Trading Metrics calculated at close of trading on 14-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2014 |
14-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,318.1 |
1,321.0 |
2.9 |
0.2% |
1,304.0 |
High |
1,324.2 |
1,331.4 |
7.2 |
0.5% |
1,324.9 |
Low |
1,314.0 |
1,318.7 |
4.7 |
0.4% |
1,295.8 |
Close |
1,319.0 |
1,327.5 |
8.5 |
0.6% |
1,319.0 |
Range |
10.2 |
12.7 |
2.5 |
24.5% |
29.1 |
ATR |
16.8 |
16.5 |
-0.3 |
-1.7% |
0.0 |
Volume |
91,859 |
100,334 |
8,475 |
9.2% |
543,650 |
|
Daily Pivots for day following 14-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,364.0 |
1,358.4 |
1,334.5 |
|
R3 |
1,351.3 |
1,345.7 |
1,331.0 |
|
R2 |
1,338.6 |
1,338.6 |
1,329.8 |
|
R1 |
1,333.0 |
1,333.0 |
1,328.7 |
1,335.8 |
PP |
1,325.9 |
1,325.9 |
1,325.9 |
1,327.3 |
S1 |
1,320.3 |
1,320.3 |
1,326.3 |
1,323.1 |
S2 |
1,313.2 |
1,313.2 |
1,325.2 |
|
S3 |
1,300.5 |
1,307.6 |
1,324.0 |
|
S4 |
1,287.8 |
1,294.9 |
1,320.5 |
|
|
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 |
1,331.4 |
1,296.8 |
34.6 |
2.6% |
13.8 |
1.0% |
89% |
True |
False |
112,741 |
10 |
1,331.4 |
1,277.4 |
54.0 |
4.1% |
14.1 |
1.1% |
93% |
True |
False |
112,554 |
20 |
1,368.0 |
1,277.4 |
90.6 |
6.8% |
16.1 |
1.2% |
55% |
False |
False |
91,148 |
40 |
1,392.2 |
1,277.4 |
114.8 |
8.6% |
17.1 |
1.3% |
44% |
False |
False |
52,174 |
60 |
1,392.2 |
1,233.0 |
159.2 |
12.0% |
17.4 |
1.3% |
59% |
False |
False |
36,070 |
80 |
1,392.2 |
1,186.7 |
205.5 |
15.5% |
17.1 |
1.3% |
69% |
False |
False |
27,514 |
100 |
1,392.2 |
1,186.7 |
205.5 |
15.5% |
17.7 |
1.3% |
69% |
False |
False |
22,260 |
120 |
1,392.2 |
1,186.7 |
205.5 |
15.5% |
17.3 |
1.3% |
69% |
False |
False |
18,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,385.4 |
2.618 |
1,364.6 |
1.618 |
1,351.9 |
1.000 |
1,344.1 |
0.618 |
1,339.2 |
HIGH |
1,331.4 |
0.618 |
1,326.5 |
0.500 |
1,325.1 |
0.382 |
1,323.6 |
LOW |
1,318.7 |
0.618 |
1,310.9 |
1.000 |
1,306.0 |
1.618 |
1,298.2 |
2.618 |
1,285.5 |
4.250 |
1,264.7 |
|
|
Fisher Pivots for day following 14-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,326.7 |
1,325.4 |
PP |
1,325.9 |
1,323.3 |
S1 |
1,325.1 |
1,321.2 |
|