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 |
3,122.0 |
3,107.0 |
-15.0 |
-0.5% |
3,117.0 |
High |
3,130.0 |
3,133.0 |
3.0 |
0.1% |
3,175.0 |
Low |
3,080.0 |
3,107.0 |
27.0 |
0.9% |
3,091.0 |
Close |
3,109.0 |
3,116.0 |
7.0 |
0.2% |
3,162.0 |
Range |
50.0 |
26.0 |
-24.0 |
-48.0% |
84.0 |
ATR |
45.7 |
44.3 |
-1.4 |
-3.1% |
0.0 |
Volume |
708,629 |
1,212,266 |
503,637 |
71.1% |
4,180,355 |
|
Daily Pivots for day following 09-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,196.7 |
3,182.3 |
3,130.3 |
|
R3 |
3,170.7 |
3,156.3 |
3,123.2 |
|
R2 |
3,144.7 |
3,144.7 |
3,120.8 |
|
R1 |
3,130.3 |
3,130.3 |
3,118.4 |
3,137.5 |
PP |
3,118.7 |
3,118.7 |
3,118.7 |
3,122.3 |
S1 |
3,104.3 |
3,104.3 |
3,113.6 |
3,111.5 |
S2 |
3,092.7 |
3,092.7 |
3,111.2 |
|
S3 |
3,066.7 |
3,078.3 |
3,108.9 |
|
S4 |
3,040.7 |
3,052.3 |
3,101.7 |
|
|
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 |
3,080.0 |
95.0 |
3.0% |
40.0 |
1.3% |
38% |
False |
False |
1,008,465 |
10 |
3,175.0 |
3,048.0 |
127.0 |
4.1% |
33.3 |
1.1% |
54% |
False |
False |
894,840 |
20 |
3,175.0 |
2,902.0 |
273.0 |
8.8% |
43.6 |
1.4% |
78% |
False |
False |
870,989 |
40 |
3,175.0 |
2,902.0 |
273.0 |
8.8% |
40.2 |
1.3% |
78% |
False |
False |
449,380 |
60 |
3,175.0 |
2,868.0 |
307.0 |
9.9% |
42.7 |
1.4% |
81% |
False |
False |
300,261 |
80 |
3,175.0 |
2,847.0 |
328.0 |
10.5% |
40.2 |
1.3% |
82% |
False |
False |
225,332 |
100 |
3,175.0 |
2,847.0 |
328.0 |
10.5% |
34.8 |
1.1% |
82% |
False |
False |
180,417 |
120 |
3,175.0 |
2,847.0 |
328.0 |
10.5% |
30.9 |
1.0% |
82% |
False |
False |
150,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,243.5 |
2.618 |
3,201.1 |
1.618 |
3,175.1 |
1.000 |
3,159.0 |
0.618 |
3,149.1 |
HIGH |
3,133.0 |
0.618 |
3,123.1 |
0.500 |
3,120.0 |
0.382 |
3,116.9 |
LOW |
3,107.0 |
0.618 |
3,090.9 |
1.000 |
3,081.0 |
1.618 |
3,064.9 |
2.618 |
3,038.9 |
4.250 |
2,996.5 |
|
|
Fisher Pivots for day following 09-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
3,120.0 |
3,115.3 |
PP |
3,118.7 |
3,114.7 |
S1 |
3,117.3 |
3,114.0 |
|