Trading Metrics calculated at close of trading on 15-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2014 |
15-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,325.0 |
1,327.3 |
2.3 |
0.2% |
1,303.3 |
High |
1,331.5 |
1,327.4 |
-4.1 |
-0.3% |
1,325.2 |
Low |
1,320.5 |
1,289.3 |
-31.2 |
-2.4% |
1,297.9 |
Close |
1,328.5 |
1,301.2 |
-27.3 |
-2.1% |
1,320.0 |
Range |
11.0 |
38.1 |
27.1 |
246.4% |
27.3 |
ATR |
15.0 |
16.7 |
1.7 |
11.5% |
0.0 |
Volume |
2,555 |
710 |
-1,845 |
-72.2% |
10,507 |
|
Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,420.3 |
1,398.8 |
1,322.2 |
|
R3 |
1,382.2 |
1,360.7 |
1,311.7 |
|
R2 |
1,344.1 |
1,344.1 |
1,308.2 |
|
R1 |
1,322.6 |
1,322.6 |
1,304.7 |
1,314.3 |
PP |
1,306.0 |
1,306.0 |
1,306.0 |
1,301.8 |
S1 |
1,284.5 |
1,284.5 |
1,297.7 |
1,276.2 |
S2 |
1,267.9 |
1,267.9 |
1,294.2 |
|
S3 |
1,229.8 |
1,246.4 |
1,290.7 |
|
S4 |
1,191.7 |
1,208.3 |
1,280.2 |
|
|
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 |
1,289.3 |
42.2 |
3.2% |
16.8 |
1.3% |
28% |
False |
True |
1,771 |
10 |
1,331.5 |
1,282.1 |
49.4 |
3.8% |
14.9 |
1.1% |
39% |
False |
False |
1,611 |
20 |
1,361.3 |
1,279.2 |
82.1 |
6.3% |
15.4 |
1.2% |
27% |
False |
False |
1,687 |
40 |
1,390.8 |
1,279.2 |
111.6 |
8.6% |
15.5 |
1.2% |
20% |
False |
False |
1,532 |
60 |
1,390.8 |
1,234.7 |
156.1 |
12.0% |
15.5 |
1.2% |
43% |
False |
False |
1,286 |
80 |
1,390.8 |
1,185.0 |
205.8 |
15.8% |
15.2 |
1.2% |
56% |
False |
False |
1,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,489.3 |
2.618 |
1,427.1 |
1.618 |
1,389.0 |
1.000 |
1,365.5 |
0.618 |
1,350.9 |
HIGH |
1,327.4 |
0.618 |
1,312.8 |
0.500 |
1,308.4 |
0.382 |
1,303.9 |
LOW |
1,289.3 |
0.618 |
1,265.8 |
1.000 |
1,251.2 |
1.618 |
1,227.7 |
2.618 |
1,189.6 |
4.250 |
1,127.4 |
|
|
Fisher Pivots for day following 15-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,308.4 |
1,310.4 |
PP |
1,306.0 |
1,307.3 |
S1 |
1,303.6 |
1,304.3 |
|