| 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 |
16,377 |
16,452 |
75 |
0.5% |
16,214 |
| High |
16,488 |
16,510 |
22 |
0.1% |
16,392 |
| Low |
16,359 |
16,431 |
72 |
0.4% |
16,112 |
| Close |
16,449 |
16,487 |
38 |
0.2% |
16,240 |
| Range |
129 |
79 |
-50 |
-38.8% |
280 |
| ATR |
167 |
161 |
-6 |
-3.8% |
0 |
| Volume |
108,897 |
115,123 |
6,226 |
5.7% |
903,432 |
|
| Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,713 |
16,679 |
16,531 |
|
| R3 |
16,634 |
16,600 |
16,509 |
|
| R2 |
16,555 |
16,555 |
16,502 |
|
| R1 |
16,521 |
16,521 |
16,494 |
16,538 |
| PP |
16,476 |
16,476 |
16,476 |
16,485 |
| S1 |
16,442 |
16,442 |
16,480 |
16,459 |
| S2 |
16,397 |
16,397 |
16,473 |
|
| S3 |
16,318 |
16,363 |
16,465 |
|
| S4 |
16,239 |
16,284 |
16,444 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,088 |
16,944 |
16,394 |
|
| R3 |
16,808 |
16,664 |
16,317 |
|
| R2 |
16,528 |
16,528 |
16,291 |
|
| R1 |
16,384 |
16,384 |
16,266 |
16,456 |
| PP |
16,248 |
16,248 |
16,248 |
16,284 |
| S1 |
16,104 |
16,104 |
16,214 |
16,176 |
| S2 |
15,968 |
15,968 |
16,189 |
|
| S3 |
15,688 |
15,824 |
16,163 |
|
| S4 |
15,408 |
15,544 |
16,086 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,510 |
16,112 |
398 |
2.4% |
123 |
0.7% |
94% |
True |
False |
141,297 |
| 10 |
16,510 |
16,077 |
433 |
2.6% |
152 |
0.9% |
95% |
True |
False |
161,838 |
| 20 |
16,510 |
15,911 |
599 |
3.6% |
163 |
1.0% |
96% |
True |
False |
120,385 |
| 40 |
16,510 |
15,233 |
1,277 |
7.7% |
158 |
1.0% |
98% |
True |
False |
60,347 |
| 60 |
16,510 |
15,216 |
1,294 |
7.8% |
156 |
0.9% |
98% |
True |
False |
40,242 |
| 80 |
16,510 |
15,216 |
1,294 |
7.8% |
134 |
0.8% |
98% |
True |
False |
30,186 |
| 100 |
16,510 |
15,216 |
1,294 |
7.8% |
110 |
0.7% |
98% |
True |
False |
24,149 |
| 120 |
16,510 |
14,898 |
1,612 |
9.8% |
95 |
0.6% |
99% |
True |
False |
20,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,846 |
|
2.618 |
16,717 |
|
1.618 |
16,638 |
|
1.000 |
16,589 |
|
0.618 |
16,559 |
|
HIGH |
16,510 |
|
0.618 |
16,480 |
|
0.500 |
16,471 |
|
0.382 |
16,461 |
|
LOW |
16,431 |
|
0.618 |
16,382 |
|
1.000 |
16,352 |
|
1.618 |
16,303 |
|
2.618 |
16,224 |
|
4.250 |
16,095 |
|
|
| Fisher Pivots for day following 02-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,482 |
16,456 |
| PP |
16,476 |
16,424 |
| S1 |
16,471 |
16,393 |
|