Trading Metrics calculated at close of trading on 28-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,864.50 |
1,854.00 |
-10.50 |
-0.6% |
1,851.25 |
High |
1,866.00 |
1,863.75 |
-2.25 |
-0.1% |
1,875.00 |
Low |
1,846.00 |
1,836.75 |
-9.25 |
-0.5% |
1,846.00 |
Close |
1,852.75 |
1,858.50 |
5.75 |
0.3% |
1,852.75 |
Range |
20.00 |
27.00 |
7.00 |
35.0% |
29.00 |
ATR |
19.72 |
20.24 |
0.52 |
2.6% |
0.00 |
Volume |
2,998 |
2,203 |
-795 |
-26.5% |
13,278 |
|
Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,934.00 |
1,923.25 |
1,873.25 |
|
R3 |
1,907.00 |
1,896.25 |
1,866.00 |
|
R2 |
1,880.00 |
1,880.00 |
1,863.50 |
|
R1 |
1,869.25 |
1,869.25 |
1,861.00 |
1,874.50 |
PP |
1,853.00 |
1,853.00 |
1,853.00 |
1,855.75 |
S1 |
1,842.25 |
1,842.25 |
1,856.00 |
1,847.50 |
S2 |
1,826.00 |
1,826.00 |
1,853.50 |
|
S3 |
1,799.00 |
1,815.25 |
1,851.00 |
|
S4 |
1,772.00 |
1,788.25 |
1,843.75 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,945.00 |
1,927.75 |
1,868.75 |
|
R3 |
1,916.00 |
1,898.75 |
1,860.75 |
|
R2 |
1,887.00 |
1,887.00 |
1,858.00 |
|
R1 |
1,869.75 |
1,869.75 |
1,855.50 |
1,878.50 |
PP |
1,858.00 |
1,858.00 |
1,858.00 |
1,862.25 |
S1 |
1,840.75 |
1,840.75 |
1,850.00 |
1,849.50 |
S2 |
1,829.00 |
1,829.00 |
1,847.50 |
|
S3 |
1,800.00 |
1,811.75 |
1,844.75 |
|
S4 |
1,771.00 |
1,782.75 |
1,836.75 |
|
|
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 |
1,836.75 |
38.25 |
2.1% |
18.75 |
1.0% |
57% |
False |
True |
2,143 |
10 |
1,875.00 |
1,796.50 |
78.50 |
4.2% |
19.25 |
1.0% |
79% |
False |
False |
3,246 |
20 |
1,885.25 |
1,796.50 |
88.75 |
4.8% |
20.50 |
1.1% |
70% |
False |
False |
3,172 |
40 |
1,885.25 |
1,796.50 |
88.75 |
4.8% |
19.75 |
1.1% |
70% |
False |
False |
1,972 |
60 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
19.25 |
1.0% |
84% |
False |
False |
1,410 |
80 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
17.75 |
1.0% |
84% |
False |
False |
1,106 |
100 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
15.25 |
0.8% |
84% |
False |
False |
888 |
120 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
13.00 |
0.7% |
84% |
False |
False |
744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,978.50 |
2.618 |
1,934.50 |
1.618 |
1,907.50 |
1.000 |
1,890.75 |
0.618 |
1,880.50 |
HIGH |
1,863.75 |
0.618 |
1,853.50 |
0.500 |
1,850.25 |
0.382 |
1,847.00 |
LOW |
1,836.75 |
0.618 |
1,820.00 |
1.000 |
1,809.75 |
1.618 |
1,793.00 |
2.618 |
1,766.00 |
4.250 |
1,722.00 |
|
|
Fisher Pivots for day following 28-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,855.75 |
1,857.50 |
PP |
1,853.00 |
1,856.75 |
S1 |
1,850.25 |
1,856.00 |
|