Trading Metrics calculated at close of trading on 14-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2014 |
14-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,319.4 |
1,325.0 |
5.6 |
0.4% |
1,303.3 |
High |
1,325.0 |
1,331.5 |
6.5 |
0.5% |
1,325.2 |
Low |
1,315.7 |
1,320.5 |
4.8 |
0.4% |
1,297.9 |
Close |
1,320.0 |
1,328.5 |
8.5 |
0.6% |
1,320.0 |
Range |
9.3 |
11.0 |
1.7 |
18.3% |
27.3 |
ATR |
15.3 |
15.0 |
-0.3 |
-1.8% |
0.0 |
Volume |
1,621 |
2,555 |
934 |
57.6% |
10,507 |
|
Daily Pivots for day following 14-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,359.8 |
1,355.2 |
1,334.6 |
|
R3 |
1,348.8 |
1,344.2 |
1,331.5 |
|
R2 |
1,337.8 |
1,337.8 |
1,330.5 |
|
R1 |
1,333.2 |
1,333.2 |
1,329.5 |
1,335.5 |
PP |
1,326.8 |
1,326.8 |
1,326.8 |
1,328.0 |
S1 |
1,322.2 |
1,322.2 |
1,327.5 |
1,324.5 |
S2 |
1,315.8 |
1,315.8 |
1,326.5 |
|
S3 |
1,304.8 |
1,311.2 |
1,325.5 |
|
S4 |
1,293.8 |
1,300.2 |
1,322.5 |
|
|
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 |
1,331.5 |
1,299.7 |
31.8 |
2.4% |
12.2 |
0.9% |
91% |
True |
False |
1,891 |
10 |
1,331.5 |
1,279.2 |
52.3 |
3.9% |
12.1 |
0.9% |
94% |
True |
False |
1,603 |
20 |
1,367.6 |
1,279.2 |
88.4 |
6.7% |
14.2 |
1.1% |
56% |
False |
False |
1,733 |
40 |
1,390.8 |
1,279.2 |
111.6 |
8.4% |
14.9 |
1.1% |
44% |
False |
False |
1,537 |
60 |
1,390.8 |
1,234.7 |
156.1 |
11.8% |
15.1 |
1.1% |
60% |
False |
False |
1,286 |
80 |
1,390.8 |
1,185.0 |
205.8 |
15.5% |
15.0 |
1.1% |
70% |
False |
False |
1,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,378.3 |
2.618 |
1,360.3 |
1.618 |
1,349.3 |
1.000 |
1,342.5 |
0.618 |
1,338.3 |
HIGH |
1,331.5 |
0.618 |
1,327.3 |
0.500 |
1,326.0 |
0.382 |
1,324.7 |
LOW |
1,320.5 |
0.618 |
1,313.7 |
1.000 |
1,309.5 |
1.618 |
1,302.7 |
2.618 |
1,291.7 |
4.250 |
1,273.8 |
|
|
Fisher Pivots for day following 14-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,327.7 |
1,326.4 |
PP |
1,326.8 |
1,324.3 |
S1 |
1,326.0 |
1,322.3 |
|