Trading Metrics calculated at close of trading on 09-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2014 |
09-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,296.6 |
1,309.5 |
12.9 |
1.0% |
1,294.3 |
High |
1,314.1 |
1,313.6 |
-0.5 |
0.0% |
1,306.1 |
Low |
1,296.6 |
1,301.1 |
4.5 |
0.3% |
1,277.3 |
Close |
1,308.7 |
1,305.5 |
-3.2 |
-0.2% |
1,303.2 |
Range |
17.5 |
12.5 |
-5.0 |
-28.6% |
28.8 |
ATR |
17.3 |
17.0 |
-0.3 |
-2.0% |
0.0 |
Volume |
264 |
191 |
-73 |
-27.7% |
7,855 |
|
Daily Pivots for day following 09-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,344.2 |
1,337.4 |
1,312.4 |
|
R3 |
1,331.7 |
1,324.9 |
1,308.9 |
|
R2 |
1,319.2 |
1,319.2 |
1,307.8 |
|
R1 |
1,312.4 |
1,312.4 |
1,306.6 |
1,309.6 |
PP |
1,306.7 |
1,306.7 |
1,306.7 |
1,305.3 |
S1 |
1,299.9 |
1,299.9 |
1,304.4 |
1,297.1 |
S2 |
1,294.2 |
1,294.2 |
1,303.2 |
|
S3 |
1,281.7 |
1,287.4 |
1,302.1 |
|
S4 |
1,269.2 |
1,274.9 |
1,298.6 |
|
|
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 |
1,282.7 |
31.4 |
2.4% |
14.0 |
1.1% |
73% |
False |
False |
513 |
10 |
1,314.1 |
1,277.3 |
36.8 |
2.8% |
14.3 |
1.1% |
77% |
False |
False |
25,917 |
20 |
1,392.6 |
1,277.3 |
115.3 |
8.8% |
17.0 |
1.3% |
24% |
False |
False |
96,483 |
40 |
1,392.6 |
1,277.3 |
115.3 |
8.8% |
17.5 |
1.3% |
24% |
False |
False |
118,147 |
60 |
1,392.6 |
1,230.8 |
161.8 |
12.4% |
18.0 |
1.4% |
46% |
False |
False |
104,773 |
80 |
1,392.6 |
1,182.3 |
210.3 |
16.1% |
18.4 |
1.4% |
59% |
False |
False |
80,767 |
100 |
1,392.6 |
1,182.3 |
210.3 |
16.1% |
18.8 |
1.4% |
59% |
False |
False |
65,479 |
120 |
1,392.6 |
1,182.3 |
210.3 |
16.1% |
18.7 |
1.4% |
59% |
False |
False |
54,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,366.7 |
2.618 |
1,346.3 |
1.618 |
1,333.8 |
1.000 |
1,326.1 |
0.618 |
1,321.3 |
HIGH |
1,313.6 |
0.618 |
1,308.8 |
0.500 |
1,307.4 |
0.382 |
1,305.9 |
LOW |
1,301.1 |
0.618 |
1,293.4 |
1.000 |
1,288.6 |
1.618 |
1,280.9 |
2.618 |
1,268.4 |
4.250 |
1,248.0 |
|
|
Fisher Pivots for day following 09-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,307.4 |
1,305.4 |
PP |
1,306.7 |
1,305.3 |
S1 |
1,306.1 |
1,305.2 |
|