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 |
1,294.0 |
1,303.9 |
9.9 |
0.8% |
1,295.0 |
High |
1,305.0 |
1,306.0 |
1.0 |
0.1% |
1,305.0 |
Low |
1,291.5 |
1,292.6 |
1.1 |
0.1% |
1,268.5 |
Close |
1,300.9 |
1,299.1 |
-1.8 |
-0.1% |
1,300.9 |
Range |
13.5 |
13.4 |
-0.1 |
-0.7% |
36.5 |
ATR |
16.6 |
16.4 |
-0.2 |
-1.4% |
0.0 |
Volume |
4,835 |
3,374 |
-1,461 |
-30.2% |
31,423 |
|
Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,339.4 |
1,332.7 |
1,306.5 |
|
R3 |
1,326.0 |
1,319.3 |
1,302.8 |
|
R2 |
1,312.6 |
1,312.6 |
1,301.6 |
|
R1 |
1,305.9 |
1,305.9 |
1,300.3 |
1,302.6 |
PP |
1,299.2 |
1,299.2 |
1,299.2 |
1,297.6 |
S1 |
1,292.5 |
1,292.5 |
1,297.9 |
1,289.2 |
S2 |
1,285.8 |
1,285.8 |
1,296.6 |
|
S3 |
1,272.4 |
1,279.1 |
1,295.4 |
|
S4 |
1,259.0 |
1,265.7 |
1,291.7 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,401.0 |
1,387.4 |
1,321.0 |
|
R3 |
1,364.5 |
1,350.9 |
1,310.9 |
|
R2 |
1,328.0 |
1,328.0 |
1,307.6 |
|
R1 |
1,314.4 |
1,314.4 |
1,304.2 |
1,321.2 |
PP |
1,291.5 |
1,291.5 |
1,291.5 |
1,294.9 |
S1 |
1,277.9 |
1,277.9 |
1,297.6 |
1,284.7 |
S2 |
1,255.0 |
1,255.0 |
1,294.2 |
|
S3 |
1,218.5 |
1,241.4 |
1,290.9 |
|
S4 |
1,182.0 |
1,204.9 |
1,280.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,306.0 |
1,268.5 |
37.5 |
2.9% |
16.2 |
1.2% |
82% |
True |
False |
5,346 |
10 |
1,331.0 |
1,268.5 |
62.5 |
4.8% |
17.3 |
1.3% |
49% |
False |
False |
4,489 |
20 |
1,331.0 |
1,268.5 |
62.5 |
4.8% |
15.3 |
1.2% |
49% |
False |
False |
3,702 |
40 |
1,392.0 |
1,268.5 |
123.5 |
9.5% |
16.1 |
1.2% |
25% |
False |
False |
3,232 |
60 |
1,392.0 |
1,240.5 |
151.5 |
11.7% |
15.3 |
1.2% |
39% |
False |
False |
2,682 |
80 |
1,392.0 |
1,215.2 |
176.8 |
13.6% |
14.4 |
1.1% |
47% |
False |
False |
2,345 |
100 |
1,392.0 |
1,187.2 |
204.8 |
15.8% |
14.3 |
1.1% |
55% |
False |
False |
1,941 |
120 |
1,392.0 |
1,187.2 |
204.8 |
15.8% |
13.2 |
1.0% |
55% |
False |
False |
1,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,363.0 |
2.618 |
1,341.1 |
1.618 |
1,327.7 |
1.000 |
1,319.4 |
0.618 |
1,314.3 |
HIGH |
1,306.0 |
0.618 |
1,300.9 |
0.500 |
1,299.3 |
0.382 |
1,297.7 |
LOW |
1,292.6 |
0.618 |
1,284.3 |
1.000 |
1,279.2 |
1.618 |
1,270.9 |
2.618 |
1,257.5 |
4.250 |
1,235.7 |
|
|
Fisher Pivots for day following 28-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,299.3 |
1,295.2 |
PP |
1,299.2 |
1,291.2 |
S1 |
1,299.2 |
1,287.3 |
|