
1,295.8 |
Close |
1,320.5 |
1,319.0 |
-1.5 |
-0.1% |
1,319.0 |
Range |
13.9 |
10.2 |
-3.7 |
-26.6% |
29.1 |
ATR |
17.3 |
16.8 |
-0.5 |
-2.9% |
0.0 |
Volume |
126,709 |
91,859 |
-34,850 |
-27.5% |
543,650 |
|
Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,349.7 |
1,344.5 |
1,324.6 |
|
R3 |
1,339.5 |
1,334.3 |
1,321.8 |
|
R2 |
1,329.3 |
1,329.3 |
1,320.9 |
|
R1 |
1,324.1 |
1,324.1 |
1,319.9 |
1,326.7 |
PP |
1,319.1 |
1,319.1 |
1,319.1 |
1,320.4 |
S1 |
1,313.9 |
1,313.9 |
1,318.1 |
1,316.5 |
S2 |
1,308.9 |
1,308.9 |
1,317.1 |
|
S3 |
1,298.7 |
1,303.7 |
1,316.2 |
|
S4 |
1,288.5 |
1,293.5 |
1,313.4 |
|
|
Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,400.5 |
1,388.9 |
1,335.0 |
|
R3 |
1,371.4 |
1,359.8 |
1,327.0 |
|
R2 |
1,342.3 |
1,342.3 |
1,324.3 |
|
R1 |
1,330.7 |
1,330.7 |
1,321.7 |
1,336.5 |
PP |
1,313.2 |
1,313.2 |
1,313.2 |
1,316.2 |
S1 |
1,301.6 |
1,301.6 |
1,316.3 |
1,307.4 |
S2 |
1,284.1 |
1,284.1 |
1,313.7 |
|
S3 |
1,255.0 |
1,272.5 |
1,311.0 |
|
S4 |
1,225.9 |
1,243.4 |
1,303.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,324.9 |
1,295.8 |
29.1 |
2.2% |
13.1 |
1.0% |
80% |
False |
False |
108,730 |
10 |
1,324.9 |
1,277.4 |
47.5 |
3.6% |
14.4 |
1.1% |
88% |
False |
False |
115,845 |
20 |
1,392.2 |
1,277.4 |
114.8 |
8.7% |
16.9 |
1.3% |
36% |
False |
False |
86,577 |
40 |
1,392.2 |
1,277.4 |
114.8 |
8.7% |
17.2 |
1.3% |
36% |
False |
False |
49,761 |
60 |
1,392.2 |
1,233.0 |
159.2 |
12.1% |
17.3 |
1.3% |
54% |
False |
False |
34,444 |
80 |
1,392.2 |
1,186.7 |
205.5 |
15.6% |
17.2 |
1.3% |
64% |
False |
False |
26,267 |
100 |
1,392.2 |
1,186.7 |
205.5 |
15.6% |
17.8 |
1.3% |
64% |
False |
False |
21,276 |
120 |
1,392.2 |
1,186.7 |
205.5 |
15.6% |
17.2 |
1.3% |
64% |
False |
False |
17,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,367.6 |
2.618 |
1,350.9 |
1.618 |
1,340.7 |
1.000 |
1,334.4 |
0.618 |
1,330.5 |
HIGH |
1,324.2 |
0.618 |
1,320.3 |
0.500 |
1,319.1 |
0.382 |
1,317.9 |
LOW |
1,314.0 |
0.618 |
1,307.7 |
1.000 |
1,303.8 |
1.618 |
1,297.5 |
2.618 |
1,287.3 |
4.250 |
1,270.7 |
|
|
Fisher Pivots for day following 11-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,319.1 |
1,317.0 |
PP |
1,319.1 |
1,315.0 |
S1 |
1,319.0 |
1,313.0 |
|