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 |
5,374.0 |
5,396.0 |
22.0 |
0.4% |
5,307.0 |
High |
5,418.0 |
5,396.0 |
-22.0 |
-0.4% |
5,397.0 |
Low |
5,371.0 |
5,346.0 |
-25.0 |
-0.5% |
5,297.0 |
Close |
5,393.0 |
5,383.0 |
-10.0 |
-0.2% |
5,356.0 |
Range |
47.0 |
50.0 |
3.0 |
6.4% |
100.0 |
ATR |
48.0 |
48.1 |
0.1 |
0.3% |
0.0 |
Volume |
26,699 |
26,816 |
117 |
0.4% |
106,460 |
|
Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,525.0 |
5,504.0 |
5,410.5 |
|
R3 |
5,475.0 |
5,454.0 |
5,396.8 |
|
R2 |
5,425.0 |
5,425.0 |
5,392.2 |
|
R1 |
5,404.0 |
5,404.0 |
5,387.6 |
5,389.5 |
PP |
5,375.0 |
5,375.0 |
5,375.0 |
5,367.8 |
S1 |
5,354.0 |
5,354.0 |
5,378.4 |
5,339.5 |
S2 |
5,325.0 |
5,325.0 |
5,373.8 |
|
S3 |
5,275.0 |
5,304.0 |
5,369.3 |
|
S4 |
5,225.0 |
5,254.0 |
5,355.5 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,650.0 |
5,603.0 |
5,411.0 |
|
R3 |
5,550.0 |
5,503.0 |
5,383.5 |
|
R2 |
5,450.0 |
5,450.0 |
5,374.3 |
|
R1 |
5,403.0 |
5,403.0 |
5,365.2 |
5,426.5 |
PP |
5,350.0 |
5,350.0 |
5,350.0 |
5,361.8 |
S1 |
5,303.0 |
5,303.0 |
5,346.8 |
5,326.5 |
S2 |
5,250.0 |
5,250.0 |
5,337.7 |
|
S3 |
5,150.0 |
5,203.0 |
5,328.5 |
|
S4 |
5,050.0 |
5,103.0 |
5,301.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,418.0 |
5,305.0 |
113.0 |
2.1% |
45.8 |
0.9% |
69% |
False |
False |
23,193 |
10 |
5,418.0 |
5,286.0 |
132.0 |
2.5% |
46.6 |
0.9% |
73% |
False |
False |
28,465 |
20 |
5,473.0 |
5,286.0 |
187.0 |
3.5% |
37.8 |
0.7% |
52% |
False |
False |
25,771 |
40 |
5,473.0 |
4,998.0 |
475.0 |
8.8% |
27.8 |
0.5% |
81% |
False |
False |
12,934 |
60 |
5,473.0 |
4,998.0 |
475.0 |
8.8% |
22.9 |
0.4% |
81% |
False |
False |
8,646 |
80 |
5,473.0 |
4,998.0 |
475.0 |
8.8% |
19.9 |
0.4% |
81% |
False |
False |
6,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,608.5 |
2.618 |
5,526.9 |
1.618 |
5,476.9 |
1.000 |
5,446.0 |
0.618 |
5,426.9 |
HIGH |
5,396.0 |
0.618 |
5,376.9 |
0.500 |
5,371.0 |
0.382 |
5,365.1 |
LOW |
5,346.0 |
0.618 |
5,315.1 |
1.000 |
5,296.0 |
1.618 |
5,265.1 |
2.618 |
5,215.1 |
4.250 |
5,133.5 |
|
|
Fisher Pivots for day following 01-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
5,379.0 |
5,380.5 |
PP |
5,375.0 |
5,378.0 |
S1 |
5,371.0 |
5,375.5 |
|