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 |
6,563.5 |
6,553.5 |
-10.0 |
-0.2% |
6,457.0 |
High |
6,602.0 |
6,603.0 |
1.0 |
0.0% |
6,587.5 |
Low |
6,523.0 |
6,546.0 |
23.0 |
0.4% |
6,445.5 |
Close |
6,543.5 |
6,587.0 |
43.5 |
0.7% |
6,555.0 |
Range |
79.0 |
57.0 |
-22.0 |
-27.8% |
142.0 |
ATR |
75.8 |
74.7 |
-1.2 |
-1.5% |
0.0 |
Volume |
78,353 |
75,528 |
-2,825 |
-3.6% |
533,063 |
|
Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,749.5 |
6,725.5 |
6,618.5 |
|
R3 |
6,692.5 |
6,668.5 |
6,602.5 |
|
R2 |
6,635.5 |
6,635.5 |
6,597.5 |
|
R1 |
6,611.5 |
6,611.5 |
6,592.0 |
6,623.5 |
PP |
6,578.5 |
6,578.5 |
6,578.5 |
6,585.0 |
S1 |
6,554.5 |
6,554.5 |
6,582.0 |
6,566.5 |
S2 |
6,521.5 |
6,521.5 |
6,576.5 |
|
S3 |
6,464.5 |
6,497.5 |
6,571.5 |
|
S4 |
6,407.5 |
6,440.5 |
6,555.5 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,955.5 |
6,897.0 |
6,633.0 |
|
R3 |
6,813.5 |
6,755.0 |
6,594.0 |
|
R2 |
6,671.5 |
6,671.5 |
6,581.0 |
|
R1 |
6,613.0 |
6,613.0 |
6,568.0 |
6,642.0 |
PP |
6,529.5 |
6,529.5 |
6,529.5 |
6,544.0 |
S1 |
6,471.0 |
6,471.0 |
6,542.0 |
6,500.0 |
S2 |
6,387.5 |
6,387.5 |
6,529.0 |
|
S3 |
6,245.5 |
6,329.0 |
6,516.0 |
|
S4 |
6,103.5 |
6,187.0 |
6,477.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,603.0 |
6,498.5 |
104.5 |
1.6% |
62.0 |
0.9% |
85% |
True |
False |
92,028 |
10 |
6,603.0 |
6,431.5 |
171.5 |
2.6% |
69.5 |
1.1% |
91% |
True |
False |
101,764 |
20 |
6,739.0 |
6,431.5 |
307.5 |
4.7% |
74.0 |
1.1% |
51% |
False |
False |
88,988 |
40 |
6,800.0 |
6,355.5 |
444.5 |
6.7% |
65.5 |
1.0% |
52% |
False |
False |
44,777 |
60 |
6,800.0 |
6,310.5 |
489.5 |
7.4% |
57.0 |
0.9% |
56% |
False |
False |
29,866 |
80 |
6,800.0 |
6,310.5 |
489.5 |
7.4% |
44.0 |
0.7% |
56% |
False |
False |
22,413 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,845.0 |
2.618 |
6,752.0 |
1.618 |
6,695.0 |
1.000 |
6,660.0 |
0.618 |
6,638.0 |
HIGH |
6,603.0 |
0.618 |
6,581.0 |
0.500 |
6,574.5 |
0.382 |
6,568.0 |
LOW |
6,546.0 |
0.618 |
6,511.0 |
1.000 |
6,489.0 |
1.618 |
6,454.0 |
2.618 |
6,397.0 |
4.250 |
6,304.0 |
|
|
Fisher Pivots for day following 01-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
6,583.0 |
6,579.0 |
PP |
6,578.5 |
6,571.0 |
S1 |
6,574.5 |
6,563.0 |
|