Trading Metrics calculated at close of trading on 08-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2014 |
08-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
5,382.0 |
5,393.0 |
11.0 |
0.2% |
5,374.0 |
High |
5,414.0 |
5,416.0 |
2.0 |
0.0% |
5,424.0 |
Low |
5,381.0 |
5,388.0 |
7.0 |
0.1% |
5,346.0 |
Close |
5,408.0 |
5,404.0 |
-4.0 |
-0.1% |
5,422.0 |
Range |
33.0 |
28.0 |
-5.0 |
-15.2% |
78.0 |
ATR |
44.0 |
42.8 |
-1.1 |
-2.6% |
0.0 |
Volume |
14,869 |
15,657 |
788 |
5.3% |
104,116 |
|
Daily Pivots for day following 08-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,486.7 |
5,473.3 |
5,419.4 |
|
R3 |
5,458.7 |
5,445.3 |
5,411.7 |
|
R2 |
5,430.7 |
5,430.7 |
5,409.1 |
|
R1 |
5,417.3 |
5,417.3 |
5,406.6 |
5,424.0 |
PP |
5,402.7 |
5,402.7 |
5,402.7 |
5,406.0 |
S1 |
5,389.3 |
5,389.3 |
5,401.4 |
5,396.0 |
S2 |
5,374.7 |
5,374.7 |
5,398.9 |
|
S3 |
5,346.7 |
5,361.3 |
5,396.3 |
|
S4 |
5,318.7 |
5,333.3 |
5,388.6 |
|
|
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 |
5,381.0 |
43.0 |
0.8% |
29.0 |
0.5% |
53% |
False |
False |
16,225 |
10 |
5,424.0 |
5,305.0 |
119.0 |
2.2% |
37.4 |
0.7% |
83% |
False |
False |
19,709 |
20 |
5,430.0 |
5,286.0 |
144.0 |
2.7% |
39.6 |
0.7% |
82% |
False |
False |
29,745 |
40 |
5,473.0 |
5,230.0 |
243.0 |
4.5% |
29.4 |
0.5% |
72% |
False |
False |
14,954 |
60 |
5,473.0 |
4,998.0 |
475.0 |
8.8% |
24.3 |
0.4% |
85% |
False |
False |
9,996 |
80 |
5,473.0 |
4,998.0 |
475.0 |
8.8% |
20.4 |
0.4% |
85% |
False |
False |
7,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,535.0 |
2.618 |
5,489.3 |
1.618 |
5,461.3 |
1.000 |
5,444.0 |
0.618 |
5,433.3 |
HIGH |
5,416.0 |
0.618 |
5,405.3 |
0.500 |
5,402.0 |
0.382 |
5,398.7 |
LOW |
5,388.0 |
0.618 |
5,370.7 |
1.000 |
5,360.0 |
1.618 |
5,342.7 |
2.618 |
5,314.7 |
4.250 |
5,269.0 |
|
|
Fisher Pivots for day following 08-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
5,403.3 |
5,403.5 |
PP |
5,402.7 |
5,403.0 |
S1 |
5,402.0 |
5,402.5 |
|