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 |
9,535.0 |
9,502.5 |
-32.5 |
-0.3% |
9,642.0 |
High |
9,547.5 |
9,573.0 |
25.5 |
0.3% |
9,741.0 |
Low |
9,412.0 |
9,498.0 |
86.0 |
0.9% |
9,562.0 |
Close |
9,502.0 |
9,522.5 |
20.5 |
0.2% |
9,706.0 |
Range |
135.5 |
75.0 |
-60.5 |
-44.6% |
179.0 |
ATR |
142.2 |
137.4 |
-4.8 |
-3.4% |
0.0 |
Volume |
79,376 |
145,988 |
66,612 |
83.9% |
463,492 |
|
Daily Pivots for day following 09-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,756.2 |
9,714.3 |
9,563.8 |
|
R3 |
9,681.2 |
9,639.3 |
9,543.1 |
|
R2 |
9,606.2 |
9,606.2 |
9,536.3 |
|
R1 |
9,564.3 |
9,564.3 |
9,529.4 |
9,585.3 |
PP |
9,531.2 |
9,531.2 |
9,531.2 |
9,541.6 |
S1 |
9,489.3 |
9,489.3 |
9,515.6 |
9,510.3 |
S2 |
9,456.2 |
9,456.2 |
9,508.8 |
|
S3 |
9,381.2 |
9,414.3 |
9,501.9 |
|
S4 |
9,306.2 |
9,339.3 |
9,481.3 |
|
|
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% |
117.7 |
1.2% |
34% |
False |
False |
115,671 |
10 |
9,741.0 |
9,412.0 |
329.0 |
3.5% |
99.2 |
1.0% |
34% |
False |
False |
99,773 |
20 |
9,741.0 |
8,934.5 |
806.5 |
8.5% |
134.0 |
1.4% |
73% |
False |
False |
85,840 |
40 |
9,755.5 |
8,934.5 |
821.0 |
8.6% |
125.1 |
1.3% |
72% |
False |
False |
43,596 |
60 |
9,819.0 |
8,934.5 |
884.5 |
9.3% |
131.5 |
1.4% |
66% |
False |
False |
29,118 |
80 |
9,819.0 |
8,934.5 |
884.5 |
9.3% |
121.3 |
1.3% |
66% |
False |
False |
21,866 |
100 |
9,819.0 |
8,934.5 |
884.5 |
9.3% |
110.0 |
1.2% |
66% |
False |
False |
17,510 |
120 |
9,819.0 |
8,802.0 |
1,017.0 |
10.7% |
100.1 |
1.1% |
71% |
False |
False |
14,606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,891.8 |
2.618 |
9,769.4 |
1.618 |
9,694.4 |
1.000 |
9,648.0 |
0.618 |
9,619.4 |
HIGH |
9,573.0 |
0.618 |
9,544.4 |
0.500 |
9,535.5 |
0.382 |
9,526.7 |
LOW |
9,498.0 |
0.618 |
9,451.7 |
1.000 |
9,423.0 |
1.618 |
9,376.7 |
2.618 |
9,301.7 |
4.250 |
9,179.3 |
|
|
Fisher Pivots for day following 09-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
9,535.5 |
9,527.0 |
PP |
9,531.2 |
9,525.5 |
S1 |
9,526.8 |
9,524.0 |
|