Trading Metrics calculated at close of trading on 01-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2014 |
01-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
3,117.0 |
3,103.0 |
-14.0 |
-0.4% |
3,011.0 |
High |
3,122.0 |
3,130.0 |
8.0 |
0.3% |
3,108.0 |
Low |
3,091.0 |
3,102.0 |
11.0 |
0.4% |
2,978.0 |
Close |
3,100.0 |
3,117.0 |
17.0 |
0.5% |
3,104.0 |
Range |
31.0 |
28.0 |
-3.0 |
-9.7% |
130.0 |
ATR |
48.9 |
47.6 |
-1.4 |
-2.8% |
0.0 |
Volume |
694,026 |
557,138 |
-136,888 |
-19.7% |
3,508,894 |
|
Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,200.3 |
3,186.7 |
3,132.4 |
|
R3 |
3,172.3 |
3,158.7 |
3,124.7 |
|
R2 |
3,144.3 |
3,144.3 |
3,122.1 |
|
R1 |
3,130.7 |
3,130.7 |
3,119.6 |
3,137.5 |
PP |
3,116.3 |
3,116.3 |
3,116.3 |
3,119.8 |
S1 |
3,102.7 |
3,102.7 |
3,114.4 |
3,109.5 |
S2 |
3,088.3 |
3,088.3 |
3,111.9 |
|
S3 |
3,060.3 |
3,074.7 |
3,109.3 |
|
S4 |
3,032.3 |
3,046.7 |
3,101.6 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,453.3 |
3,408.7 |
3,175.5 |
|
R3 |
3,323.3 |
3,278.7 |
3,139.8 |
|
R2 |
3,193.3 |
3,193.3 |
3,127.8 |
|
R1 |
3,148.7 |
3,148.7 |
3,115.9 |
3,171.0 |
PP |
3,063.3 |
3,063.3 |
3,063.3 |
3,074.5 |
S1 |
3,018.7 |
3,018.7 |
3,092.1 |
3,041.0 |
S2 |
2,933.3 |
2,933.3 |
3,080.2 |
|
S3 |
2,803.3 |
2,888.7 |
3,068.3 |
|
S4 |
2,673.3 |
2,758.7 |
3,032.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,130.0 |
3,037.0 |
93.0 |
3.0% |
31.6 |
1.0% |
86% |
True |
False |
753,180 |
10 |
3,130.0 |
2,961.0 |
169.0 |
5.4% |
43.6 |
1.4% |
92% |
True |
False |
881,666 |
20 |
3,130.0 |
2,902.0 |
228.0 |
7.3% |
46.0 |
1.5% |
94% |
True |
False |
599,298 |
40 |
3,130.0 |
2,873.0 |
257.0 |
8.2% |
41.0 |
1.3% |
95% |
True |
False |
301,203 |
60 |
3,130.0 |
2,868.0 |
262.0 |
8.4% |
42.7 |
1.4% |
95% |
True |
False |
201,318 |
80 |
3,130.0 |
2,847.0 |
283.0 |
9.1% |
39.9 |
1.3% |
95% |
True |
False |
151,076 |
100 |
3,130.0 |
2,847.0 |
283.0 |
9.1% |
33.6 |
1.1% |
95% |
True |
False |
121,008 |
120 |
3,130.0 |
2,814.0 |
316.0 |
10.1% |
29.9 |
1.0% |
96% |
True |
False |
100,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,249.0 |
2.618 |
3,203.3 |
1.618 |
3,175.3 |
1.000 |
3,158.0 |
0.618 |
3,147.3 |
HIGH |
3,130.0 |
0.618 |
3,119.3 |
0.500 |
3,116.0 |
0.382 |
3,112.7 |
LOW |
3,102.0 |
0.618 |
3,084.7 |
1.000 |
3,074.0 |
1.618 |
3,056.7 |
2.618 |
3,028.7 |
4.250 |
2,983.0 |
|
|
Fisher Pivots for day following 01-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
3,116.7 |
3,111.5 |
PP |
3,116.3 |
3,106.0 |
S1 |
3,116.0 |
3,100.5 |
|