Trading Metrics calculated at close of trading on 10-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2014 |
10-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
5,429.0 |
5,495.0 |
66.0 |
1.2% |
5,374.0 |
High |
5,476.0 |
5,503.0 |
27.0 |
0.5% |
5,424.0 |
Low |
5,429.0 |
5,472.0 |
43.0 |
0.8% |
5,346.0 |
Close |
5,464.0 |
5,476.0 |
12.0 |
0.2% |
5,422.0 |
Range |
47.0 |
31.0 |
-16.0 |
-34.0% |
78.0 |
ATR |
44.9 |
44.5 |
-0.4 |
-0.9% |
0.0 |
Volume |
31,516 |
19,621 |
-11,895 |
-37.7% |
104,116 |
|
Daily Pivots for day following 10-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,576.7 |
5,557.3 |
5,493.1 |
|
R3 |
5,545.7 |
5,526.3 |
5,484.5 |
|
R2 |
5,514.7 |
5,514.7 |
5,481.7 |
|
R1 |
5,495.3 |
5,495.3 |
5,478.8 |
5,489.5 |
PP |
5,483.7 |
5,483.7 |
5,483.7 |
5,480.8 |
S1 |
5,464.3 |
5,464.3 |
5,473.2 |
5,458.5 |
S2 |
5,452.7 |
5,452.7 |
5,470.3 |
|
S3 |
5,421.7 |
5,433.3 |
5,467.5 |
|
S4 |
5,390.7 |
5,402.3 |
5,459.0 |
|
|
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 |
5,503.0 |
5,381.0 |
122.0 |
2.2% |
34.2 |
0.6% |
78% |
True |
False |
19,475 |
10 |
5,503.0 |
5,333.0 |
170.0 |
3.1% |
35.9 |
0.7% |
84% |
True |
False |
19,998 |
20 |
5,503.0 |
5,286.0 |
217.0 |
4.0% |
39.5 |
0.7% |
88% |
True |
False |
32,206 |
40 |
5,503.0 |
5,286.0 |
217.0 |
4.0% |
30.3 |
0.6% |
88% |
True |
False |
16,225 |
60 |
5,503.0 |
4,998.0 |
505.0 |
9.2% |
25.5 |
0.5% |
95% |
True |
False |
10,848 |
80 |
5,503.0 |
4,998.0 |
505.0 |
9.2% |
21.4 |
0.4% |
95% |
True |
False |
8,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,634.8 |
2.618 |
5,584.2 |
1.618 |
5,553.2 |
1.000 |
5,534.0 |
0.618 |
5,522.2 |
HIGH |
5,503.0 |
0.618 |
5,491.2 |
0.500 |
5,487.5 |
0.382 |
5,483.8 |
LOW |
5,472.0 |
0.618 |
5,452.8 |
1.000 |
5,441.0 |
1.618 |
5,421.8 |
2.618 |
5,390.8 |
4.250 |
5,340.3 |
|
|
Fisher Pivots for day following 10-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
5,487.5 |
5,465.8 |
PP |
5,483.7 |
5,455.7 |
S1 |
5,479.8 |
5,445.5 |
|