Trading Metrics calculated at close of trading on 04-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2014 |
04-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
3,125.0 |
3,148.0 |
23.0 |
0.7% |
3,117.0 |
High |
3,156.0 |
3,175.0 |
19.0 |
0.6% |
3,175.0 |
Low |
3,116.0 |
3,136.0 |
20.0 |
0.6% |
3,091.0 |
Close |
3,141.0 |
3,162.0 |
21.0 |
0.7% |
3,162.0 |
Range |
40.0 |
39.0 |
-1.0 |
-2.5% |
84.0 |
ATR |
44.8 |
44.3 |
-0.4 |
-0.9% |
0.0 |
Volume |
960,732 |
1,069,869 |
109,137 |
11.4% |
4,180,355 |
|
Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,274.7 |
3,257.3 |
3,183.5 |
|
R3 |
3,235.7 |
3,218.3 |
3,172.7 |
|
R2 |
3,196.7 |
3,196.7 |
3,169.2 |
|
R1 |
3,179.3 |
3,179.3 |
3,165.6 |
3,188.0 |
PP |
3,157.7 |
3,157.7 |
3,157.7 |
3,162.0 |
S1 |
3,140.3 |
3,140.3 |
3,158.4 |
3,149.0 |
S2 |
3,118.7 |
3,118.7 |
3,154.9 |
|
S3 |
3,079.7 |
3,101.3 |
3,151.3 |
|
S4 |
3,040.7 |
3,062.3 |
3,140.6 |
|
|
Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,394.7 |
3,362.3 |
3,208.2 |
|
R3 |
3,310.7 |
3,278.3 |
3,185.1 |
|
R2 |
3,226.7 |
3,226.7 |
3,177.4 |
|
R1 |
3,194.3 |
3,194.3 |
3,169.7 |
3,210.5 |
PP |
3,142.7 |
3,142.7 |
3,142.7 |
3,150.8 |
S1 |
3,110.3 |
3,110.3 |
3,154.3 |
3,126.5 |
S2 |
3,058.7 |
3,058.7 |
3,146.6 |
|
S3 |
2,974.7 |
3,026.3 |
3,138.9 |
|
S4 |
2,890.7 |
2,942.3 |
3,115.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,175.0 |
3,091.0 |
84.0 |
2.7% |
30.2 |
1.0% |
85% |
True |
False |
836,071 |
10 |
3,175.0 |
2,978.0 |
197.0 |
6.2% |
35.1 |
1.1% |
93% |
True |
False |
866,779 |
20 |
3,175.0 |
2,902.0 |
273.0 |
8.6% |
45.0 |
1.4% |
95% |
True |
False |
740,812 |
40 |
3,175.0 |
2,902.0 |
273.0 |
8.6% |
40.4 |
1.3% |
95% |
True |
False |
374,354 |
60 |
3,175.0 |
2,868.0 |
307.0 |
9.7% |
42.5 |
1.3% |
96% |
True |
False |
250,125 |
80 |
3,175.0 |
2,847.0 |
328.0 |
10.4% |
39.6 |
1.3% |
96% |
True |
False |
187,690 |
100 |
3,175.0 |
2,847.0 |
328.0 |
10.4% |
33.6 |
1.1% |
96% |
True |
False |
150,300 |
120 |
3,175.0 |
2,847.0 |
328.0 |
10.4% |
30.1 |
1.0% |
96% |
True |
False |
125,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,340.8 |
2.618 |
3,277.1 |
1.618 |
3,238.1 |
1.000 |
3,214.0 |
0.618 |
3,199.1 |
HIGH |
3,175.0 |
0.618 |
3,160.1 |
0.500 |
3,155.5 |
0.382 |
3,150.9 |
LOW |
3,136.0 |
0.618 |
3,111.9 |
1.000 |
3,097.0 |
1.618 |
3,072.9 |
2.618 |
3,033.9 |
4.250 |
2,970.3 |
|
|
Fisher Pivots for day following 04-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
3,159.8 |
3,156.5 |
PP |
3,157.7 |
3,151.0 |
S1 |
3,155.5 |
3,145.5 |
|