Trading Metrics calculated at close of trading on 28-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,293.8 |
1,303.2 |
9.4 |
0.7% |
1,294.9 |
High |
1,305.2 |
1,306.6 |
1.4 |
0.1% |
1,305.2 |
Low |
1,290.4 |
1,292.1 |
1.7 |
0.1% |
1,268.4 |
Close |
1,300.8 |
1,299.0 |
-1.8 |
-0.1% |
1,300.8 |
Range |
14.8 |
14.5 |
-0.3 |
-2.0% |
36.8 |
ATR |
17.8 |
17.6 |
-0.2 |
-1.3% |
0.0 |
Volume |
107,958 |
102,409 |
-5,549 |
-5.1% |
616,307 |
|
Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,342.7 |
1,335.4 |
1,307.0 |
|
R3 |
1,328.2 |
1,320.9 |
1,303.0 |
|
R2 |
1,313.7 |
1,313.7 |
1,301.7 |
|
R1 |
1,306.4 |
1,306.4 |
1,300.3 |
1,302.8 |
PP |
1,299.2 |
1,299.2 |
1,299.2 |
1,297.5 |
S1 |
1,291.9 |
1,291.9 |
1,297.7 |
1,288.3 |
S2 |
1,284.7 |
1,284.7 |
1,296.3 |
|
S3 |
1,270.2 |
1,277.4 |
1,295.0 |
|
S4 |
1,255.7 |
1,262.9 |
1,291.0 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,401.9 |
1,388.1 |
1,321.0 |
|
R3 |
1,365.1 |
1,351.3 |
1,310.9 |
|
R2 |
1,328.3 |
1,328.3 |
1,307.5 |
|
R1 |
1,314.5 |
1,314.5 |
1,304.2 |
1,321.4 |
PP |
1,291.5 |
1,291.5 |
1,291.5 |
1,294.9 |
S1 |
1,277.7 |
1,277.7 |
1,297.4 |
1,284.6 |
S2 |
1,254.7 |
1,254.7 |
1,294.1 |
|
S3 |
1,217.9 |
1,240.9 |
1,290.7 |
|
S4 |
1,181.1 |
1,204.1 |
1,280.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,306.6 |
1,268.4 |
38.2 |
2.9% |
17.0 |
1.3% |
80% |
True |
False |
123,365 |
10 |
1,331.4 |
1,268.4 |
63.0 |
4.8% |
18.8 |
1.4% |
49% |
False |
False |
122,121 |
20 |
1,331.4 |
1,268.4 |
63.0 |
4.8% |
16.6 |
1.3% |
49% |
False |
False |
118,983 |
40 |
1,392.2 |
1,268.4 |
123.8 |
9.5% |
17.9 |
1.4% |
25% |
False |
False |
78,520 |
60 |
1,392.2 |
1,238.8 |
153.4 |
11.8% |
17.3 |
1.3% |
39% |
False |
False |
53,992 |
80 |
1,392.2 |
1,206.0 |
186.2 |
14.3% |
17.2 |
1.3% |
50% |
False |
False |
41,462 |
100 |
1,392.2 |
1,186.7 |
205.5 |
15.8% |
17.9 |
1.4% |
55% |
False |
False |
33,347 |
120 |
1,392.2 |
1,186.7 |
205.5 |
15.8% |
17.5 |
1.3% |
55% |
False |
False |
28,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,368.2 |
2.618 |
1,344.6 |
1.618 |
1,330.1 |
1.000 |
1,321.1 |
0.618 |
1,315.6 |
HIGH |
1,306.6 |
0.618 |
1,301.1 |
0.500 |
1,299.4 |
0.382 |
1,297.6 |
LOW |
1,292.1 |
0.618 |
1,283.1 |
1.000 |
1,277.6 |
1.618 |
1,268.6 |
2.618 |
1,254.1 |
4.250 |
1,230.5 |
|
|
Fisher Pivots for day following 28-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,299.4 |
1,295.2 |
PP |
1,299.2 |
1,291.3 |
S1 |
1,299.1 |
1,287.5 |
|