Trading Metrics calculated at close of trading on 14-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2014 |
14-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,318.7 |
1,320.9 |
2.2 |
0.2% |
1,305.0 |
High |
1,323.3 |
1,331.0 |
7.7 |
0.6% |
1,324.8 |
Low |
1,314.9 |
1,320.6 |
5.7 |
0.4% |
1,296.0 |
Close |
1,319.2 |
1,327.7 |
8.5 |
0.6% |
1,319.2 |
Range |
8.4 |
10.4 |
2.0 |
23.8% |
28.8 |
ATR |
15.5 |
15.2 |
-0.3 |
-1.7% |
0.0 |
Volume |
3,043 |
3,452 |
409 |
13.4% |
18,147 |
|
Daily Pivots for day following 14-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,357.6 |
1,353.1 |
1,333.4 |
|
R3 |
1,347.2 |
1,342.7 |
1,330.6 |
|
R2 |
1,336.8 |
1,336.8 |
1,329.6 |
|
R1 |
1,332.3 |
1,332.3 |
1,328.7 |
1,334.6 |
PP |
1,326.4 |
1,326.4 |
1,326.4 |
1,327.6 |
S1 |
1,321.9 |
1,321.9 |
1,326.7 |
1,324.2 |
S2 |
1,316.0 |
1,316.0 |
1,325.8 |
|
S3 |
1,305.6 |
1,311.5 |
1,324.8 |
|
S4 |
1,295.2 |
1,301.1 |
1,322.0 |
|
|
Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,399.7 |
1,388.3 |
1,335.0 |
|
R3 |
1,370.9 |
1,359.5 |
1,327.1 |
|
R2 |
1,342.1 |
1,342.1 |
1,324.5 |
|
R1 |
1,330.7 |
1,330.7 |
1,321.8 |
1,336.4 |
PP |
1,313.3 |
1,313.3 |
1,313.3 |
1,316.2 |
S1 |
1,301.9 |
1,301.9 |
1,316.6 |
1,307.6 |
S2 |
1,284.5 |
1,284.5 |
1,313.9 |
|
S3 |
1,255.7 |
1,273.1 |
1,311.3 |
|
S4 |
1,226.9 |
1,244.3 |
1,303.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,331.0 |
1,297.9 |
33.1 |
2.5% |
12.5 |
0.9% |
90% |
True |
False |
3,837 |
10 |
1,331.0 |
1,278.0 |
53.0 |
4.0% |
12.9 |
1.0% |
94% |
True |
False |
3,095 |
20 |
1,368.0 |
1,278.0 |
90.0 |
6.8% |
14.6 |
1.1% |
55% |
False |
False |
2,888 |
40 |
1,392.0 |
1,278.0 |
114.0 |
8.6% |
15.0 |
1.1% |
44% |
False |
False |
2,586 |
60 |
1,392.0 |
1,234.6 |
157.4 |
11.9% |
14.9 |
1.1% |
59% |
False |
False |
2,270 |
80 |
1,392.0 |
1,187.2 |
204.8 |
15.4% |
13.9 |
1.0% |
69% |
False |
False |
1,854 |
100 |
1,392.0 |
1,187.2 |
204.8 |
15.4% |
13.7 |
1.0% |
69% |
False |
False |
1,548 |
120 |
1,392.0 |
1,187.2 |
204.8 |
15.4% |
12.6 |
0.9% |
69% |
False |
False |
1,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,375.2 |
2.618 |
1,358.2 |
1.618 |
1,347.8 |
1.000 |
1,341.4 |
0.618 |
1,337.4 |
HIGH |
1,331.0 |
0.618 |
1,327.0 |
0.500 |
1,325.8 |
0.382 |
1,324.6 |
LOW |
1,320.6 |
0.618 |
1,314.2 |
1.000 |
1,310.2 |
1.618 |
1,303.8 |
2.618 |
1,293.4 |
4.250 |
1,276.4 |
|
|
Fisher Pivots for day following 14-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,327.1 |
1,325.6 |
PP |
1,326.4 |
1,323.6 |
S1 |
1,325.8 |
1,321.5 |
|