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 |
1,819.50 |
1,799.00 |
-20.50 |
-1.1% |
1,853.75 |
High |
1,824.50 |
1,820.75 |
-3.75 |
-0.2% |
1,860.00 |
Low |
1,800.50 |
1,796.50 |
-4.00 |
-0.2% |
1,800.50 |
Close |
1,804.25 |
1,817.00 |
12.75 |
0.7% |
1,804.25 |
Range |
24.00 |
24.25 |
0.25 |
1.0% |
59.50 |
ATR |
21.46 |
21.66 |
0.20 |
0.9% |
0.00 |
Volume |
3,165 |
6,105 |
2,940 |
92.9% |
18,368 |
|
Daily Pivots for day following 14-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,884.25 |
1,874.75 |
1,830.25 |
|
R3 |
1,860.00 |
1,850.50 |
1,823.75 |
|
R2 |
1,835.75 |
1,835.75 |
1,821.50 |
|
R1 |
1,826.25 |
1,826.25 |
1,819.25 |
1,831.00 |
PP |
1,811.50 |
1,811.50 |
1,811.50 |
1,813.75 |
S1 |
1,802.00 |
1,802.00 |
1,814.75 |
1,806.75 |
S2 |
1,787.25 |
1,787.25 |
1,812.50 |
|
S3 |
1,763.00 |
1,777.75 |
1,810.25 |
|
S4 |
1,738.75 |
1,753.50 |
1,803.75 |
|
|
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 |
1,796.50 |
63.50 |
3.5% |
26.25 |
1.4% |
32% |
False |
True |
4,235 |
10 |
1,885.25 |
1,796.50 |
88.75 |
4.9% |
23.00 |
1.3% |
23% |
False |
True |
3,545 |
20 |
1,885.25 |
1,796.50 |
88.75 |
4.9% |
21.50 |
1.2% |
23% |
False |
True |
2,419 |
40 |
1,885.25 |
1,796.50 |
88.75 |
4.9% |
19.00 |
1.0% |
23% |
False |
True |
1,340 |
60 |
1,885.25 |
1,719.25 |
166.00 |
9.1% |
19.25 |
1.1% |
59% |
False |
False |
990 |
80 |
1,885.25 |
1,719.25 |
166.00 |
9.1% |
16.50 |
0.9% |
59% |
False |
False |
780 |
100 |
1,885.25 |
1,719.25 |
166.00 |
9.1% |
13.50 |
0.7% |
59% |
False |
False |
630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,923.75 |
2.618 |
1,884.25 |
1.618 |
1,860.00 |
1.000 |
1,845.00 |
0.618 |
1,835.75 |
HIGH |
1,820.75 |
0.618 |
1,811.50 |
0.500 |
1,808.50 |
0.382 |
1,805.75 |
LOW |
1,796.50 |
0.618 |
1,781.50 |
1.000 |
1,772.25 |
1.618 |
1,757.25 |
2.618 |
1,733.00 |
4.250 |
1,693.50 |
|
|
Fisher Pivots for day following 14-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,814.25 |
1,828.25 |
PP |
1,811.50 |
1,824.50 |
S1 |
1,808.50 |
1,820.75 |
|