Trading Metrics calculated at close of trading on 03-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,280.2 |
1,290.8 |
10.6 |
0.8% |
1,335.0 |
High |
1,294.1 |
1,293.5 |
-0.6 |
0.0% |
1,335.7 |
Low |
1,280.2 |
1,282.7 |
2.5 |
0.2% |
1,285.9 |
Close |
1,290.5 |
1,284.4 |
-6.1 |
-0.5% |
1,293.8 |
Range |
13.9 |
10.8 |
-3.1 |
-22.3% |
49.8 |
ATR |
18.3 |
17.8 |
-0.5 |
-2.9% |
0.0 |
Volume |
1,099 |
775 |
-324 |
-29.5% |
738,826 |
|
Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,319.3 |
1,312.6 |
1,290.3 |
|
R3 |
1,308.5 |
1,301.8 |
1,287.4 |
|
R2 |
1,297.7 |
1,297.7 |
1,286.4 |
|
R1 |
1,291.0 |
1,291.0 |
1,285.4 |
1,289.0 |
PP |
1,286.9 |
1,286.9 |
1,286.9 |
1,285.8 |
S1 |
1,280.2 |
1,280.2 |
1,283.4 |
1,278.2 |
S2 |
1,276.1 |
1,276.1 |
1,282.4 |
|
S3 |
1,265.3 |
1,269.4 |
1,281.4 |
|
S4 |
1,254.5 |
1,258.6 |
1,278.5 |
|
|
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 |
1,299.4 |
1,277.3 |
22.1 |
1.7% |
13.0 |
1.0% |
32% |
False |
False |
14,473 |
10 |
1,343.0 |
1,277.3 |
65.7 |
5.1% |
15.5 |
1.2% |
11% |
False |
False |
89,401 |
20 |
1,392.6 |
1,277.3 |
115.3 |
9.0% |
18.3 |
1.4% |
6% |
False |
False |
130,338 |
40 |
1,392.6 |
1,252.5 |
140.1 |
10.9% |
17.7 |
1.4% |
23% |
False |
False |
129,938 |
60 |
1,392.6 |
1,218.6 |
174.0 |
13.5% |
17.9 |
1.4% |
38% |
False |
False |
106,403 |
80 |
1,392.6 |
1,182.3 |
210.3 |
16.4% |
18.8 |
1.5% |
49% |
False |
False |
80,909 |
100 |
1,392.6 |
1,182.3 |
210.3 |
16.4% |
19.0 |
1.5% |
49% |
False |
False |
65,609 |
120 |
1,392.6 |
1,182.3 |
210.3 |
16.4% |
19.0 |
1.5% |
49% |
False |
False |
54,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,339.4 |
2.618 |
1,321.8 |
1.618 |
1,311.0 |
1.000 |
1,304.3 |
0.618 |
1,300.2 |
HIGH |
1,293.5 |
0.618 |
1,289.4 |
0.500 |
1,288.1 |
0.382 |
1,286.8 |
LOW |
1,282.7 |
0.618 |
1,276.0 |
1.000 |
1,271.9 |
1.618 |
1,265.2 |
2.618 |
1,254.4 |
4.250 |
1,236.8 |
|
|
Fisher Pivots for day following 03-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,288.1 |
1,285.7 |
PP |
1,286.9 |
1,285.3 |
S1 |
1,285.6 |
1,284.8 |
|