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 |
9,629.0 |
9,535.0 |
-94.0 |
-1.0% |
9,642.0 |
High |
9,642.0 |
9,547.5 |
-94.5 |
-1.0% |
9,741.0 |
Low |
9,472.0 |
9,412.0 |
-60.0 |
-0.6% |
9,562.0 |
Close |
9,524.0 |
9,502.0 |
-22.0 |
-0.2% |
9,706.0 |
Range |
170.0 |
135.5 |
-34.5 |
-20.3% |
179.0 |
ATR |
142.7 |
142.2 |
-0.5 |
-0.4% |
0.0 |
Volume |
120,227 |
79,376 |
-40,851 |
-34.0% |
463,492 |
|
Daily Pivots for day following 08-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,893.7 |
9,833.3 |
9,576.5 |
|
R3 |
9,758.2 |
9,697.8 |
9,539.3 |
|
R2 |
9,622.7 |
9,622.7 |
9,526.8 |
|
R1 |
9,562.3 |
9,562.3 |
9,514.4 |
9,524.8 |
PP |
9,487.2 |
9,487.2 |
9,487.2 |
9,468.4 |
S1 |
9,426.8 |
9,426.8 |
9,489.6 |
9,389.3 |
S2 |
9,351.7 |
9,351.7 |
9,477.2 |
|
S3 |
9,216.2 |
9,291.3 |
9,464.7 |
|
S4 |
9,080.7 |
9,155.8 |
9,427.5 |
|
|
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 |
9,412.0 |
329.0 |
3.5% |
110.7 |
1.2% |
27% |
False |
True |
105,194 |
10 |
9,741.0 |
9,378.5 |
362.5 |
3.8% |
104.8 |
1.1% |
34% |
False |
False |
95,598 |
20 |
9,741.0 |
8,934.5 |
806.5 |
8.5% |
136.1 |
1.4% |
70% |
False |
False |
78,823 |
40 |
9,755.5 |
8,934.5 |
821.0 |
8.6% |
127.9 |
1.3% |
69% |
False |
False |
39,950 |
60 |
9,819.0 |
8,934.5 |
884.5 |
9.3% |
133.3 |
1.4% |
64% |
False |
False |
26,686 |
80 |
9,819.0 |
8,934.5 |
884.5 |
9.3% |
121.8 |
1.3% |
64% |
False |
False |
20,042 |
100 |
9,819.0 |
8,934.5 |
884.5 |
9.3% |
109.7 |
1.2% |
64% |
False |
False |
16,050 |
120 |
9,819.0 |
8,798.0 |
1,021.0 |
10.7% |
99.9 |
1.1% |
69% |
False |
False |
13,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,123.4 |
2.618 |
9,902.2 |
1.618 |
9,766.7 |
1.000 |
9,683.0 |
0.618 |
9,631.2 |
HIGH |
9,547.5 |
0.618 |
9,495.7 |
0.500 |
9,479.8 |
0.382 |
9,463.8 |
LOW |
9,412.0 |
0.618 |
9,328.3 |
1.000 |
9,276.5 |
1.618 |
9,192.8 |
2.618 |
9,057.3 |
4.250 |
8,836.1 |
|
|
Fisher Pivots for day following 08-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
9,494.6 |
9,576.5 |
PP |
9,487.2 |
9,551.7 |
S1 |
9,479.8 |
9,526.8 |
|