Trading Metrics calculated at close of trading on 01-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2014 |
01-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
14,810 |
14,880 |
70 |
0.5% |
14,255 |
High |
14,935 |
14,965 |
30 |
0.2% |
14,895 |
Low |
14,775 |
14,790 |
15 |
0.1% |
14,240 |
Close |
14,855 |
14,940 |
85 |
0.6% |
14,840 |
Range |
160 |
175 |
15 |
9.4% |
655 |
ATR |
304 |
295 |
-9 |
-3.0% |
0 |
Volume |
10,990 |
10,257 |
-733 |
-6.7% |
82,398 |
|
Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,423 |
15,357 |
15,036 |
|
R3 |
15,248 |
15,182 |
14,988 |
|
R2 |
15,073 |
15,073 |
14,972 |
|
R1 |
15,007 |
15,007 |
14,956 |
15,040 |
PP |
14,898 |
14,898 |
14,898 |
14,915 |
S1 |
14,832 |
14,832 |
14,924 |
14,865 |
S2 |
14,723 |
14,723 |
14,908 |
|
S3 |
14,548 |
14,657 |
14,892 |
|
S4 |
14,373 |
14,482 |
14,844 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,623 |
16,387 |
15,200 |
|
R3 |
15,968 |
15,732 |
15,020 |
|
R2 |
15,313 |
15,313 |
14,960 |
|
R1 |
15,077 |
15,077 |
14,900 |
15,195 |
PP |
14,658 |
14,658 |
14,658 |
14,718 |
S1 |
14,422 |
14,422 |
14,780 |
14,540 |
S2 |
14,003 |
14,003 |
14,720 |
|
S3 |
13,348 |
13,767 |
14,660 |
|
S4 |
12,693 |
13,112 |
14,480 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,965 |
14,280 |
685 |
4.6% |
264 |
1.8% |
96% |
True |
False |
14,725 |
10 |
14,965 |
14,170 |
795 |
5.3% |
277 |
1.9% |
97% |
True |
False |
15,959 |
20 |
15,440 |
14,110 |
1,330 |
8.9% |
305 |
2.0% |
62% |
False |
False |
16,866 |
40 |
15,440 |
13,970 |
1,470 |
9.8% |
286 |
1.9% |
66% |
False |
False |
8,520 |
60 |
16,100 |
13,970 |
2,130 |
14.3% |
245 |
1.6% |
46% |
False |
False |
5,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,709 |
2.618 |
15,423 |
1.618 |
15,248 |
1.000 |
15,140 |
0.618 |
15,073 |
HIGH |
14,965 |
0.618 |
14,898 |
0.500 |
14,878 |
0.382 |
14,857 |
LOW |
14,790 |
0.618 |
14,682 |
1.000 |
14,615 |
1.618 |
14,507 |
2.618 |
14,332 |
4.250 |
14,046 |
|
|
Fisher Pivots for day following 01-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
14,919 |
14,883 |
PP |
14,898 |
14,827 |
S1 |
14,878 |
14,770 |
|