Trading Metrics calculated at close of trading on 17-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2014 |
17-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,303.2 |
1,302.1 |
-1.1 |
-0.1% |
1,304.0 |
High |
1,307.1 |
1,304.4 |
-2.7 |
-0.2% |
1,324.9 |
Low |
1,293.5 |
1,292.8 |
-0.7 |
-0.1% |
1,295.8 |
Close |
1,303.5 |
1,293.9 |
-9.6 |
-0.7% |
1,319.0 |
Range |
13.6 |
11.6 |
-2.0 |
-14.7% |
29.1 |
ATR |
18.1 |
17.7 |
-0.5 |
-2.6% |
0.0 |
Volume |
117,468 |
95,708 |
-21,760 |
-18.5% |
543,650 |
|
Daily Pivots for day following 17-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,331.8 |
1,324.5 |
1,300.3 |
|
R3 |
1,320.2 |
1,312.9 |
1,297.1 |
|
R2 |
1,308.6 |
1,308.6 |
1,296.0 |
|
R1 |
1,301.3 |
1,301.3 |
1,295.0 |
1,299.2 |
PP |
1,297.0 |
1,297.0 |
1,297.0 |
1,296.0 |
S1 |
1,289.7 |
1,289.7 |
1,292.8 |
1,287.6 |
S2 |
1,285.4 |
1,285.4 |
1,291.8 |
|
S3 |
1,273.8 |
1,278.1 |
1,290.7 |
|
S4 |
1,262.2 |
1,266.5 |
1,287.5 |
|
|
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 |
1,284.4 |
47.0 |
3.6% |
18.4 |
1.4% |
20% |
False |
False |
118,872 |
10 |
1,331.4 |
1,284.4 |
47.0 |
3.6% |
17.0 |
1.3% |
20% |
False |
False |
119,165 |
20 |
1,343.2 |
1,277.4 |
65.8 |
5.1% |
16.4 |
1.3% |
25% |
False |
False |
108,360 |
40 |
1,392.2 |
1,277.4 |
114.8 |
8.9% |
17.5 |
1.4% |
14% |
False |
False |
61,918 |
60 |
1,392.2 |
1,233.0 |
159.2 |
12.3% |
17.7 |
1.4% |
38% |
False |
False |
42,588 |
80 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.0 |
1.3% |
52% |
False |
False |
32,513 |
100 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.9 |
1.4% |
52% |
False |
False |
26,255 |
120 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.4 |
1.3% |
52% |
False |
False |
22,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,353.7 |
2.618 |
1,334.8 |
1.618 |
1,323.2 |
1.000 |
1,316.0 |
0.618 |
1,311.6 |
HIGH |
1,304.4 |
0.618 |
1,300.0 |
0.500 |
1,298.6 |
0.382 |
1,297.2 |
LOW |
1,292.8 |
0.618 |
1,285.6 |
1.000 |
1,281.2 |
1.618 |
1,274.0 |
2.618 |
1,262.4 |
4.250 |
1,243.5 |
|
|
Fisher Pivots for day following 17-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,298.6 |
1,306.4 |
PP |
1,297.0 |
1,302.2 |
S1 |
1,295.5 |
1,298.1 |
|