Trading Metrics calculated at close of trading on 22-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2014 |
22-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,295.0 |
1,289.6 |
-5.4 |
-0.4% |
1,320.9 |
High |
1,300.2 |
1,293.0 |
-7.2 |
-0.6% |
1,331.0 |
Low |
1,282.0 |
1,276.8 |
-5.2 |
-0.4% |
1,287.3 |
Close |
1,288.6 |
1,281.1 |
-7.5 |
-0.6% |
1,294.0 |
Range |
18.2 |
16.2 |
-2.0 |
-11.0% |
43.7 |
ATR |
16.4 |
16.4 |
0.0 |
-0.1% |
0.0 |
Volume |
8,066 |
1,344 |
-6,722 |
-83.3% |
10,094 |
|
Daily Pivots for day following 22-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,332.2 |
1,322.9 |
1,290.0 |
|
R3 |
1,316.0 |
1,306.7 |
1,285.6 |
|
R2 |
1,299.8 |
1,299.8 |
1,284.1 |
|
R1 |
1,290.5 |
1,290.5 |
1,282.6 |
1,287.1 |
PP |
1,283.6 |
1,283.6 |
1,283.6 |
1,281.9 |
S1 |
1,274.3 |
1,274.3 |
1,279.6 |
1,270.9 |
S2 |
1,267.4 |
1,267.4 |
1,278.1 |
|
S3 |
1,251.2 |
1,258.1 |
1,276.6 |
|
S4 |
1,235.0 |
1,241.9 |
1,272.2 |
|
|
Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,435.2 |
1,408.3 |
1,318.0 |
|
R3 |
1,391.5 |
1,364.6 |
1,306.0 |
|
R2 |
1,347.8 |
1,347.8 |
1,302.0 |
|
R1 |
1,320.9 |
1,320.9 |
1,298.0 |
1,312.5 |
PP |
1,304.1 |
1,304.1 |
1,304.1 |
1,299.9 |
S1 |
1,277.2 |
1,277.2 |
1,290.0 |
1,268.8 |
S2 |
1,260.4 |
1,260.4 |
1,286.0 |
|
S3 |
1,216.7 |
1,233.5 |
1,282.0 |
|
S4 |
1,173.0 |
1,189.8 |
1,270.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,327.3 |
1,276.8 |
50.5 |
3.9% |
19.5 |
1.5% |
9% |
False |
True |
3,210 |
10 |
1,331.0 |
1,276.8 |
54.2 |
4.2% |
16.0 |
1.2% |
8% |
False |
True |
3,524 |
20 |
1,331.0 |
1,276.8 |
54.2 |
4.2% |
14.7 |
1.1% |
8% |
False |
True |
3,207 |
40 |
1,392.0 |
1,276.8 |
115.2 |
9.0% |
15.8 |
1.2% |
4% |
False |
True |
2,754 |
60 |
1,392.0 |
1,240.5 |
151.5 |
11.8% |
15.3 |
1.2% |
27% |
False |
False |
2,485 |
80 |
1,392.0 |
1,187.2 |
204.8 |
16.0% |
14.1 |
1.1% |
46% |
False |
False |
2,041 |
100 |
1,392.0 |
1,187.2 |
204.8 |
16.0% |
14.1 |
1.1% |
46% |
False |
False |
1,693 |
120 |
1,392.0 |
1,187.2 |
204.8 |
16.0% |
13.0 |
1.0% |
46% |
False |
False |
1,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,361.9 |
2.618 |
1,335.4 |
1.618 |
1,319.2 |
1.000 |
1,309.2 |
0.618 |
1,303.0 |
HIGH |
1,293.0 |
0.618 |
1,286.8 |
0.500 |
1,284.9 |
0.382 |
1,283.0 |
LOW |
1,276.8 |
0.618 |
1,266.8 |
1.000 |
1,260.6 |
1.618 |
1,250.6 |
2.618 |
1,234.4 |
4.250 |
1,208.0 |
|
|
Fisher Pivots for day following 22-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,284.9 |
1,290.5 |
PP |
1,283.6 |
1,287.4 |
S1 |
1,282.4 |
1,284.2 |
|