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 |
6,553.5 |
6,598.0 |
44.5 |
0.7% |
6,457.0 |
High |
6,603.0 |
6,621.5 |
18.5 |
0.3% |
6,587.5 |
Low |
6,546.0 |
6,583.5 |
37.5 |
0.6% |
6,445.5 |
Close |
6,587.0 |
6,607.5 |
20.5 |
0.3% |
6,555.0 |
Range |
57.0 |
38.0 |
-19.0 |
-33.3% |
142.0 |
ATR |
74.7 |
72.0 |
-2.6 |
-3.5% |
0.0 |
Volume |
75,528 |
79,806 |
4,278 |
5.7% |
533,063 |
|
Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,718.0 |
6,701.0 |
6,628.5 |
|
R3 |
6,680.0 |
6,663.0 |
6,618.0 |
|
R2 |
6,642.0 |
6,642.0 |
6,614.5 |
|
R1 |
6,625.0 |
6,625.0 |
6,611.0 |
6,633.5 |
PP |
6,604.0 |
6,604.0 |
6,604.0 |
6,608.5 |
S1 |
6,587.0 |
6,587.0 |
6,604.0 |
6,595.5 |
S2 |
6,566.0 |
6,566.0 |
6,600.5 |
|
S3 |
6,528.0 |
6,549.0 |
6,597.0 |
|
S4 |
6,490.0 |
6,511.0 |
6,586.5 |
|
|
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 |
6,621.5 |
6,502.0 |
119.5 |
1.8% |
51.5 |
0.8% |
88% |
True |
False |
88,749 |
10 |
6,621.5 |
6,431.5 |
190.0 |
2.9% |
64.0 |
1.0% |
93% |
True |
False |
99,547 |
20 |
6,734.0 |
6,431.5 |
302.5 |
4.6% |
73.5 |
1.1% |
58% |
False |
False |
92,968 |
40 |
6,800.0 |
6,360.5 |
439.5 |
6.7% |
66.0 |
1.0% |
56% |
False |
False |
46,764 |
60 |
6,800.0 |
6,310.5 |
489.5 |
7.4% |
57.5 |
0.9% |
61% |
False |
False |
31,196 |
80 |
6,800.0 |
6,310.5 |
489.5 |
7.4% |
44.5 |
0.7% |
61% |
False |
False |
23,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,783.0 |
2.618 |
6,721.0 |
1.618 |
6,683.0 |
1.000 |
6,659.5 |
0.618 |
6,645.0 |
HIGH |
6,621.5 |
0.618 |
6,607.0 |
0.500 |
6,602.5 |
0.382 |
6,598.0 |
LOW |
6,583.5 |
0.618 |
6,560.0 |
1.000 |
6,545.5 |
1.618 |
6,522.0 |
2.618 |
6,484.0 |
4.250 |
6,422.0 |
|
|
Fisher Pivots for day following 02-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
6,606.0 |
6,596.0 |
PP |
6,604.0 |
6,584.0 |
S1 |
6,602.5 |
6,572.0 |
|