Trading Metrics calculated at close of trading on 08-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2014 |
08-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,301.4 |
1,296.6 |
-4.8 |
-0.4% |
1,294.3 |
High |
1,304.0 |
1,314.1 |
10.1 |
0.8% |
1,306.1 |
Low |
1,296.3 |
1,296.6 |
0.3 |
0.0% |
1,277.3 |
Close |
1,298.0 |
1,308.7 |
10.7 |
0.8% |
1,303.2 |
Range |
7.7 |
17.5 |
9.8 |
127.3% |
28.8 |
ATR |
17.3 |
17.3 |
0.0 |
0.1% |
0.0 |
Volume |
361 |
264 |
-97 |
-26.9% |
7,855 |
|
Daily Pivots for day following 08-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,359.0 |
1,351.3 |
1,318.3 |
|
R3 |
1,341.5 |
1,333.8 |
1,313.5 |
|
R2 |
1,324.0 |
1,324.0 |
1,311.9 |
|
R1 |
1,316.3 |
1,316.3 |
1,310.3 |
1,320.2 |
PP |
1,306.5 |
1,306.5 |
1,306.5 |
1,308.4 |
S1 |
1,298.8 |
1,298.8 |
1,307.1 |
1,302.7 |
S2 |
1,289.0 |
1,289.0 |
1,305.5 |
|
S3 |
1,271.5 |
1,281.3 |
1,303.9 |
|
S4 |
1,254.0 |
1,263.8 |
1,299.1 |
|
|
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 |
1,314.1 |
1,280.2 |
33.9 |
2.6% |
14.3 |
1.1% |
84% |
True |
False |
695 |
10 |
1,317.1 |
1,277.3 |
39.8 |
3.0% |
14.8 |
1.1% |
79% |
False |
False |
41,048 |
20 |
1,392.6 |
1,277.3 |
115.3 |
8.8% |
17.6 |
1.3% |
27% |
False |
False |
107,667 |
40 |
1,392.6 |
1,273.5 |
119.1 |
9.1% |
17.8 |
1.4% |
30% |
False |
False |
122,010 |
60 |
1,392.6 |
1,230.8 |
161.8 |
12.4% |
17.9 |
1.4% |
48% |
False |
False |
105,078 |
80 |
1,392.6 |
1,182.3 |
210.3 |
16.1% |
18.7 |
1.4% |
60% |
False |
False |
80,812 |
100 |
1,392.6 |
1,182.3 |
210.3 |
16.1% |
18.8 |
1.4% |
60% |
False |
False |
65,504 |
120 |
1,392.6 |
1,182.3 |
210.3 |
16.1% |
18.7 |
1.4% |
60% |
False |
False |
54,875 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,388.5 |
2.618 |
1,359.9 |
1.618 |
1,342.4 |
1.000 |
1,331.6 |
0.618 |
1,324.9 |
HIGH |
1,314.1 |
0.618 |
1,307.4 |
0.500 |
1,305.4 |
0.382 |
1,303.3 |
LOW |
1,296.6 |
0.618 |
1,285.8 |
1.000 |
1,279.1 |
1.618 |
1,268.3 |
2.618 |
1,250.8 |
4.250 |
1,222.2 |
|
|
Fisher Pivots for day following 08-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,307.6 |
1,305.6 |
PP |
1,306.5 |
1,302.4 |
S1 |
1,305.4 |
1,299.3 |
|