Trading Metrics calculated at close of trading on 17-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2014 |
17-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,834.25 |
1,844.50 |
10.25 |
0.6% |
1,853.75 |
High |
1,849.00 |
1,856.00 |
7.00 |
0.4% |
1,860.00 |
Low |
1,833.00 |
1,840.50 |
7.50 |
0.4% |
1,800.50 |
Close |
1,845.50 |
1,850.50 |
5.00 |
0.3% |
1,804.25 |
Range |
16.00 |
15.50 |
-0.50 |
-3.1% |
59.50 |
ATR |
22.11 |
21.63 |
-0.47 |
-2.1% |
0.00 |
Volume |
5,673 |
2,512 |
-3,161 |
-55.7% |
18,368 |
|
Daily Pivots for day following 17-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,895.50 |
1,888.50 |
1,859.00 |
|
R3 |
1,880.00 |
1,873.00 |
1,854.75 |
|
R2 |
1,864.50 |
1,864.50 |
1,853.25 |
|
R1 |
1,857.50 |
1,857.50 |
1,852.00 |
1,861.00 |
PP |
1,849.00 |
1,849.00 |
1,849.00 |
1,850.75 |
S1 |
1,842.00 |
1,842.00 |
1,849.00 |
1,845.50 |
S2 |
1,833.50 |
1,833.50 |
1,847.75 |
|
S3 |
1,818.00 |
1,826.50 |
1,846.25 |
|
S4 |
1,802.50 |
1,811.00 |
1,842.00 |
|
|
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 |
1,856.00 |
1,796.50 |
59.50 |
3.2% |
22.75 |
1.2% |
91% |
True |
False |
4,030 |
10 |
1,885.25 |
1,796.50 |
88.75 |
4.8% |
26.00 |
1.4% |
61% |
False |
False |
3,698 |
20 |
1,885.25 |
1,796.50 |
88.75 |
4.8% |
21.25 |
1.2% |
61% |
False |
False |
2,858 |
40 |
1,885.25 |
1,796.50 |
88.75 |
4.8% |
19.50 |
1.0% |
61% |
False |
False |
1,603 |
60 |
1,885.25 |
1,719.25 |
166.00 |
9.0% |
20.25 |
1.1% |
79% |
False |
False |
1,171 |
80 |
1,885.25 |
1,719.25 |
166.00 |
9.0% |
16.75 |
0.9% |
79% |
False |
False |
914 |
100 |
1,885.25 |
1,719.25 |
166.00 |
9.0% |
14.25 |
0.8% |
79% |
False |
False |
738 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,922.00 |
2.618 |
1,896.50 |
1.618 |
1,881.00 |
1.000 |
1,871.50 |
0.618 |
1,865.50 |
HIGH |
1,856.00 |
0.618 |
1,850.00 |
0.500 |
1,848.25 |
0.382 |
1,846.50 |
LOW |
1,840.50 |
0.618 |
1,831.00 |
1.000 |
1,825.00 |
1.618 |
1,815.50 |
2.618 |
1,800.00 |
4.250 |
1,774.50 |
|
|
Fisher Pivots for day following 17-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,849.75 |
1,843.50 |
PP |
1,849.00 |
1,836.25 |
S1 |
1,848.25 |
1,829.25 |
|