Trading Metrics calculated at close of trading on 11-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,858.25 |
1,819.50 |
-38.75 |
-2.1% |
1,853.75 |
High |
1,860.00 |
1,824.50 |
-35.50 |
-1.9% |
1,860.00 |
Low |
1,816.75 |
1,800.50 |
-16.25 |
-0.9% |
1,800.50 |
Close |
1,819.75 |
1,804.25 |
-15.50 |
-0.9% |
1,804.25 |
Range |
43.25 |
24.00 |
-19.25 |
-44.5% |
59.50 |
ATR |
21.26 |
21.46 |
0.20 |
0.9% |
0.00 |
Volume |
3,431 |
3,165 |
-266 |
-7.8% |
18,368 |
|
Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,881.75 |
1,867.00 |
1,817.50 |
|
R3 |
1,857.75 |
1,843.00 |
1,810.75 |
|
R2 |
1,833.75 |
1,833.75 |
1,808.75 |
|
R1 |
1,819.00 |
1,819.00 |
1,806.50 |
1,814.50 |
PP |
1,809.75 |
1,809.75 |
1,809.75 |
1,807.50 |
S1 |
1,795.00 |
1,795.00 |
1,802.00 |
1,790.50 |
S2 |
1,785.75 |
1,785.75 |
1,799.75 |
|
S3 |
1,761.75 |
1,771.00 |
1,797.75 |
|
S4 |
1,737.75 |
1,747.00 |
1,791.00 |
|
|
Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,000.00 |
1,961.75 |
1,837.00 |
|
R3 |
1,940.50 |
1,902.25 |
1,820.50 |
|
R2 |
1,881.00 |
1,881.00 |
1,815.25 |
|
R1 |
1,842.75 |
1,842.75 |
1,809.75 |
1,832.00 |
PP |
1,821.50 |
1,821.50 |
1,821.50 |
1,816.25 |
S1 |
1,783.25 |
1,783.25 |
1,798.75 |
1,772.50 |
S2 |
1,762.00 |
1,762.00 |
1,793.25 |
|
S3 |
1,702.50 |
1,723.75 |
1,788.00 |
|
S4 |
1,643.00 |
1,664.25 |
1,771.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,860.00 |
1,800.50 |
59.50 |
3.3% |
26.75 |
1.5% |
6% |
False |
True |
3,673 |
10 |
1,885.25 |
1,800.50 |
84.75 |
4.7% |
22.00 |
1.2% |
4% |
False |
True |
3,098 |
20 |
1,885.25 |
1,800.50 |
84.75 |
4.7% |
21.75 |
1.2% |
4% |
False |
True |
2,140 |
40 |
1,885.25 |
1,800.50 |
84.75 |
4.7% |
18.75 |
1.0% |
4% |
False |
True |
1,191 |
60 |
1,885.25 |
1,719.25 |
166.00 |
9.2% |
19.00 |
1.1% |
51% |
False |
False |
889 |
80 |
1,885.25 |
1,719.25 |
166.00 |
9.2% |
16.00 |
0.9% |
51% |
False |
False |
703 |
100 |
1,885.25 |
1,719.25 |
166.00 |
9.2% |
13.50 |
0.7% |
51% |
False |
False |
569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,926.50 |
2.618 |
1,887.25 |
1.618 |
1,863.25 |
1.000 |
1,848.50 |
0.618 |
1,839.25 |
HIGH |
1,824.50 |
0.618 |
1,815.25 |
0.500 |
1,812.50 |
0.382 |
1,809.75 |
LOW |
1,800.50 |
0.618 |
1,785.75 |
1.000 |
1,776.50 |
1.618 |
1,761.75 |
2.618 |
1,737.75 |
4.250 |
1,698.50 |
|
|
Fisher Pivots for day following 11-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,812.50 |
1,830.25 |
PP |
1,809.75 |
1,821.50 |
S1 |
1,807.00 |
1,813.00 |
|