Trading Metrics calculated at close of trading on 23-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2014 |
23-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,290.3 |
1,284.0 |
-6.3 |
-0.5% |
1,321.0 |
High |
1,293.1 |
1,289.1 |
-4.0 |
-0.3% |
1,331.4 |
Low |
1,275.8 |
1,280.8 |
5.0 |
0.4% |
1,284.4 |
Close |
1,281.1 |
1,284.6 |
3.5 |
0.3% |
1,293.9 |
Range |
17.3 |
8.3 |
-9.0 |
-52.0% |
47.0 |
ATR |
17.8 |
17.2 |
-0.7 |
-3.8% |
0.0 |
Volume |
118,730 |
98,441 |
-20,289 |
-17.1% |
502,501 |
|
Daily Pivots for day following 23-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,309.7 |
1,305.5 |
1,289.2 |
|
R3 |
1,301.4 |
1,297.2 |
1,286.9 |
|
R2 |
1,293.1 |
1,293.1 |
1,286.1 |
|
R1 |
1,288.9 |
1,288.9 |
1,285.4 |
1,291.0 |
PP |
1,284.8 |
1,284.8 |
1,284.8 |
1,285.9 |
S1 |
1,280.6 |
1,280.6 |
1,283.8 |
1,282.7 |
S2 |
1,276.5 |
1,276.5 |
1,283.1 |
|
S3 |
1,268.2 |
1,272.3 |
1,282.3 |
|
S4 |
1,259.9 |
1,264.0 |
1,280.0 |
|
|
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 |
1,307.1 |
1,275.8 |
31.3 |
2.4% |
14.3 |
1.1% |
28% |
False |
False |
106,447 |
10 |
1,331.4 |
1,275.8 |
55.6 |
4.3% |
16.7 |
1.3% |
16% |
False |
False |
116,570 |
20 |
1,331.4 |
1,275.8 |
55.6 |
4.3% |
16.1 |
1.3% |
16% |
False |
False |
117,059 |
40 |
1,392.2 |
1,275.8 |
116.4 |
9.1% |
17.6 |
1.4% |
8% |
False |
False |
69,063 |
60 |
1,392.2 |
1,238.5 |
153.7 |
12.0% |
17.3 |
1.3% |
30% |
False |
False |
47,676 |
80 |
1,392.2 |
1,186.7 |
205.5 |
16.0% |
17.2 |
1.3% |
48% |
False |
False |
36,479 |
100 |
1,392.2 |
1,186.7 |
205.5 |
16.0% |
17.9 |
1.4% |
48% |
False |
False |
29,402 |
120 |
1,392.2 |
1,186.7 |
205.5 |
16.0% |
17.5 |
1.4% |
48% |
False |
False |
24,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,324.4 |
2.618 |
1,310.8 |
1.618 |
1,302.5 |
1.000 |
1,297.4 |
0.618 |
1,294.2 |
HIGH |
1,289.1 |
0.618 |
1,285.9 |
0.500 |
1,285.0 |
0.382 |
1,284.0 |
LOW |
1,280.8 |
0.618 |
1,275.7 |
1.000 |
1,272.5 |
1.618 |
1,267.4 |
2.618 |
1,259.1 |
4.250 |
1,245.5 |
|
|
Fisher Pivots for day following 23-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,285.0 |
1,289.2 |
PP |
1,284.8 |
1,287.6 |
S1 |
1,284.7 |
1,286.1 |
|