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 |
1,799.00 |
1,817.50 |
18.50 |
1.0% |
1,853.75 |
High |
1,820.75 |
1,836.25 |
15.50 |
0.9% |
1,860.00 |
Low |
1,796.50 |
1,802.50 |
6.00 |
0.3% |
1,800.50 |
Close |
1,817.00 |
1,832.25 |
15.25 |
0.8% |
1,804.25 |
Range |
24.25 |
33.75 |
9.50 |
39.2% |
59.50 |
ATR |
21.66 |
22.52 |
0.86 |
4.0% |
0.00 |
Volume |
6,105 |
2,696 |
-3,409 |
-55.8% |
18,368 |
|
Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,925.00 |
1,912.25 |
1,850.75 |
|
R3 |
1,891.25 |
1,878.50 |
1,841.50 |
|
R2 |
1,857.50 |
1,857.50 |
1,838.50 |
|
R1 |
1,844.75 |
1,844.75 |
1,835.25 |
1,851.00 |
PP |
1,823.75 |
1,823.75 |
1,823.75 |
1,826.75 |
S1 |
1,811.00 |
1,811.00 |
1,829.25 |
1,817.50 |
S2 |
1,790.00 |
1,790.00 |
1,826.00 |
|
S3 |
1,756.25 |
1,777.25 |
1,823.00 |
|
S4 |
1,722.50 |
1,743.50 |
1,813.75 |
|
|
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% |
29.50 |
1.6% |
56% |
False |
False |
4,002 |
10 |
1,885.25 |
1,796.50 |
88.75 |
4.8% |
24.75 |
1.4% |
40% |
False |
False |
3,395 |
20 |
1,885.25 |
1,796.50 |
88.75 |
4.8% |
22.00 |
1.2% |
40% |
False |
False |
2,520 |
40 |
1,885.25 |
1,796.50 |
88.75 |
4.8% |
19.50 |
1.1% |
40% |
False |
False |
1,403 |
60 |
1,885.25 |
1,719.25 |
166.00 |
9.1% |
19.75 |
1.1% |
68% |
False |
False |
1,035 |
80 |
1,885.25 |
1,719.25 |
166.00 |
9.1% |
16.50 |
0.9% |
68% |
False |
False |
812 |
100 |
1,885.25 |
1,719.25 |
166.00 |
9.1% |
14.00 |
0.8% |
68% |
False |
False |
657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,979.75 |
2.618 |
1,924.50 |
1.618 |
1,890.75 |
1.000 |
1,870.00 |
0.618 |
1,857.00 |
HIGH |
1,836.25 |
0.618 |
1,823.25 |
0.500 |
1,819.50 |
0.382 |
1,815.50 |
LOW |
1,802.50 |
0.618 |
1,781.75 |
1.000 |
1,768.75 |
1.618 |
1,748.00 |
2.618 |
1,714.25 |
4.250 |
1,659.00 |
|
|
Fisher Pivots for day following 15-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,828.00 |
1,827.00 |
PP |
1,823.75 |
1,821.75 |
S1 |
1,819.50 |
1,816.50 |
|