Trading Metrics calculated at close of trading on 02-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2014 |
02-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
14,880 |
14,950 |
70 |
0.5% |
14,255 |
High |
14,965 |
15,140 |
175 |
1.2% |
14,895 |
Low |
14,790 |
14,935 |
145 |
1.0% |
14,240 |
Close |
14,940 |
15,135 |
195 |
1.3% |
14,840 |
Range |
175 |
205 |
30 |
17.1% |
655 |
ATR |
295 |
288 |
-6 |
-2.2% |
0 |
Volume |
10,257 |
17,169 |
6,912 |
67.4% |
82,398 |
|
Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,685 |
15,615 |
15,248 |
|
R3 |
15,480 |
15,410 |
15,192 |
|
R2 |
15,275 |
15,275 |
15,173 |
|
R1 |
15,205 |
15,205 |
15,154 |
15,240 |
PP |
15,070 |
15,070 |
15,070 |
15,088 |
S1 |
15,000 |
15,000 |
15,116 |
15,035 |
S2 |
14,865 |
14,865 |
15,098 |
|
S3 |
14,660 |
14,795 |
15,079 |
|
S4 |
14,455 |
14,590 |
15,022 |
|
|
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 |
15,140 |
14,280 |
860 |
5.7% |
262 |
1.7% |
99% |
True |
False |
14,544 |
10 |
15,140 |
14,170 |
970 |
6.4% |
260 |
1.7% |
99% |
True |
False |
15,606 |
20 |
15,440 |
14,110 |
1,330 |
8.8% |
309 |
2.0% |
77% |
False |
False |
17,654 |
40 |
15,440 |
14,045 |
1,395 |
9.2% |
282 |
1.9% |
78% |
False |
False |
8,949 |
60 |
16,100 |
13,970 |
2,130 |
14.1% |
245 |
1.6% |
55% |
False |
False |
5,971 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,011 |
2.618 |
15,677 |
1.618 |
15,472 |
1.000 |
15,345 |
0.618 |
15,267 |
HIGH |
15,140 |
0.618 |
15,062 |
0.500 |
15,038 |
0.382 |
15,013 |
LOW |
14,935 |
0.618 |
14,808 |
1.000 |
14,730 |
1.618 |
14,603 |
2.618 |
14,398 |
4.250 |
14,064 |
|
|
Fisher Pivots for day following 02-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
15,103 |
15,076 |
PP |
15,070 |
15,017 |
S1 |
15,038 |
14,958 |
|