Trading Metrics calculated at close of trading on 07-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2014 |
07-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
5,404.0 |
5,382.0 |
-22.0 |
-0.4% |
5,374.0 |
High |
5,424.0 |
5,414.0 |
-10.0 |
-0.2% |
5,424.0 |
Low |
5,392.0 |
5,381.0 |
-11.0 |
-0.2% |
5,346.0 |
Close |
5,422.0 |
5,408.0 |
-14.0 |
-0.3% |
5,422.0 |
Range |
32.0 |
33.0 |
1.0 |
3.1% |
78.0 |
ATR |
44.2 |
44.0 |
-0.2 |
-0.5% |
0.0 |
Volume |
15,715 |
14,869 |
-846 |
-5.4% |
104,116 |
|
Daily Pivots for day following 07-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,500.0 |
5,487.0 |
5,426.2 |
|
R3 |
5,467.0 |
5,454.0 |
5,417.1 |
|
R2 |
5,434.0 |
5,434.0 |
5,414.1 |
|
R1 |
5,421.0 |
5,421.0 |
5,411.0 |
5,427.5 |
PP |
5,401.0 |
5,401.0 |
5,401.0 |
5,404.3 |
S1 |
5,388.0 |
5,388.0 |
5,405.0 |
5,394.5 |
S2 |
5,368.0 |
5,368.0 |
5,402.0 |
|
S3 |
5,335.0 |
5,355.0 |
5,398.9 |
|
S4 |
5,302.0 |
5,322.0 |
5,389.9 |
|
|
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% |
33.4 |
0.6% |
79% |
False |
False |
18,457 |
10 |
5,424.0 |
5,305.0 |
119.0 |
2.2% |
38.3 |
0.7% |
87% |
False |
False |
20,643 |
20 |
5,434.0 |
5,286.0 |
148.0 |
2.7% |
39.1 |
0.7% |
82% |
False |
False |
28,990 |
40 |
5,473.0 |
5,153.0 |
320.0 |
5.9% |
28.7 |
0.5% |
80% |
False |
False |
14,564 |
60 |
5,473.0 |
4,998.0 |
475.0 |
8.8% |
24.4 |
0.5% |
86% |
False |
False |
9,736 |
80 |
5,473.0 |
4,998.0 |
475.0 |
8.8% |
21.1 |
0.4% |
86% |
False |
False |
7,313 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,554.3 |
2.618 |
5,500.4 |
1.618 |
5,467.4 |
1.000 |
5,447.0 |
0.618 |
5,434.4 |
HIGH |
5,414.0 |
0.618 |
5,401.4 |
0.500 |
5,397.5 |
0.382 |
5,393.6 |
LOW |
5,381.0 |
0.618 |
5,360.6 |
1.000 |
5,348.0 |
1.618 |
5,327.6 |
2.618 |
5,294.6 |
4.250 |
5,240.8 |
|
|
Fisher Pivots for day following 07-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
5,404.5 |
5,406.2 |
PP |
5,401.0 |
5,404.3 |
S1 |
5,397.5 |
5,402.5 |
|