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 |
3,107.0 |
3,127.0 |
20.0 |
0.6% |
3,117.0 |
High |
3,133.0 |
3,134.0 |
1.0 |
0.0% |
3,175.0 |
Low |
3,107.0 |
3,051.0 |
-56.0 |
-1.8% |
3,091.0 |
Close |
3,116.0 |
3,088.0 |
-28.0 |
-0.9% |
3,162.0 |
Range |
26.0 |
83.0 |
57.0 |
219.2% |
84.0 |
ATR |
44.3 |
47.1 |
2.8 |
6.2% |
0.0 |
Volume |
1,212,266 |
1,361,891 |
149,625 |
12.3% |
4,180,355 |
|
Daily Pivots for day following 10-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,340.0 |
3,297.0 |
3,133.7 |
|
R3 |
3,257.0 |
3,214.0 |
3,110.8 |
|
R2 |
3,174.0 |
3,174.0 |
3,103.2 |
|
R1 |
3,131.0 |
3,131.0 |
3,095.6 |
3,111.0 |
PP |
3,091.0 |
3,091.0 |
3,091.0 |
3,081.0 |
S1 |
3,048.0 |
3,048.0 |
3,080.4 |
3,028.0 |
S2 |
3,008.0 |
3,008.0 |
3,072.8 |
|
S3 |
2,925.0 |
2,965.0 |
3,065.2 |
|
S4 |
2,842.0 |
2,882.0 |
3,042.4 |
|
|
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 |
3,051.0 |
124.0 |
4.0% |
48.6 |
1.6% |
30% |
False |
True |
1,088,697 |
10 |
3,175.0 |
3,051.0 |
124.0 |
4.0% |
39.2 |
1.3% |
30% |
False |
True |
942,108 |
20 |
3,175.0 |
2,902.0 |
273.0 |
8.8% |
45.9 |
1.5% |
68% |
False |
False |
923,635 |
40 |
3,175.0 |
2,902.0 |
273.0 |
8.8% |
41.6 |
1.3% |
68% |
False |
False |
483,425 |
60 |
3,175.0 |
2,868.0 |
307.0 |
9.9% |
43.2 |
1.4% |
72% |
False |
False |
322,958 |
80 |
3,175.0 |
2,847.0 |
328.0 |
10.6% |
40.8 |
1.3% |
73% |
False |
False |
242,355 |
100 |
3,175.0 |
2,847.0 |
328.0 |
10.6% |
35.4 |
1.1% |
73% |
False |
False |
193,960 |
120 |
3,175.0 |
2,847.0 |
328.0 |
10.6% |
31.6 |
1.0% |
73% |
False |
False |
161,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,486.8 |
2.618 |
3,351.3 |
1.618 |
3,268.3 |
1.000 |
3,217.0 |
0.618 |
3,185.3 |
HIGH |
3,134.0 |
0.618 |
3,102.3 |
0.500 |
3,092.5 |
0.382 |
3,082.7 |
LOW |
3,051.0 |
0.618 |
2,999.7 |
1.000 |
2,968.0 |
1.618 |
2,916.7 |
2.618 |
2,833.7 |
4.250 |
2,698.3 |
|
|
Fisher Pivots for day following 10-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
3,092.5 |
3,092.5 |
PP |
3,091.0 |
3,091.0 |
S1 |
3,089.5 |
3,089.5 |
|