Trading Metrics calculated at close of trading on 24-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,865.75 |
1,872.50 |
6.75 |
0.4% |
1,799.00 |
High |
1,872.75 |
1,875.00 |
2.25 |
0.1% |
1,856.00 |
Low |
1,860.25 |
1,856.50 |
-3.75 |
-0.2% |
1,796.50 |
Close |
1,865.50 |
1,865.75 |
0.25 |
0.0% |
1,850.50 |
Range |
12.50 |
18.50 |
6.00 |
48.0% |
59.50 |
ATR |
19.79 |
19.69 |
-0.09 |
-0.5% |
0.00 |
Volume |
1,475 |
2,458 |
983 |
66.6% |
16,986 |
|
Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,921.25 |
1,912.00 |
1,876.00 |
|
R3 |
1,902.75 |
1,893.50 |
1,870.75 |
|
R2 |
1,884.25 |
1,884.25 |
1,869.25 |
|
R1 |
1,875.00 |
1,875.00 |
1,867.50 |
1,870.50 |
PP |
1,865.75 |
1,865.75 |
1,865.75 |
1,863.50 |
S1 |
1,856.50 |
1,856.50 |
1,864.00 |
1,852.00 |
S2 |
1,847.25 |
1,847.25 |
1,862.25 |
|
S3 |
1,828.75 |
1,838.00 |
1,860.75 |
|
S4 |
1,810.25 |
1,819.50 |
1,855.50 |
|
|
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 |
1,875.00 |
1,840.50 |
34.50 |
1.8% |
14.25 |
0.8% |
73% |
True |
False |
2,558 |
10 |
1,875.00 |
1,796.50 |
78.50 |
4.2% |
21.25 |
1.1% |
88% |
True |
False |
3,386 |
20 |
1,885.25 |
1,796.50 |
88.75 |
4.8% |
19.75 |
1.1% |
78% |
False |
False |
3,151 |
40 |
1,885.25 |
1,796.50 |
88.75 |
4.8% |
19.50 |
1.0% |
78% |
False |
False |
1,852 |
60 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
19.25 |
1.0% |
88% |
False |
False |
1,327 |
80 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
17.25 |
0.9% |
88% |
False |
False |
1,042 |
100 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
14.75 |
0.8% |
88% |
False |
False |
841 |
120 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
12.50 |
0.7% |
88% |
False |
False |
701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,953.50 |
2.618 |
1,923.50 |
1.618 |
1,905.00 |
1.000 |
1,893.50 |
0.618 |
1,886.50 |
HIGH |
1,875.00 |
0.618 |
1,868.00 |
0.500 |
1,865.75 |
0.382 |
1,863.50 |
LOW |
1,856.50 |
0.618 |
1,845.00 |
1.000 |
1,838.00 |
1.618 |
1,826.50 |
2.618 |
1,808.00 |
4.250 |
1,778.00 |
|
|
Fisher Pivots for day following 24-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,865.75 |
1,865.50 |
PP |
1,865.75 |
1,865.25 |
S1 |
1,865.75 |
1,865.00 |
|