Trading Metrics calculated at close of trading on 10-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2014 |
10-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,309.5 |
1,311.8 |
2.3 |
0.2% |
1,294.3 |
High |
1,313.6 |
1,323.8 |
10.2 |
0.8% |
1,306.1 |
Low |
1,301.1 |
1,311.2 |
10.1 |
0.8% |
1,277.3 |
Close |
1,305.5 |
1,320.1 |
14.6 |
1.1% |
1,303.2 |
Range |
12.5 |
12.6 |
0.1 |
0.8% |
28.8 |
ATR |
17.0 |
17.1 |
0.1 |
0.6% |
0.0 |
Volume |
191 |
127 |
-64 |
-33.5% |
7,855 |
|
Daily Pivots for day following 10-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,356.2 |
1,350.7 |
1,327.0 |
|
R3 |
1,343.6 |
1,338.1 |
1,323.6 |
|
R2 |
1,331.0 |
1,331.0 |
1,322.4 |
|
R1 |
1,325.5 |
1,325.5 |
1,321.3 |
1,328.3 |
PP |
1,318.4 |
1,318.4 |
1,318.4 |
1,319.7 |
S1 |
1,312.9 |
1,312.9 |
1,318.9 |
1,315.7 |
S2 |
1,305.8 |
1,305.8 |
1,317.8 |
|
S3 |
1,293.2 |
1,300.3 |
1,316.6 |
|
S4 |
1,280.6 |
1,287.7 |
1,313.2 |
|
|
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 |
1,323.8 |
1,284.4 |
39.4 |
3.0% |
14.4 |
1.1% |
91% |
True |
False |
383 |
10 |
1,323.8 |
1,277.3 |
46.5 |
3.5% |
13.7 |
1.0% |
92% |
True |
False |
7,428 |
20 |
1,392.6 |
1,277.3 |
115.3 |
8.7% |
17.1 |
1.3% |
37% |
False |
False |
87,734 |
40 |
1,392.6 |
1,277.3 |
115.3 |
8.7% |
17.5 |
1.3% |
37% |
False |
False |
115,364 |
60 |
1,392.6 |
1,230.8 |
161.8 |
12.3% |
18.0 |
1.4% |
55% |
False |
False |
104,291 |
80 |
1,392.6 |
1,182.3 |
210.3 |
15.9% |
18.3 |
1.4% |
66% |
False |
False |
80,717 |
100 |
1,392.6 |
1,182.3 |
210.3 |
15.9% |
18.8 |
1.4% |
66% |
False |
False |
65,446 |
120 |
1,392.6 |
1,182.3 |
210.3 |
15.9% |
18.4 |
1.4% |
66% |
False |
False |
54,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,377.4 |
2.618 |
1,356.8 |
1.618 |
1,344.2 |
1.000 |
1,336.4 |
0.618 |
1,331.6 |
HIGH |
1,323.8 |
0.618 |
1,319.0 |
0.500 |
1,317.5 |
0.382 |
1,316.0 |
LOW |
1,311.2 |
0.618 |
1,303.4 |
1.000 |
1,298.6 |
1.618 |
1,290.8 |
2.618 |
1,278.2 |
4.250 |
1,257.7 |
|
|
Fisher Pivots for day following 10-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,319.2 |
1,316.8 |
PP |
1,318.4 |
1,313.5 |
S1 |
1,317.5 |
1,310.2 |
|