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 |
9,656.5 |
9,663.5 |
7.0 |
0.1% |
9,642.0 |
High |
9,712.0 |
9,741.0 |
29.0 |
0.3% |
9,741.0 |
Low |
9,610.5 |
9,634.5 |
24.0 |
0.2% |
9,562.0 |
Close |
9,645.0 |
9,706.0 |
61.0 |
0.6% |
9,706.0 |
Range |
101.5 |
106.5 |
5.0 |
4.9% |
179.0 |
ATR |
137.9 |
135.7 |
-2.2 |
-1.6% |
0.0 |
Volume |
101,001 |
131,763 |
30,762 |
30.5% |
463,492 |
|
Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,013.3 |
9,966.2 |
9,764.6 |
|
R3 |
9,906.8 |
9,859.7 |
9,735.3 |
|
R2 |
9,800.3 |
9,800.3 |
9,725.5 |
|
R1 |
9,753.2 |
9,753.2 |
9,715.8 |
9,776.8 |
PP |
9,693.8 |
9,693.8 |
9,693.8 |
9,705.6 |
S1 |
9,646.7 |
9,646.7 |
9,696.2 |
9,670.3 |
S2 |
9,587.3 |
9,587.3 |
9,686.5 |
|
S3 |
9,480.8 |
9,540.2 |
9,676.7 |
|
S4 |
9,374.3 |
9,433.7 |
9,647.4 |
|
|
Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,206.7 |
10,135.3 |
9,804.5 |
|
R3 |
10,027.7 |
9,956.3 |
9,755.2 |
|
R2 |
9,848.7 |
9,848.7 |
9,738.8 |
|
R1 |
9,777.3 |
9,777.3 |
9,722.4 |
9,813.0 |
PP |
9,669.7 |
9,669.7 |
9,669.7 |
9,687.5 |
S1 |
9,598.3 |
9,598.3 |
9,689.6 |
9,634.0 |
S2 |
9,490.7 |
9,490.7 |
9,673.2 |
|
S3 |
9,311.7 |
9,419.3 |
9,656.8 |
|
S4 |
9,132.7 |
9,240.3 |
9,607.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,741.0 |
9,562.0 |
179.0 |
1.8% |
79.5 |
0.8% |
80% |
True |
False |
92,698 |
10 |
9,741.0 |
9,197.5 |
543.5 |
5.6% |
103.6 |
1.1% |
94% |
True |
False |
98,289 |
20 |
9,741.0 |
8,934.5 |
806.5 |
8.3% |
139.3 |
1.4% |
96% |
True |
False |
69,130 |
40 |
9,755.5 |
8,934.5 |
821.0 |
8.5% |
124.5 |
1.3% |
94% |
False |
False |
34,966 |
60 |
9,819.0 |
8,934.5 |
884.5 |
9.1% |
131.2 |
1.4% |
87% |
False |
False |
23,364 |
80 |
9,819.0 |
8,934.5 |
884.5 |
9.1% |
119.3 |
1.2% |
87% |
False |
False |
17,548 |
100 |
9,819.0 |
8,934.5 |
884.5 |
9.1% |
108.0 |
1.1% |
87% |
False |
False |
14,055 |
120 |
9,819.0 |
8,725.5 |
1,093.5 |
11.3% |
98.0 |
1.0% |
90% |
False |
False |
11,727 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,193.6 |
2.618 |
10,019.8 |
1.618 |
9,913.3 |
1.000 |
9,847.5 |
0.618 |
9,806.8 |
HIGH |
9,741.0 |
0.618 |
9,700.3 |
0.500 |
9,687.8 |
0.382 |
9,675.2 |
LOW |
9,634.5 |
0.618 |
9,568.7 |
1.000 |
9,528.0 |
1.618 |
9,462.2 |
2.618 |
9,355.7 |
4.250 |
9,181.9 |
|
|
Fisher Pivots for day following 04-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
9,699.9 |
9,695.9 |
PP |
9,693.8 |
9,685.8 |
S1 |
9,687.8 |
9,675.8 |
|