Trading Metrics calculated at close of trading on 07-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2014 |
07-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
3,148.0 |
3,137.0 |
-11.0 |
-0.3% |
3,117.0 |
High |
3,175.0 |
3,148.0 |
-27.0 |
-0.9% |
3,175.0 |
Low |
3,136.0 |
3,103.0 |
-33.0 |
-1.1% |
3,091.0 |
Close |
3,162.0 |
3,122.0 |
-40.0 |
-1.3% |
3,162.0 |
Range |
39.0 |
45.0 |
6.0 |
15.4% |
84.0 |
ATR |
44.3 |
45.4 |
1.0 |
2.4% |
0.0 |
Volume |
1,069,869 |
1,090,831 |
20,962 |
2.0% |
4,180,355 |
|
Daily Pivots for day following 07-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,259.3 |
3,235.7 |
3,146.8 |
|
R3 |
3,214.3 |
3,190.7 |
3,134.4 |
|
R2 |
3,169.3 |
3,169.3 |
3,130.3 |
|
R1 |
3,145.7 |
3,145.7 |
3,126.1 |
3,135.0 |
PP |
3,124.3 |
3,124.3 |
3,124.3 |
3,119.0 |
S1 |
3,100.7 |
3,100.7 |
3,117.9 |
3,090.0 |
S2 |
3,079.3 |
3,079.3 |
3,113.8 |
|
S3 |
3,034.3 |
3,055.7 |
3,109.6 |
|
S4 |
2,989.3 |
3,010.7 |
3,097.3 |
|
|
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 |
3,102.0 |
73.0 |
2.3% |
33.0 |
1.1% |
27% |
False |
False |
915,432 |
10 |
3,175.0 |
2,978.0 |
197.0 |
6.3% |
35.0 |
1.1% |
73% |
False |
False |
878,008 |
20 |
3,175.0 |
2,902.0 |
273.0 |
8.7% |
44.4 |
1.4% |
81% |
False |
False |
793,775 |
40 |
3,175.0 |
2,902.0 |
273.0 |
8.7% |
40.0 |
1.3% |
81% |
False |
False |
401,370 |
60 |
3,175.0 |
2,868.0 |
307.0 |
9.8% |
42.8 |
1.4% |
83% |
False |
False |
268,253 |
80 |
3,175.0 |
2,847.0 |
328.0 |
10.5% |
39.9 |
1.3% |
84% |
False |
False |
201,325 |
100 |
3,175.0 |
2,847.0 |
328.0 |
10.5% |
34.1 |
1.1% |
84% |
False |
False |
161,208 |
120 |
3,175.0 |
2,847.0 |
328.0 |
10.5% |
30.5 |
1.0% |
84% |
False |
False |
134,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,339.3 |
2.618 |
3,265.8 |
1.618 |
3,220.8 |
1.000 |
3,193.0 |
0.618 |
3,175.8 |
HIGH |
3,148.0 |
0.618 |
3,130.8 |
0.500 |
3,125.5 |
0.382 |
3,120.2 |
LOW |
3,103.0 |
0.618 |
3,075.2 |
1.000 |
3,058.0 |
1.618 |
3,030.2 |
2.618 |
2,985.2 |
4.250 |
2,911.8 |
|
|
Fisher Pivots for day following 07-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
3,125.5 |
3,139.0 |
PP |
3,124.3 |
3,133.3 |
S1 |
3,123.2 |
3,127.7 |
|