Trading Metrics calculated at close of trading on 04-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2014 |
04-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,290.8 |
1,285.5 |
-5.3 |
-0.4% |
1,294.3 |
High |
1,293.5 |
1,306.1 |
12.6 |
1.0% |
1,306.1 |
Low |
1,282.7 |
1,284.4 |
1.7 |
0.1% |
1,277.3 |
Close |
1,284.4 |
1,303.2 |
18.8 |
1.5% |
1,303.2 |
Range |
10.8 |
21.7 |
10.9 |
100.9% |
28.8 |
ATR |
17.8 |
18.0 |
0.3 |
1.6% |
0.0 |
Volume |
775 |
976 |
201 |
25.9% |
7,855 |
|
Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,363.0 |
1,354.8 |
1,315.1 |
|
R3 |
1,341.3 |
1,333.1 |
1,309.2 |
|
R2 |
1,319.6 |
1,319.6 |
1,307.2 |
|
R1 |
1,311.4 |
1,311.4 |
1,305.2 |
1,315.5 |
PP |
1,297.9 |
1,297.9 |
1,297.9 |
1,300.0 |
S1 |
1,289.7 |
1,289.7 |
1,301.2 |
1,293.8 |
S2 |
1,276.2 |
1,276.2 |
1,299.2 |
|
S3 |
1,254.5 |
1,268.0 |
1,297.2 |
|
S4 |
1,232.8 |
1,246.3 |
1,291.3 |
|
|
Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,381.9 |
1,371.4 |
1,319.0 |
|
R3 |
1,353.1 |
1,342.6 |
1,311.1 |
|
R2 |
1,324.3 |
1,324.3 |
1,308.5 |
|
R1 |
1,313.8 |
1,313.8 |
1,305.8 |
1,319.1 |
PP |
1,295.5 |
1,295.5 |
1,295.5 |
1,298.2 |
S1 |
1,285.0 |
1,285.0 |
1,300.6 |
1,290.3 |
S2 |
1,266.7 |
1,266.7 |
1,297.9 |
|
S3 |
1,237.9 |
1,256.2 |
1,295.3 |
|
S4 |
1,209.1 |
1,227.4 |
1,287.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,306.1 |
1,277.3 |
28.8 |
2.2% |
14.7 |
1.1% |
90% |
True |
False |
1,571 |
10 |
1,335.7 |
1,277.3 |
58.4 |
4.5% |
16.2 |
1.2% |
44% |
False |
False |
74,668 |
20 |
1,392.6 |
1,277.3 |
115.3 |
8.8% |
18.0 |
1.4% |
22% |
False |
False |
121,464 |
40 |
1,392.6 |
1,255.5 |
137.1 |
10.5% |
17.9 |
1.4% |
35% |
False |
False |
127,765 |
60 |
1,392.6 |
1,223.8 |
168.8 |
13.0% |
18.0 |
1.4% |
47% |
False |
False |
105,996 |
80 |
1,392.6 |
1,182.3 |
210.3 |
16.1% |
18.8 |
1.4% |
57% |
False |
False |
80,851 |
100 |
1,392.6 |
1,182.3 |
210.3 |
16.1% |
18.9 |
1.4% |
57% |
False |
False |
65,581 |
120 |
1,392.6 |
1,182.3 |
210.3 |
16.1% |
19.0 |
1.5% |
57% |
False |
False |
54,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,398.3 |
2.618 |
1,362.9 |
1.618 |
1,341.2 |
1.000 |
1,327.8 |
0.618 |
1,319.5 |
HIGH |
1,306.1 |
0.618 |
1,297.8 |
0.500 |
1,295.3 |
0.382 |
1,292.7 |
LOW |
1,284.4 |
0.618 |
1,271.0 |
1.000 |
1,262.7 |
1.618 |
1,249.3 |
2.618 |
1,227.6 |
4.250 |
1,192.2 |
|
|
Fisher Pivots for day following 04-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,300.6 |
1,299.9 |
PP |
1,297.9 |
1,296.5 |
S1 |
1,295.3 |
1,293.2 |
|