Trading Metrics calculated at close of trading on 21-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2014 |
21-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,302.1 |
1,294.9 |
-7.2 |
-0.6% |
1,321.0 |
High |
1,304.4 |
1,302.5 |
-1.9 |
-0.1% |
1,331.4 |
Low |
1,292.8 |
1,281.8 |
-11.0 |
-0.9% |
1,284.4 |
Close |
1,293.9 |
1,288.5 |
-5.4 |
-0.4% |
1,293.9 |
Range |
11.6 |
20.7 |
9.1 |
78.4% |
47.0 |
ATR |
17.7 |
17.9 |
0.2 |
1.2% |
0.0 |
Volume |
95,708 |
101,889 |
6,181 |
6.5% |
502,501 |
|
Daily Pivots for day following 21-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,353.0 |
1,341.5 |
1,299.9 |
|
R3 |
1,332.3 |
1,320.8 |
1,294.2 |
|
R2 |
1,311.6 |
1,311.6 |
1,292.3 |
|
R1 |
1,300.1 |
1,300.1 |
1,290.4 |
1,295.5 |
PP |
1,290.9 |
1,290.9 |
1,290.9 |
1,288.7 |
S1 |
1,279.4 |
1,279.4 |
1,286.6 |
1,274.8 |
S2 |
1,270.2 |
1,270.2 |
1,284.7 |
|
S3 |
1,249.5 |
1,258.7 |
1,282.8 |
|
S4 |
1,228.8 |
1,238.0 |
1,277.1 |
|
|
Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,444.2 |
1,416.1 |
1,319.8 |
|
R3 |
1,397.2 |
1,369.1 |
1,306.8 |
|
R2 |
1,350.2 |
1,350.2 |
1,302.5 |
|
R1 |
1,322.1 |
1,322.1 |
1,298.2 |
1,312.7 |
PP |
1,303.2 |
1,303.2 |
1,303.2 |
1,298.5 |
S1 |
1,275.1 |
1,275.1 |
1,289.6 |
1,265.7 |
S2 |
1,256.2 |
1,256.2 |
1,285.3 |
|
S3 |
1,209.2 |
1,228.1 |
1,281.0 |
|
S4 |
1,162.2 |
1,181.1 |
1,268.1 |
|
|
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 |
1,281.8 |
49.6 |
3.8% |
20.5 |
1.6% |
14% |
False |
True |
120,878 |
10 |
1,331.4 |
1,281.8 |
49.6 |
3.8% |
16.8 |
1.3% |
14% |
False |
True |
114,804 |
20 |
1,335.6 |
1,277.4 |
58.2 |
4.5% |
16.7 |
1.3% |
19% |
False |
False |
110,911 |
40 |
1,392.2 |
1,277.4 |
114.8 |
8.9% |
17.7 |
1.4% |
10% |
False |
False |
64,172 |
60 |
1,392.2 |
1,238.5 |
153.7 |
11.9% |
17.5 |
1.4% |
33% |
False |
False |
44,246 |
80 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.1 |
1.3% |
50% |
False |
False |
33,771 |
100 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
18.1 |
1.4% |
50% |
False |
False |
27,257 |
120 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.4 |
1.4% |
50% |
False |
False |
22,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,390.5 |
2.618 |
1,356.7 |
1.618 |
1,336.0 |
1.000 |
1,323.2 |
0.618 |
1,315.3 |
HIGH |
1,302.5 |
0.618 |
1,294.6 |
0.500 |
1,292.2 |
0.382 |
1,289.7 |
LOW |
1,281.8 |
0.618 |
1,269.0 |
1.000 |
1,261.1 |
1.618 |
1,248.3 |
2.618 |
1,227.6 |
4.250 |
1,193.8 |
|
|
Fisher Pivots for day following 21-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,292.2 |
1,294.5 |
PP |
1,290.9 |
1,292.5 |
S1 |
1,289.7 |
1,290.5 |
|