Trading Metrics calculated at close of trading on 22-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2014 |
22-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,294.9 |
1,290.3 |
-4.6 |
-0.4% |
1,321.0 |
High |
1,302.5 |
1,293.1 |
-9.4 |
-0.7% |
1,331.4 |
Low |
1,281.8 |
1,275.8 |
-6.0 |
-0.5% |
1,284.4 |
Close |
1,288.5 |
1,281.1 |
-7.4 |
-0.6% |
1,293.9 |
Range |
20.7 |
17.3 |
-3.4 |
-16.4% |
47.0 |
ATR |
17.9 |
17.8 |
0.0 |
-0.2% |
0.0 |
Volume |
101,889 |
118,730 |
16,841 |
16.5% |
502,501 |
|
Daily Pivots for day following 22-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,335.2 |
1,325.5 |
1,290.6 |
|
R3 |
1,317.9 |
1,308.2 |
1,285.9 |
|
R2 |
1,300.6 |
1,300.6 |
1,284.3 |
|
R1 |
1,290.9 |
1,290.9 |
1,282.7 |
1,287.1 |
PP |
1,283.3 |
1,283.3 |
1,283.3 |
1,281.5 |
S1 |
1,273.6 |
1,273.6 |
1,279.5 |
1,269.8 |
S2 |
1,266.0 |
1,266.0 |
1,277.9 |
|
S3 |
1,248.7 |
1,256.3 |
1,276.3 |
|
S4 |
1,231.4 |
1,239.0 |
1,271.6 |
|
|
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 |
1,328.4 |
1,275.8 |
52.6 |
4.1% |
21.4 |
1.7% |
10% |
False |
True |
124,557 |
10 |
1,331.4 |
1,275.8 |
55.6 |
4.3% |
17.6 |
1.4% |
10% |
False |
True |
118,649 |
20 |
1,331.4 |
1,275.8 |
55.6 |
4.3% |
16.2 |
1.3% |
10% |
False |
True |
114,559 |
40 |
1,392.2 |
1,275.8 |
116.4 |
9.1% |
17.7 |
1.4% |
5% |
False |
True |
66,791 |
60 |
1,392.2 |
1,238.5 |
153.7 |
12.0% |
17.6 |
1.4% |
28% |
False |
False |
46,159 |
80 |
1,392.2 |
1,186.7 |
205.5 |
16.0% |
17.2 |
1.3% |
46% |
False |
False |
35,251 |
100 |
1,392.2 |
1,186.7 |
205.5 |
16.0% |
18.0 |
1.4% |
46% |
False |
False |
28,434 |
120 |
1,392.2 |
1,186.7 |
205.5 |
16.0% |
17.5 |
1.4% |
46% |
False |
False |
23,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,366.6 |
2.618 |
1,338.4 |
1.618 |
1,321.1 |
1.000 |
1,310.4 |
0.618 |
1,303.8 |
HIGH |
1,293.1 |
0.618 |
1,286.5 |
0.500 |
1,284.5 |
0.382 |
1,282.4 |
LOW |
1,275.8 |
0.618 |
1,265.1 |
1.000 |
1,258.5 |
1.618 |
1,247.8 |
2.618 |
1,230.5 |
4.250 |
1,202.3 |
|
|
Fisher Pivots for day following 22-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,284.5 |
1,290.1 |
PP |
1,283.3 |
1,287.1 |
S1 |
1,282.2 |
1,284.1 |
|