Trading Metrics calculated at close of trading on 22-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2014 |
22-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,851.25 |
1,857.00 |
5.75 |
0.3% |
1,799.00 |
High |
1,858.00 |
1,871.00 |
13.00 |
0.7% |
1,856.00 |
Low |
1,850.00 |
1,854.75 |
4.75 |
0.3% |
1,796.50 |
Close |
1,857.00 |
1,866.50 |
9.50 |
0.5% |
1,850.50 |
Range |
8.00 |
16.25 |
8.25 |
103.1% |
59.50 |
ATR |
20.66 |
20.35 |
-0.32 |
-1.5% |
0.00 |
Volume |
4,764 |
1,583 |
-3,181 |
-66.8% |
16,986 |
|
Daily Pivots for day following 22-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,912.75 |
1,906.00 |
1,875.50 |
|
R3 |
1,896.50 |
1,889.75 |
1,871.00 |
|
R2 |
1,880.25 |
1,880.25 |
1,869.50 |
|
R1 |
1,873.50 |
1,873.50 |
1,868.00 |
1,877.00 |
PP |
1,864.00 |
1,864.00 |
1,864.00 |
1,865.75 |
S1 |
1,857.25 |
1,857.25 |
1,865.00 |
1,860.50 |
S2 |
1,847.75 |
1,847.75 |
1,863.50 |
|
S3 |
1,831.50 |
1,841.00 |
1,862.00 |
|
S4 |
1,815.25 |
1,824.75 |
1,857.50 |
|
|
Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,012.75 |
1,991.25 |
1,883.25 |
|
R3 |
1,953.25 |
1,931.75 |
1,866.75 |
|
R2 |
1,893.75 |
1,893.75 |
1,861.50 |
|
R1 |
1,872.25 |
1,872.25 |
1,856.00 |
1,883.00 |
PP |
1,834.25 |
1,834.25 |
1,834.25 |
1,839.75 |
S1 |
1,812.75 |
1,812.75 |
1,845.00 |
1,823.50 |
S2 |
1,774.75 |
1,774.75 |
1,839.50 |
|
S3 |
1,715.25 |
1,753.25 |
1,834.25 |
|
S4 |
1,655.75 |
1,693.75 |
1,817.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,871.00 |
1,802.50 |
68.50 |
3.7% |
18.00 |
1.0% |
93% |
True |
False |
3,445 |
10 |
1,871.00 |
1,796.50 |
74.50 |
4.0% |
22.00 |
1.2% |
94% |
True |
False |
3,840 |
20 |
1,885.25 |
1,796.50 |
88.75 |
4.8% |
20.25 |
1.1% |
79% |
False |
False |
3,069 |
40 |
1,885.25 |
1,796.50 |
88.75 |
4.8% |
19.25 |
1.0% |
79% |
False |
False |
1,758 |
60 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
19.50 |
1.0% |
89% |
False |
False |
1,274 |
80 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
17.00 |
0.9% |
89% |
False |
False |
993 |
100 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
14.50 |
0.8% |
89% |
False |
False |
801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,940.00 |
2.618 |
1,913.50 |
1.618 |
1,897.25 |
1.000 |
1,887.25 |
0.618 |
1,881.00 |
HIGH |
1,871.00 |
0.618 |
1,864.75 |
0.500 |
1,863.00 |
0.382 |
1,861.00 |
LOW |
1,854.75 |
0.618 |
1,844.75 |
1.000 |
1,838.50 |
1.618 |
1,828.50 |
2.618 |
1,812.25 |
4.250 |
1,785.75 |
|
|
Fisher Pivots for day following 22-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,865.25 |
1,863.00 |
PP |
1,864.00 |
1,859.25 |
S1 |
1,863.00 |
1,855.75 |
|