Trading Metrics calculated at close of trading on 15-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2014 |
15-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,320.9 |
1,327.3 |
6.4 |
0.5% |
1,305.0 |
High |
1,331.0 |
1,327.3 |
-3.7 |
-0.3% |
1,324.8 |
Low |
1,320.6 |
1,287.3 |
-33.3 |
-2.5% |
1,296.0 |
Close |
1,327.7 |
1,300.5 |
-27.2 |
-2.0% |
1,319.2 |
Range |
10.4 |
40.0 |
29.6 |
284.6% |
28.8 |
ATR |
15.2 |
17.0 |
1.8 |
11.8% |
0.0 |
Volume |
3,452 |
1,500 |
-1,952 |
-56.5% |
18,147 |
|
Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,425.0 |
1,402.8 |
1,322.5 |
|
R3 |
1,385.0 |
1,362.8 |
1,311.5 |
|
R2 |
1,345.0 |
1,345.0 |
1,307.8 |
|
R1 |
1,322.8 |
1,322.8 |
1,304.2 |
1,313.9 |
PP |
1,305.0 |
1,305.0 |
1,305.0 |
1,300.6 |
S1 |
1,282.8 |
1,282.8 |
1,296.8 |
1,273.9 |
S2 |
1,265.0 |
1,265.0 |
1,293.2 |
|
S3 |
1,225.0 |
1,242.8 |
1,289.5 |
|
S4 |
1,185.0 |
1,202.8 |
1,278.5 |
|
|
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 |
1,287.3 |
43.7 |
3.4% |
17.1 |
1.3% |
30% |
False |
True |
3,586 |
10 |
1,331.0 |
1,280.0 |
51.0 |
3.9% |
15.8 |
1.2% |
40% |
False |
False |
3,073 |
20 |
1,359.0 |
1,278.0 |
81.0 |
6.2% |
15.8 |
1.2% |
28% |
False |
False |
2,891 |
40 |
1,392.0 |
1,278.0 |
114.0 |
8.8% |
15.6 |
1.2% |
20% |
False |
False |
2,599 |
60 |
1,392.0 |
1,234.6 |
157.4 |
12.1% |
15.4 |
1.2% |
42% |
False |
False |
2,279 |
80 |
1,392.0 |
1,187.2 |
204.8 |
15.7% |
14.1 |
1.1% |
55% |
False |
False |
1,870 |
100 |
1,392.0 |
1,187.2 |
204.8 |
15.7% |
14.1 |
1.1% |
55% |
False |
False |
1,561 |
120 |
1,392.0 |
1,187.2 |
204.8 |
15.7% |
12.7 |
1.0% |
55% |
False |
False |
1,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,497.3 |
2.618 |
1,432.0 |
1.618 |
1,392.0 |
1.000 |
1,367.3 |
0.618 |
1,352.0 |
HIGH |
1,327.3 |
0.618 |
1,312.0 |
0.500 |
1,307.3 |
0.382 |
1,302.6 |
LOW |
1,287.3 |
0.618 |
1,262.6 |
1.000 |
1,247.3 |
1.618 |
1,222.6 |
2.618 |
1,182.6 |
4.250 |
1,117.3 |
|
|
Fisher Pivots for day following 15-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,307.3 |
1,309.2 |
PP |
1,305.0 |
1,306.3 |
S1 |
1,302.8 |
1,303.4 |
|