Trading Metrics calculated at close of trading on 02-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2014 |
02-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,285.1 |
1,280.2 |
-4.9 |
-0.4% |
1,335.0 |
High |
1,287.9 |
1,294.1 |
6.2 |
0.5% |
1,335.7 |
Low |
1,277.3 |
1,280.2 |
2.9 |
0.2% |
1,285.9 |
Close |
1,279.6 |
1,290.5 |
10.9 |
0.9% |
1,293.8 |
Range |
10.6 |
13.9 |
3.3 |
31.1% |
49.8 |
ATR |
18.6 |
18.3 |
-0.3 |
-1.6% |
0.0 |
Volume |
884 |
1,099 |
215 |
24.3% |
738,826 |
|
Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,330.0 |
1,324.1 |
1,298.1 |
|
R3 |
1,316.1 |
1,310.2 |
1,294.3 |
|
R2 |
1,302.2 |
1,302.2 |
1,293.0 |
|
R1 |
1,296.3 |
1,296.3 |
1,291.8 |
1,299.3 |
PP |
1,288.3 |
1,288.3 |
1,288.3 |
1,289.7 |
S1 |
1,282.4 |
1,282.4 |
1,289.2 |
1,285.4 |
S2 |
1,274.4 |
1,274.4 |
1,288.0 |
|
S3 |
1,260.5 |
1,268.5 |
1,286.7 |
|
S4 |
1,246.6 |
1,254.6 |
1,282.9 |
|
|
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 |
1,307.6 |
1,277.3 |
30.3 |
2.3% |
14.5 |
1.1% |
44% |
False |
False |
51,321 |
10 |
1,343.0 |
1,277.3 |
65.7 |
5.1% |
15.9 |
1.2% |
20% |
False |
False |
106,026 |
20 |
1,392.6 |
1,277.3 |
115.3 |
8.9% |
18.9 |
1.5% |
11% |
False |
False |
137,423 |
40 |
1,392.6 |
1,252.2 |
140.4 |
10.9% |
18.0 |
1.4% |
27% |
False |
False |
133,095 |
60 |
1,392.6 |
1,218.6 |
174.0 |
13.5% |
18.0 |
1.4% |
41% |
False |
False |
106,565 |
80 |
1,392.6 |
1,182.3 |
210.3 |
16.3% |
19.0 |
1.5% |
51% |
False |
False |
80,969 |
100 |
1,392.6 |
1,182.3 |
210.3 |
16.3% |
19.1 |
1.5% |
51% |
False |
False |
65,619 |
120 |
1,392.6 |
1,182.3 |
210.3 |
16.3% |
19.1 |
1.5% |
51% |
False |
False |
54,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,353.2 |
2.618 |
1,330.5 |
1.618 |
1,316.6 |
1.000 |
1,308.0 |
0.618 |
1,302.7 |
HIGH |
1,294.1 |
0.618 |
1,288.8 |
0.500 |
1,287.2 |
0.382 |
1,285.5 |
LOW |
1,280.2 |
0.618 |
1,271.6 |
1.000 |
1,266.3 |
1.618 |
1,257.7 |
2.618 |
1,243.8 |
4.250 |
1,221.1 |
|
|
Fisher Pivots for day following 02-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,289.4 |
1,289.7 |
PP |
1,288.3 |
1,288.9 |
S1 |
1,287.2 |
1,288.1 |
|