Trading Metrics calculated at close of trading on 04-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2014 |
04-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
5,416.0 |
5,404.0 |
-12.0 |
-0.2% |
5,374.0 |
High |
5,419.0 |
5,424.0 |
5.0 |
0.1% |
5,424.0 |
Low |
5,398.0 |
5,392.0 |
-6.0 |
-0.1% |
5,346.0 |
Close |
5,410.0 |
5,422.0 |
12.0 |
0.2% |
5,422.0 |
Range |
21.0 |
32.0 |
11.0 |
52.4% |
78.0 |
ATR |
45.1 |
44.2 |
-0.9 |
-2.1% |
0.0 |
Volume |
14,014 |
15,715 |
1,701 |
12.1% |
104,116 |
|
Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,508.7 |
5,497.3 |
5,439.6 |
|
R3 |
5,476.7 |
5,465.3 |
5,430.8 |
|
R2 |
5,444.7 |
5,444.7 |
5,427.9 |
|
R1 |
5,433.3 |
5,433.3 |
5,424.9 |
5,439.0 |
PP |
5,412.7 |
5,412.7 |
5,412.7 |
5,415.5 |
S1 |
5,401.3 |
5,401.3 |
5,419.1 |
5,407.0 |
S2 |
5,380.7 |
5,380.7 |
5,416.1 |
|
S3 |
5,348.7 |
5,369.3 |
5,413.2 |
|
S4 |
5,316.7 |
5,337.3 |
5,404.4 |
|
|
Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,631.3 |
5,604.7 |
5,464.9 |
|
R3 |
5,553.3 |
5,526.7 |
5,443.5 |
|
R2 |
5,475.3 |
5,475.3 |
5,436.3 |
|
R1 |
5,448.7 |
5,448.7 |
5,429.2 |
5,462.0 |
PP |
5,397.3 |
5,397.3 |
5,397.3 |
5,404.0 |
S1 |
5,370.7 |
5,370.7 |
5,414.9 |
5,384.0 |
S2 |
5,319.3 |
5,319.3 |
5,407.7 |
|
S3 |
5,241.3 |
5,292.7 |
5,400.6 |
|
S4 |
5,163.3 |
5,214.7 |
5,379.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,424.0 |
5,346.0 |
78.0 |
1.4% |
36.2 |
0.7% |
97% |
True |
False |
20,823 |
10 |
5,424.0 |
5,297.0 |
127.0 |
2.3% |
40.7 |
0.8% |
98% |
True |
False |
21,057 |
20 |
5,447.0 |
5,286.0 |
161.0 |
3.0% |
39.1 |
0.7% |
84% |
False |
False |
28,279 |
40 |
5,473.0 |
5,142.0 |
331.0 |
6.1% |
28.3 |
0.5% |
85% |
False |
False |
14,193 |
60 |
5,473.0 |
4,998.0 |
475.0 |
8.8% |
24.1 |
0.4% |
89% |
False |
False |
9,489 |
80 |
5,473.0 |
4,998.0 |
475.0 |
8.8% |
20.9 |
0.4% |
89% |
False |
False |
7,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,560.0 |
2.618 |
5,507.8 |
1.618 |
5,475.8 |
1.000 |
5,456.0 |
0.618 |
5,443.8 |
HIGH |
5,424.0 |
0.618 |
5,411.8 |
0.500 |
5,408.0 |
0.382 |
5,404.2 |
LOW |
5,392.0 |
0.618 |
5,372.2 |
1.000 |
5,360.0 |
1.618 |
5,340.2 |
2.618 |
5,308.2 |
4.250 |
5,256.0 |
|
|
Fisher Pivots for day following 04-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
5,417.3 |
5,416.0 |
PP |
5,412.7 |
5,410.0 |
S1 |
5,408.0 |
5,404.0 |
|