Trading Metrics calculated at close of trading on 07-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2014 |
07-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,285.5 |
1,301.4 |
15.9 |
1.2% |
1,294.3 |
High |
1,306.1 |
1,304.0 |
-2.1 |
-0.2% |
1,306.1 |
Low |
1,284.4 |
1,296.3 |
11.9 |
0.9% |
1,277.3 |
Close |
1,303.2 |
1,298.0 |
-5.2 |
-0.4% |
1,303.2 |
Range |
21.7 |
7.7 |
-14.0 |
-64.5% |
28.8 |
ATR |
18.0 |
17.3 |
-0.7 |
-4.1% |
0.0 |
Volume |
976 |
361 |
-615 |
-63.0% |
7,855 |
|
Daily Pivots for day following 07-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,322.5 |
1,318.0 |
1,302.2 |
|
R3 |
1,314.8 |
1,310.3 |
1,300.1 |
|
R2 |
1,307.1 |
1,307.1 |
1,299.4 |
|
R1 |
1,302.6 |
1,302.6 |
1,298.7 |
1,301.0 |
PP |
1,299.4 |
1,299.4 |
1,299.4 |
1,298.7 |
S1 |
1,294.9 |
1,294.9 |
1,297.3 |
1,293.3 |
S2 |
1,291.7 |
1,291.7 |
1,296.6 |
|
S3 |
1,284.0 |
1,287.2 |
1,295.9 |
|
S4 |
1,276.3 |
1,279.5 |
1,293.8 |
|
|
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% |
12.9 |
1.0% |
72% |
False |
False |
819 |
10 |
1,318.0 |
1,277.3 |
40.7 |
3.1% |
14.2 |
1.1% |
51% |
False |
False |
56,856 |
20 |
1,392.6 |
1,277.3 |
115.3 |
8.9% |
17.5 |
1.4% |
18% |
False |
False |
115,180 |
40 |
1,392.6 |
1,264.7 |
127.9 |
9.9% |
17.6 |
1.4% |
26% |
False |
False |
124,373 |
60 |
1,392.6 |
1,227.3 |
165.3 |
12.7% |
18.0 |
1.4% |
43% |
False |
False |
105,414 |
80 |
1,392.6 |
1,182.3 |
210.3 |
16.2% |
18.6 |
1.4% |
55% |
False |
False |
80,835 |
100 |
1,392.6 |
1,182.3 |
210.3 |
16.2% |
18.9 |
1.5% |
55% |
False |
False |
65,531 |
120 |
1,392.6 |
1,182.3 |
210.3 |
16.2% |
18.9 |
1.5% |
55% |
False |
False |
54,875 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,336.7 |
2.618 |
1,324.2 |
1.618 |
1,316.5 |
1.000 |
1,311.7 |
0.618 |
1,308.8 |
HIGH |
1,304.0 |
0.618 |
1,301.1 |
0.500 |
1,300.2 |
0.382 |
1,299.2 |
LOW |
1,296.3 |
0.618 |
1,291.5 |
1.000 |
1,288.6 |
1.618 |
1,283.8 |
2.618 |
1,276.1 |
4.250 |
1,263.6 |
|
|
Fisher Pivots for day following 07-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,300.2 |
1,296.8 |
PP |
1,299.4 |
1,295.6 |
S1 |
1,298.7 |
1,294.4 |
|