Trading Metrics calculated at close of trading on 16-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2014 |
16-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,326.5 |
1,303.2 |
-23.3 |
-1.8% |
1,304.0 |
High |
1,328.4 |
1,307.1 |
-21.3 |
-1.6% |
1,324.9 |
Low |
1,284.4 |
1,293.5 |
9.1 |
0.7% |
1,295.8 |
Close |
1,300.3 |
1,303.5 |
3.2 |
0.2% |
1,319.0 |
Range |
44.0 |
13.6 |
-30.4 |
-69.1% |
29.1 |
ATR |
18.5 |
18.1 |
-0.3 |
-1.9% |
0.0 |
Volume |
188,991 |
117,468 |
-71,523 |
-37.8% |
543,650 |
|
Daily Pivots for day following 16-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,342.2 |
1,336.4 |
1,311.0 |
|
R3 |
1,328.6 |
1,322.8 |
1,307.2 |
|
R2 |
1,315.0 |
1,315.0 |
1,306.0 |
|
R1 |
1,309.2 |
1,309.2 |
1,304.7 |
1,312.1 |
PP |
1,301.4 |
1,301.4 |
1,301.4 |
1,302.8 |
S1 |
1,295.6 |
1,295.6 |
1,302.3 |
1,298.5 |
S2 |
1,287.8 |
1,287.8 |
1,301.0 |
|
S3 |
1,274.2 |
1,282.0 |
1,299.8 |
|
S4 |
1,260.6 |
1,268.4 |
1,296.0 |
|
|
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% |
18.9 |
1.4% |
41% |
False |
False |
125,072 |
10 |
1,331.4 |
1,281.9 |
49.5 |
3.8% |
17.1 |
1.3% |
44% |
False |
False |
119,461 |
20 |
1,343.2 |
1,277.4 |
65.8 |
5.0% |
16.5 |
1.3% |
40% |
False |
False |
104,683 |
40 |
1,392.2 |
1,277.4 |
114.8 |
8.8% |
17.7 |
1.4% |
23% |
False |
False |
59,613 |
60 |
1,392.2 |
1,233.0 |
159.2 |
12.2% |
17.7 |
1.4% |
44% |
False |
False |
41,038 |
80 |
1,392.2 |
1,186.7 |
205.5 |
15.8% |
17.0 |
1.3% |
57% |
False |
False |
31,326 |
100 |
1,392.2 |
1,186.7 |
205.5 |
15.8% |
17.9 |
1.4% |
57% |
False |
False |
25,310 |
120 |
1,392.2 |
1,186.7 |
205.5 |
15.8% |
17.4 |
1.3% |
57% |
False |
False |
21,288 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,364.9 |
2.618 |
1,342.7 |
1.618 |
1,329.1 |
1.000 |
1,320.7 |
0.618 |
1,315.5 |
HIGH |
1,307.1 |
0.618 |
1,301.9 |
0.500 |
1,300.3 |
0.382 |
1,298.7 |
LOW |
1,293.5 |
0.618 |
1,285.1 |
1.000 |
1,279.9 |
1.618 |
1,271.5 |
2.618 |
1,257.9 |
4.250 |
1,235.7 |
|
|
Fisher Pivots for day following 16-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,302.4 |
1,307.9 |
PP |
1,301.4 |
1,306.4 |
S1 |
1,300.3 |
1,305.0 |
|