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 |
9,502.5 |
9,557.0 |
54.5 |
0.6% |
9,642.0 |
High |
9,573.0 |
9,601.0 |
28.0 |
0.3% |
9,741.0 |
Low |
9,498.0 |
9,352.0 |
-146.0 |
-1.5% |
9,562.0 |
Close |
9,522.5 |
9,464.5 |
-58.0 |
-0.6% |
9,706.0 |
Range |
75.0 |
249.0 |
174.0 |
232.0% |
179.0 |
ATR |
137.4 |
145.4 |
8.0 |
5.8% |
0.0 |
Volume |
145,988 |
140,135 |
-5,853 |
-4.0% |
463,492 |
|
Daily Pivots for day following 10-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,219.5 |
10,091.0 |
9,601.5 |
|
R3 |
9,970.5 |
9,842.0 |
9,533.0 |
|
R2 |
9,721.5 |
9,721.5 |
9,510.2 |
|
R1 |
9,593.0 |
9,593.0 |
9,487.3 |
9,532.8 |
PP |
9,472.5 |
9,472.5 |
9,472.5 |
9,442.4 |
S1 |
9,344.0 |
9,344.0 |
9,441.7 |
9,283.8 |
S2 |
9,223.5 |
9,223.5 |
9,418.9 |
|
S3 |
8,974.5 |
9,095.0 |
9,396.0 |
|
S4 |
8,725.5 |
8,846.0 |
9,327.6 |
|
|
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 |
9,352.0 |
389.0 |
4.1% |
147.2 |
1.6% |
29% |
False |
True |
123,497 |
10 |
9,741.0 |
9,352.0 |
389.0 |
4.1% |
116.6 |
1.2% |
29% |
False |
True |
103,832 |
20 |
9,741.0 |
8,934.5 |
806.5 |
8.5% |
140.2 |
1.5% |
66% |
False |
False |
92,243 |
40 |
9,755.5 |
8,934.5 |
821.0 |
8.7% |
129.0 |
1.4% |
65% |
False |
False |
47,094 |
60 |
9,819.0 |
8,934.5 |
884.5 |
9.3% |
132.3 |
1.4% |
60% |
False |
False |
31,450 |
80 |
9,819.0 |
8,934.5 |
884.5 |
9.3% |
123.2 |
1.3% |
60% |
False |
False |
23,618 |
100 |
9,819.0 |
8,934.5 |
884.5 |
9.3% |
111.7 |
1.2% |
60% |
False |
False |
18,911 |
120 |
9,819.0 |
8,802.0 |
1,017.0 |
10.7% |
101.7 |
1.1% |
65% |
False |
False |
15,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,659.3 |
2.618 |
10,252.9 |
1.618 |
10,003.9 |
1.000 |
9,850.0 |
0.618 |
9,754.9 |
HIGH |
9,601.0 |
0.618 |
9,505.9 |
0.500 |
9,476.5 |
0.382 |
9,447.1 |
LOW |
9,352.0 |
0.618 |
9,198.1 |
1.000 |
9,103.0 |
1.618 |
8,949.1 |
2.618 |
8,700.1 |
4.250 |
8,293.8 |
|
|
Fisher Pivots for day following 10-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
9,476.5 |
9,476.5 |
PP |
9,472.5 |
9,472.5 |
S1 |
9,468.5 |
9,468.5 |
|