Trading Metrics calculated at close of trading on 03-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
5,410.0 |
5,416.0 |
6.0 |
0.1% |
5,307.0 |
High |
5,415.0 |
5,419.0 |
4.0 |
0.1% |
5,397.0 |
Low |
5,384.0 |
5,398.0 |
14.0 |
0.3% |
5,297.0 |
Close |
5,399.0 |
5,410.0 |
11.0 |
0.2% |
5,356.0 |
Range |
31.0 |
21.0 |
-10.0 |
-32.3% |
100.0 |
ATR |
47.0 |
45.1 |
-1.9 |
-3.9% |
0.0 |
Volume |
20,872 |
14,014 |
-6,858 |
-32.9% |
106,460 |
|
Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,472.0 |
5,462.0 |
5,421.6 |
|
R3 |
5,451.0 |
5,441.0 |
5,415.8 |
|
R2 |
5,430.0 |
5,430.0 |
5,413.9 |
|
R1 |
5,420.0 |
5,420.0 |
5,411.9 |
5,414.5 |
PP |
5,409.0 |
5,409.0 |
5,409.0 |
5,406.3 |
S1 |
5,399.0 |
5,399.0 |
5,408.1 |
5,393.5 |
S2 |
5,388.0 |
5,388.0 |
5,406.2 |
|
S3 |
5,367.0 |
5,378.0 |
5,404.2 |
|
S4 |
5,346.0 |
5,357.0 |
5,398.5 |
|
|
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 |
5,419.0 |
5,333.0 |
86.0 |
1.6% |
37.6 |
0.7% |
90% |
True |
False |
20,521 |
10 |
5,419.0 |
5,297.0 |
122.0 |
2.3% |
42.0 |
0.8% |
93% |
True |
False |
21,657 |
20 |
5,473.0 |
5,286.0 |
187.0 |
3.5% |
38.7 |
0.7% |
66% |
False |
False |
27,496 |
40 |
5,473.0 |
5,107.0 |
366.0 |
6.8% |
27.5 |
0.5% |
83% |
False |
False |
13,802 |
60 |
5,473.0 |
4,998.0 |
475.0 |
8.8% |
23.5 |
0.4% |
87% |
False |
False |
9,227 |
80 |
5,473.0 |
4,998.0 |
475.0 |
8.8% |
20.6 |
0.4% |
87% |
False |
False |
6,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,508.3 |
2.618 |
5,474.0 |
1.618 |
5,453.0 |
1.000 |
5,440.0 |
0.618 |
5,432.0 |
HIGH |
5,419.0 |
0.618 |
5,411.0 |
0.500 |
5,408.5 |
0.382 |
5,406.0 |
LOW |
5,398.0 |
0.618 |
5,385.0 |
1.000 |
5,377.0 |
1.618 |
5,364.0 |
2.618 |
5,343.0 |
4.250 |
5,308.8 |
|
|
Fisher Pivots for day following 03-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
5,409.5 |
5,400.8 |
PP |
5,409.0 |
5,391.7 |
S1 |
5,408.5 |
5,382.5 |
|