Trading Metrics calculated at close of trading on 09-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2014 |
09-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
5,393.0 |
5,429.0 |
36.0 |
0.7% |
5,374.0 |
High |
5,416.0 |
5,476.0 |
60.0 |
1.1% |
5,424.0 |
Low |
5,388.0 |
5,429.0 |
41.0 |
0.8% |
5,346.0 |
Close |
5,404.0 |
5,464.0 |
60.0 |
1.1% |
5,422.0 |
Range |
28.0 |
47.0 |
19.0 |
67.9% |
78.0 |
ATR |
42.8 |
44.9 |
2.1 |
4.9% |
0.0 |
Volume |
15,657 |
31,516 |
15,859 |
101.3% |
104,116 |
|
Daily Pivots for day following 09-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,597.3 |
5,577.7 |
5,489.9 |
|
R3 |
5,550.3 |
5,530.7 |
5,476.9 |
|
R2 |
5,503.3 |
5,503.3 |
5,472.6 |
|
R1 |
5,483.7 |
5,483.7 |
5,468.3 |
5,493.5 |
PP |
5,456.3 |
5,456.3 |
5,456.3 |
5,461.3 |
S1 |
5,436.7 |
5,436.7 |
5,459.7 |
5,446.5 |
S2 |
5,409.3 |
5,409.3 |
5,455.4 |
|
S3 |
5,362.3 |
5,389.7 |
5,451.1 |
|
S4 |
5,315.3 |
5,342.7 |
5,438.2 |
|
|
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 |
5,476.0 |
5,381.0 |
95.0 |
1.7% |
32.2 |
0.6% |
87% |
True |
False |
18,354 |
10 |
5,476.0 |
5,305.0 |
171.0 |
3.1% |
37.7 |
0.7% |
93% |
True |
False |
20,351 |
20 |
5,476.0 |
5,286.0 |
190.0 |
3.5% |
39.8 |
0.7% |
94% |
True |
False |
31,308 |
40 |
5,476.0 |
5,261.0 |
215.0 |
3.9% |
29.7 |
0.5% |
94% |
True |
False |
15,738 |
60 |
5,476.0 |
4,998.0 |
478.0 |
8.7% |
25.1 |
0.5% |
97% |
True |
False |
10,521 |
80 |
5,476.0 |
4,998.0 |
478.0 |
8.7% |
21.0 |
0.4% |
97% |
True |
False |
7,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,675.8 |
2.618 |
5,599.0 |
1.618 |
5,552.0 |
1.000 |
5,523.0 |
0.618 |
5,505.0 |
HIGH |
5,476.0 |
0.618 |
5,458.0 |
0.500 |
5,452.5 |
0.382 |
5,447.0 |
LOW |
5,429.0 |
0.618 |
5,400.0 |
1.000 |
5,382.0 |
1.618 |
5,353.0 |
2.618 |
5,306.0 |
4.250 |
5,229.3 |
|
|
Fisher Pivots for day following 09-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
5,460.2 |
5,452.2 |
PP |
5,456.3 |
5,440.3 |
S1 |
5,452.5 |
5,428.5 |
|