Trading Metrics calculated at close of trading on 01-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2014 |
01-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,294.3 |
1,285.1 |
-9.2 |
-0.7% |
1,335.0 |
High |
1,298.8 |
1,287.9 |
-10.9 |
-0.8% |
1,335.7 |
Low |
1,282.4 |
1,277.3 |
-5.1 |
-0.4% |
1,285.9 |
Close |
1,283.4 |
1,279.6 |
-3.8 |
-0.3% |
1,293.8 |
Range |
16.4 |
10.6 |
-5.8 |
-35.4% |
49.8 |
ATR |
19.2 |
18.6 |
-0.6 |
-3.2% |
0.0 |
Volume |
4,121 |
884 |
-3,237 |
-78.5% |
738,826 |
|
Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,313.4 |
1,307.1 |
1,285.4 |
|
R3 |
1,302.8 |
1,296.5 |
1,282.5 |
|
R2 |
1,292.2 |
1,292.2 |
1,281.5 |
|
R1 |
1,285.9 |
1,285.9 |
1,280.6 |
1,283.8 |
PP |
1,281.6 |
1,281.6 |
1,281.6 |
1,280.5 |
S1 |
1,275.3 |
1,275.3 |
1,278.6 |
1,273.2 |
S2 |
1,271.0 |
1,271.0 |
1,277.7 |
|
S3 |
1,260.4 |
1,264.7 |
1,276.7 |
|
S4 |
1,249.8 |
1,254.1 |
1,273.8 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,454.5 |
1,424.0 |
1,321.2 |
|
R3 |
1,404.7 |
1,374.2 |
1,307.5 |
|
R2 |
1,354.9 |
1,354.9 |
1,302.9 |
|
R1 |
1,324.4 |
1,324.4 |
1,298.4 |
1,314.8 |
PP |
1,305.1 |
1,305.1 |
1,305.1 |
1,300.3 |
S1 |
1,274.6 |
1,274.6 |
1,289.2 |
1,265.0 |
S2 |
1,255.3 |
1,255.3 |
1,284.7 |
|
S3 |
1,205.5 |
1,224.8 |
1,280.1 |
|
S4 |
1,155.7 |
1,175.0 |
1,266.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,317.1 |
1,277.3 |
39.8 |
3.1% |
15.3 |
1.2% |
6% |
False |
True |
81,402 |
10 |
1,360.2 |
1,277.3 |
82.9 |
6.5% |
17.7 |
1.4% |
3% |
False |
True |
125,378 |
20 |
1,392.6 |
1,277.3 |
115.3 |
9.0% |
18.6 |
1.5% |
2% |
False |
True |
142,223 |
40 |
1,392.6 |
1,246.8 |
145.8 |
11.4% |
18.0 |
1.4% |
22% |
False |
False |
135,396 |
60 |
1,392.6 |
1,215.3 |
177.3 |
13.9% |
18.3 |
1.4% |
36% |
False |
False |
106,615 |
80 |
1,392.6 |
1,182.3 |
210.3 |
16.4% |
19.2 |
1.5% |
46% |
False |
False |
80,992 |
100 |
1,392.6 |
1,182.3 |
210.3 |
16.4% |
19.1 |
1.5% |
46% |
False |
False |
65,625 |
120 |
1,392.6 |
1,182.3 |
210.3 |
16.4% |
19.2 |
1.5% |
46% |
False |
False |
54,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,333.0 |
2.618 |
1,315.7 |
1.618 |
1,305.1 |
1.000 |
1,298.5 |
0.618 |
1,294.5 |
HIGH |
1,287.9 |
0.618 |
1,283.9 |
0.500 |
1,282.6 |
0.382 |
1,281.3 |
LOW |
1,277.3 |
0.618 |
1,270.7 |
1.000 |
1,266.7 |
1.618 |
1,260.1 |
2.618 |
1,249.5 |
4.250 |
1,232.3 |
|
|
Fisher Pivots for day following 01-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,282.6 |
1,288.4 |
PP |
1,281.6 |
1,285.4 |
S1 |
1,280.6 |
1,282.5 |
|