Trading Metrics calculated at close of trading on 04-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2014 |
04-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
15,125 |
15,130 |
5 |
0.0% |
14,810 |
High |
15,230 |
15,225 |
-5 |
0.0% |
15,230 |
Low |
15,040 |
14,855 |
-185 |
-1.2% |
14,775 |
Close |
15,125 |
14,920 |
-205 |
-1.4% |
14,920 |
Range |
190 |
370 |
180 |
94.7% |
455 |
ATR |
281 |
288 |
6 |
2.2% |
0 |
Volume |
11,721 |
20,751 |
9,030 |
77.0% |
70,888 |
|
Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,110 |
15,885 |
15,124 |
|
R3 |
15,740 |
15,515 |
15,022 |
|
R2 |
15,370 |
15,370 |
14,988 |
|
R1 |
15,145 |
15,145 |
14,954 |
15,073 |
PP |
15,000 |
15,000 |
15,000 |
14,964 |
S1 |
14,775 |
14,775 |
14,886 |
14,703 |
S2 |
14,630 |
14,630 |
14,852 |
|
S3 |
14,260 |
14,405 |
14,818 |
|
S4 |
13,890 |
14,035 |
14,717 |
|
|
Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,340 |
16,085 |
15,170 |
|
R3 |
15,885 |
15,630 |
15,045 |
|
R2 |
15,430 |
15,430 |
15,004 |
|
R1 |
15,175 |
15,175 |
14,962 |
15,303 |
PP |
14,975 |
14,975 |
14,975 |
15,039 |
S1 |
14,720 |
14,720 |
14,878 |
14,848 |
S2 |
14,520 |
14,520 |
14,837 |
|
S3 |
14,065 |
14,265 |
14,795 |
|
S4 |
13,610 |
13,810 |
14,670 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,230 |
14,775 |
455 |
3.0% |
220 |
1.5% |
32% |
False |
False |
14,177 |
10 |
15,230 |
14,240 |
990 |
6.6% |
257 |
1.7% |
69% |
False |
False |
15,328 |
20 |
15,320 |
14,110 |
1,210 |
8.1% |
300 |
2.0% |
67% |
False |
False |
18,865 |
40 |
15,440 |
14,110 |
1,330 |
8.9% |
285 |
1.9% |
61% |
False |
False |
9,758 |
60 |
16,000 |
13,970 |
2,030 |
13.6% |
253 |
1.7% |
47% |
False |
False |
6,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,798 |
2.618 |
16,194 |
1.618 |
15,824 |
1.000 |
15,595 |
0.618 |
15,454 |
HIGH |
15,225 |
0.618 |
15,084 |
0.500 |
15,040 |
0.382 |
14,996 |
LOW |
14,855 |
0.618 |
14,626 |
1.000 |
14,485 |
1.618 |
14,256 |
2.618 |
13,886 |
4.250 |
13,283 |
|
|
Fisher Pivots for day following 04-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
15,040 |
15,043 |
PP |
15,000 |
15,002 |
S1 |
14,960 |
14,961 |
|