Trading Metrics calculated at close of trading on 02-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2014 |
02-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
5,396.0 |
5,410.0 |
14.0 |
0.3% |
5,307.0 |
High |
5,396.0 |
5,415.0 |
19.0 |
0.4% |
5,397.0 |
Low |
5,346.0 |
5,384.0 |
38.0 |
0.7% |
5,297.0 |
Close |
5,383.0 |
5,399.0 |
16.0 |
0.3% |
5,356.0 |
Range |
50.0 |
31.0 |
-19.0 |
-38.0% |
100.0 |
ATR |
48.1 |
47.0 |
-1.2 |
-2.4% |
0.0 |
Volume |
26,816 |
20,872 |
-5,944 |
-22.2% |
106,460 |
|
Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,492.3 |
5,476.7 |
5,416.1 |
|
R3 |
5,461.3 |
5,445.7 |
5,407.5 |
|
R2 |
5,430.3 |
5,430.3 |
5,404.7 |
|
R1 |
5,414.7 |
5,414.7 |
5,401.8 |
5,407.0 |
PP |
5,399.3 |
5,399.3 |
5,399.3 |
5,395.5 |
S1 |
5,383.7 |
5,383.7 |
5,396.2 |
5,376.0 |
S2 |
5,368.3 |
5,368.3 |
5,393.3 |
|
S3 |
5,337.3 |
5,352.7 |
5,390.5 |
|
S4 |
5,306.3 |
5,321.7 |
5,382.0 |
|
|
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% |
43.2 |
0.8% |
83% |
False |
False |
22,349 |
10 |
5,418.0 |
5,286.0 |
132.0 |
2.4% |
45.9 |
0.9% |
86% |
False |
False |
23,331 |
20 |
5,473.0 |
5,286.0 |
187.0 |
3.5% |
38.3 |
0.7% |
60% |
False |
False |
26,805 |
40 |
5,473.0 |
5,050.0 |
423.0 |
7.8% |
27.5 |
0.5% |
83% |
False |
False |
13,453 |
60 |
5,473.0 |
4,998.0 |
475.0 |
8.8% |
23.4 |
0.4% |
84% |
False |
False |
8,994 |
80 |
5,473.0 |
4,998.0 |
475.0 |
8.8% |
20.3 |
0.4% |
84% |
False |
False |
6,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,546.8 |
2.618 |
5,496.2 |
1.618 |
5,465.2 |
1.000 |
5,446.0 |
0.618 |
5,434.2 |
HIGH |
5,415.0 |
0.618 |
5,403.2 |
0.500 |
5,399.5 |
0.382 |
5,395.8 |
LOW |
5,384.0 |
0.618 |
5,364.8 |
1.000 |
5,353.0 |
1.618 |
5,333.8 |
2.618 |
5,302.8 |
4.250 |
5,252.3 |
|
|
Fisher Pivots for day following 02-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
5,399.5 |
5,393.3 |
PP |
5,399.3 |
5,387.7 |
S1 |
5,399.2 |
5,382.0 |
|