Trading Metrics calculated at close of trading on 24-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,284.0 |
1,283.9 |
-0.1 |
0.0% |
1,321.0 |
High |
1,289.1 |
1,298.4 |
9.3 |
0.7% |
1,331.4 |
Low |
1,280.8 |
1,268.4 |
-12.4 |
-1.0% |
1,284.4 |
Close |
1,284.6 |
1,290.6 |
6.0 |
0.5% |
1,293.9 |
Range |
8.3 |
30.0 |
21.7 |
261.4% |
47.0 |
ATR |
17.2 |
18.1 |
0.9 |
5.3% |
0.0 |
Volume |
98,441 |
189,289 |
90,848 |
92.3% |
502,501 |
|
Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,375.8 |
1,363.2 |
1,307.1 |
|
R3 |
1,345.8 |
1,333.2 |
1,298.9 |
|
R2 |
1,315.8 |
1,315.8 |
1,296.1 |
|
R1 |
1,303.2 |
1,303.2 |
1,293.4 |
1,309.5 |
PP |
1,285.8 |
1,285.8 |
1,285.8 |
1,289.0 |
S1 |
1,273.2 |
1,273.2 |
1,287.9 |
1,279.5 |
S2 |
1,255.8 |
1,255.8 |
1,285.1 |
|
S3 |
1,225.8 |
1,243.2 |
1,282.4 |
|
S4 |
1,195.8 |
1,213.2 |
1,274.1 |
|
|
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 |
1,304.4 |
1,268.4 |
36.0 |
2.8% |
17.6 |
1.4% |
62% |
False |
True |
120,811 |
10 |
1,331.4 |
1,268.4 |
63.0 |
4.9% |
18.2 |
1.4% |
35% |
False |
True |
122,941 |
20 |
1,331.4 |
1,268.4 |
63.0 |
4.9% |
16.7 |
1.3% |
35% |
False |
True |
123,901 |
40 |
1,392.2 |
1,268.4 |
123.8 |
9.6% |
17.8 |
1.4% |
18% |
False |
True |
73,700 |
60 |
1,392.2 |
1,238.5 |
153.7 |
11.9% |
17.6 |
1.4% |
34% |
False |
False |
50,755 |
80 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.5 |
1.4% |
51% |
False |
False |
38,842 |
100 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
18.1 |
1.4% |
51% |
False |
False |
31,271 |
120 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.6 |
1.4% |
51% |
False |
False |
26,288 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,425.9 |
2.618 |
1,376.9 |
1.618 |
1,346.9 |
1.000 |
1,328.4 |
0.618 |
1,316.9 |
HIGH |
1,298.4 |
0.618 |
1,286.9 |
0.500 |
1,283.4 |
0.382 |
1,279.9 |
LOW |
1,268.4 |
0.618 |
1,249.9 |
1.000 |
1,238.4 |
1.618 |
1,219.9 |
2.618 |
1,189.9 |
4.250 |
1,140.9 |
|
|
Fisher Pivots for day following 24-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,288.2 |
1,288.2 |
PP |
1,285.8 |
1,285.8 |
S1 |
1,283.4 |
1,283.4 |
|