Trading Metrics calculated at close of trading on 08-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2014 |
08-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,151.0 |
1,135.5 |
-15.5 |
-1.3% |
1,150.0 |
High |
1,151.2 |
1,146.5 |
-4.7 |
-0.4% |
1,191.1 |
Low |
1,125.2 |
1,126.2 |
1.0 |
0.1% |
1,144.7 |
Close |
1,132.5 |
1,139.2 |
6.7 |
0.6% |
1,150.3 |
Range |
26.0 |
20.3 |
-5.7 |
-21.9% |
46.4 |
ATR |
20.7 |
20.7 |
0.0 |
-0.1% |
0.0 |
Volume |
159,299 |
137,825 |
-21,474 |
-13.5% |
652,505 |
|
Daily Pivots for day following 08-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,198.3 |
1,189.0 |
1,150.3 |
|
R3 |
1,178.0 |
1,168.8 |
1,144.8 |
|
R2 |
1,157.5 |
1,157.5 |
1,143.0 |
|
R1 |
1,148.5 |
1,148.5 |
1,141.0 |
1,153.0 |
PP |
1,137.3 |
1,137.3 |
1,137.3 |
1,139.5 |
S1 |
1,128.0 |
1,128.0 |
1,137.3 |
1,132.8 |
S2 |
1,117.0 |
1,117.0 |
1,135.5 |
|
S3 |
1,096.8 |
1,107.8 |
1,133.5 |
|
S4 |
1,076.5 |
1,087.5 |
1,128.0 |
|
|
Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,301.3 |
1,272.3 |
1,175.8 |
|
R3 |
1,254.8 |
1,225.8 |
1,163.0 |
|
R2 |
1,208.5 |
1,208.5 |
1,158.8 |
|
R1 |
1,179.3 |
1,179.3 |
1,154.5 |
1,194.0 |
PP |
1,162.0 |
1,162.0 |
1,162.0 |
1,169.3 |
S1 |
1,133.0 |
1,133.0 |
1,146.0 |
1,147.5 |
S2 |
1,115.8 |
1,115.8 |
1,141.8 |
|
S3 |
1,069.3 |
1,086.5 |
1,137.5 |
|
S4 |
1,022.8 |
1,040.3 |
1,124.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,191.1 |
1,125.2 |
65.9 |
5.8% |
23.0 |
2.0% |
21% |
False |
False |
138,355 |
10 |
1,191.1 |
1,125.2 |
65.9 |
5.8% |
23.3 |
2.0% |
21% |
False |
False |
138,429 |
20 |
1,204.8 |
1,125.2 |
79.6 |
7.0% |
22.3 |
2.0% |
18% |
False |
False |
135,005 |
40 |
1,208.2 |
1,120.0 |
88.2 |
7.7% |
16.5 |
1.5% |
22% |
False |
False |
67,837 |
60 |
1,208.2 |
1,085.1 |
123.1 |
10.8% |
11.8 |
1.0% |
44% |
False |
False |
45,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,232.8 |
2.618 |
1,199.8 |
1.618 |
1,179.3 |
1.000 |
1,166.8 |
0.618 |
1,159.0 |
HIGH |
1,146.5 |
0.618 |
1,138.8 |
0.500 |
1,136.3 |
0.382 |
1,134.0 |
LOW |
1,126.3 |
0.618 |
1,113.8 |
1.000 |
1,106.0 |
1.618 |
1,093.3 |
2.618 |
1,073.0 |
4.250 |
1,040.0 |
|
|
Fisher Pivots for day following 08-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,138.3 |
1,155.8 |
PP |
1,137.3 |
1,150.3 |
S1 |
1,136.3 |
1,144.8 |
|