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 |
9,663.5 |
9,629.0 |
-34.5 |
-0.4% |
9,642.0 |
High |
9,741.0 |
9,642.0 |
-99.0 |
-1.0% |
9,741.0 |
Low |
9,634.5 |
9,472.0 |
-162.5 |
-1.7% |
9,562.0 |
Close |
9,706.0 |
9,524.0 |
-182.0 |
-1.9% |
9,706.0 |
Range |
106.5 |
170.0 |
63.5 |
59.6% |
179.0 |
ATR |
135.7 |
142.7 |
7.0 |
5.2% |
0.0 |
Volume |
131,763 |
120,227 |
-11,536 |
-8.8% |
463,492 |
|
Daily Pivots for day following 07-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,056.0 |
9,960.0 |
9,617.5 |
|
R3 |
9,886.0 |
9,790.0 |
9,570.8 |
|
R2 |
9,716.0 |
9,716.0 |
9,555.2 |
|
R1 |
9,620.0 |
9,620.0 |
9,539.6 |
9,583.0 |
PP |
9,546.0 |
9,546.0 |
9,546.0 |
9,527.5 |
S1 |
9,450.0 |
9,450.0 |
9,508.4 |
9,413.0 |
S2 |
9,376.0 |
9,376.0 |
9,492.8 |
|
S3 |
9,206.0 |
9,280.0 |
9,477.3 |
|
S4 |
9,036.0 |
9,110.0 |
9,430.5 |
|
|
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 |
9,472.0 |
269.0 |
2.8% |
94.9 |
1.0% |
19% |
False |
True |
102,585 |
10 |
9,741.0 |
9,197.5 |
543.5 |
5.7% |
109.6 |
1.2% |
60% |
False |
False |
100,145 |
20 |
9,741.0 |
8,934.5 |
806.5 |
8.5% |
137.4 |
1.4% |
73% |
False |
False |
75,064 |
40 |
9,755.5 |
8,934.5 |
821.0 |
8.6% |
126.0 |
1.3% |
72% |
False |
False |
37,968 |
60 |
9,819.0 |
8,934.5 |
884.5 |
9.3% |
132.5 |
1.4% |
67% |
False |
False |
25,365 |
80 |
9,819.0 |
8,934.5 |
884.5 |
9.3% |
120.8 |
1.3% |
67% |
False |
False |
19,051 |
100 |
9,819.0 |
8,934.5 |
884.5 |
9.3% |
108.9 |
1.1% |
67% |
False |
False |
15,257 |
120 |
9,819.0 |
8,725.5 |
1,093.5 |
11.5% |
99.3 |
1.0% |
73% |
False |
False |
12,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,364.5 |
2.618 |
10,087.1 |
1.618 |
9,917.1 |
1.000 |
9,812.0 |
0.618 |
9,747.1 |
HIGH |
9,642.0 |
0.618 |
9,577.1 |
0.500 |
9,557.0 |
0.382 |
9,536.9 |
LOW |
9,472.0 |
0.618 |
9,366.9 |
1.000 |
9,302.0 |
1.618 |
9,196.9 |
2.618 |
9,026.9 |
4.250 |
8,749.5 |
|
|
Fisher Pivots for day following 07-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
9,557.0 |
9,606.5 |
PP |
9,546.0 |
9,579.0 |
S1 |
9,535.0 |
9,551.5 |
|