Trading Metrics calculated at close of trading on 15-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2014 |
15-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,321.0 |
1,326.5 |
5.5 |
0.4% |
1,304.0 |
High |
1,331.4 |
1,328.4 |
-3.0 |
-0.2% |
1,324.9 |
Low |
1,318.7 |
1,284.4 |
-34.3 |
-2.6% |
1,295.8 |
Close |
1,327.5 |
1,300.3 |
-27.2 |
-2.0% |
1,319.0 |
Range |
12.7 |
44.0 |
31.3 |
246.5% |
29.1 |
ATR |
16.5 |
18.5 |
2.0 |
11.9% |
0.0 |
Volume |
100,334 |
188,991 |
88,657 |
88.4% |
543,650 |
|
Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,436.4 |
1,412.3 |
1,324.5 |
|
R3 |
1,392.4 |
1,368.3 |
1,312.4 |
|
R2 |
1,348.4 |
1,348.4 |
1,308.4 |
|
R1 |
1,324.3 |
1,324.3 |
1,304.3 |
1,314.4 |
PP |
1,304.4 |
1,304.4 |
1,304.4 |
1,299.4 |
S1 |
1,280.3 |
1,280.3 |
1,296.3 |
1,270.4 |
S2 |
1,260.4 |
1,260.4 |
1,292.2 |
|
S3 |
1,216.4 |
1,236.3 |
1,288.2 |
|
S4 |
1,172.4 |
1,192.3 |
1,276.1 |
|
|
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 |
1,284.4 |
47.0 |
3.6% |
19.0 |
1.5% |
34% |
False |
True |
126,694 |
10 |
1,331.4 |
1,278.9 |
52.5 |
4.0% |
17.4 |
1.3% |
41% |
False |
False |
120,161 |
20 |
1,360.2 |
1,277.4 |
82.8 |
6.4% |
17.4 |
1.3% |
28% |
False |
False |
99,909 |
40 |
1,392.2 |
1,277.4 |
114.8 |
8.8% |
17.7 |
1.4% |
20% |
False |
False |
56,779 |
60 |
1,392.2 |
1,233.0 |
159.2 |
12.2% |
17.8 |
1.4% |
42% |
False |
False |
39,104 |
80 |
1,392.2 |
1,186.7 |
205.5 |
15.8% |
17.3 |
1.3% |
55% |
False |
False |
29,864 |
100 |
1,392.2 |
1,186.7 |
205.5 |
15.8% |
18.1 |
1.4% |
55% |
False |
False |
24,145 |
120 |
1,392.2 |
1,186.7 |
205.5 |
15.8% |
17.4 |
1.3% |
55% |
False |
False |
20,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,515.4 |
2.618 |
1,443.6 |
1.618 |
1,399.6 |
1.000 |
1,372.4 |
0.618 |
1,355.6 |
HIGH |
1,328.4 |
0.618 |
1,311.6 |
0.500 |
1,306.4 |
0.382 |
1,301.2 |
LOW |
1,284.4 |
0.618 |
1,257.2 |
1.000 |
1,240.4 |
1.618 |
1,213.2 |
2.618 |
1,169.2 |
4.250 |
1,097.4 |
|
|
Fisher Pivots for day following 15-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,306.4 |
1,307.9 |
PP |
1,304.4 |
1,305.4 |
S1 |
1,302.3 |
1,302.8 |
|