Trading Metrics calculated at close of trading on 11-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,313.7 |
1,319.4 |
5.7 |
0.4% |
1,303.3 |
High |
1,325.2 |
1,325.0 |
-0.2 |
0.0% |
1,325.2 |
Low |
1,313.0 |
1,315.7 |
2.7 |
0.2% |
1,297.9 |
Close |
1,321.5 |
1,320.0 |
-1.5 |
-0.1% |
1,320.0 |
Range |
12.2 |
9.3 |
-2.9 |
-23.8% |
27.3 |
ATR |
15.7 |
15.3 |
-0.5 |
-2.9% |
0.0 |
Volume |
2,801 |
1,621 |
-1,180 |
-42.1% |
10,507 |
|
Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,348.1 |
1,343.4 |
1,325.1 |
|
R3 |
1,338.8 |
1,334.1 |
1,322.6 |
|
R2 |
1,329.5 |
1,329.5 |
1,321.7 |
|
R1 |
1,324.8 |
1,324.8 |
1,320.9 |
1,327.2 |
PP |
1,320.2 |
1,320.2 |
1,320.2 |
1,321.4 |
S1 |
1,315.5 |
1,315.5 |
1,319.1 |
1,317.9 |
S2 |
1,310.9 |
1,310.9 |
1,318.3 |
|
S3 |
1,301.6 |
1,306.2 |
1,317.4 |
|
S4 |
1,292.3 |
1,296.9 |
1,314.9 |
|
|
Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,396.3 |
1,385.4 |
1,335.0 |
|
R3 |
1,369.0 |
1,358.1 |
1,327.5 |
|
R2 |
1,341.7 |
1,341.7 |
1,325.0 |
|
R1 |
1,330.8 |
1,330.8 |
1,322.5 |
1,336.3 |
PP |
1,314.4 |
1,314.4 |
1,314.4 |
1,317.1 |
S1 |
1,303.5 |
1,303.5 |
1,317.5 |
1,309.0 |
S2 |
1,287.1 |
1,287.1 |
1,315.0 |
|
S3 |
1,259.8 |
1,276.2 |
1,312.5 |
|
S4 |
1,232.5 |
1,248.9 |
1,305.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,325.2 |
1,297.9 |
27.3 |
2.1% |
11.2 |
0.9% |
81% |
False |
False |
2,101 |
10 |
1,325.2 |
1,279.2 |
46.0 |
3.5% |
12.5 |
0.9% |
89% |
False |
False |
1,497 |
20 |
1,390.8 |
1,279.2 |
111.6 |
8.5% |
14.9 |
1.1% |
37% |
False |
False |
1,661 |
40 |
1,390.8 |
1,279.2 |
111.6 |
8.5% |
15.1 |
1.1% |
37% |
False |
False |
1,496 |
60 |
1,390.8 |
1,234.7 |
156.1 |
11.8% |
14.9 |
1.1% |
55% |
False |
False |
1,249 |
80 |
1,390.8 |
1,185.0 |
205.8 |
15.6% |
15.0 |
1.1% |
66% |
False |
False |
1,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,364.5 |
2.618 |
1,349.3 |
1.618 |
1,340.0 |
1.000 |
1,334.3 |
0.618 |
1,330.7 |
HIGH |
1,325.0 |
0.618 |
1,321.4 |
0.500 |
1,320.4 |
0.382 |
1,319.3 |
LOW |
1,315.7 |
0.618 |
1,310.0 |
1.000 |
1,306.4 |
1.618 |
1,300.7 |
2.618 |
1,291.4 |
4.250 |
1,276.2 |
|
|
Fisher Pivots for day following 11-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,320.4 |
1,317.9 |
PP |
1,320.2 |
1,315.8 |
S1 |
1,320.1 |
1,313.8 |
|