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 |
1,855.00 |
1,864.50 |
9.50 |
0.5% |
1,855.50 |
High |
1,868.00 |
1,878.75 |
10.75 |
0.6% |
1,868.75 |
Low |
1,855.00 |
1,862.25 |
7.25 |
0.4% |
1,834.00 |
Close |
1,864.50 |
1,877.75 |
13.25 |
0.7% |
1,850.50 |
Range |
13.00 |
16.50 |
3.50 |
26.9% |
34.75 |
ATR |
20.43 |
20.15 |
-0.28 |
-1.4% |
0.00 |
Volume |
1,572,419 |
1,213,329 |
-359,090 |
-22.8% |
8,925,594 |
|
Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,922.50 |
1,916.50 |
1,886.75 |
|
R3 |
1,906.00 |
1,900.00 |
1,882.25 |
|
R2 |
1,889.50 |
1,889.50 |
1,880.75 |
|
R1 |
1,883.50 |
1,883.50 |
1,879.25 |
1,886.50 |
PP |
1,873.00 |
1,873.00 |
1,873.00 |
1,874.50 |
S1 |
1,867.00 |
1,867.00 |
1,876.25 |
1,870.00 |
S2 |
1,856.50 |
1,856.50 |
1,874.75 |
|
S3 |
1,840.00 |
1,850.50 |
1,873.25 |
|
S4 |
1,823.50 |
1,834.00 |
1,868.75 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,955.25 |
1,937.75 |
1,869.50 |
|
R3 |
1,920.50 |
1,903.00 |
1,860.00 |
|
R2 |
1,885.75 |
1,885.75 |
1,856.75 |
|
R1 |
1,868.25 |
1,868.25 |
1,853.75 |
1,859.50 |
PP |
1,851.00 |
1,851.00 |
1,851.00 |
1,846.75 |
S1 |
1,833.50 |
1,833.50 |
1,847.25 |
1,825.00 |
S2 |
1,816.25 |
1,816.25 |
1,844.25 |
|
S3 |
1,781.50 |
1,798.75 |
1,841.00 |
|
S4 |
1,746.75 |
1,764.00 |
1,831.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,878.75 |
1,834.00 |
44.75 |
2.4% |
17.75 |
1.0% |
98% |
True |
False |
1,643,562 |
10 |
1,878.75 |
1,834.00 |
44.75 |
2.4% |
20.00 |
1.1% |
98% |
True |
False |
1,713,780 |
20 |
1,880.50 |
1,823.50 |
57.00 |
3.0% |
19.25 |
1.0% |
95% |
False |
False |
1,247,819 |
40 |
1,880.50 |
1,725.25 |
155.25 |
8.3% |
19.50 |
1.0% |
98% |
False |
False |
629,115 |
60 |
1,880.50 |
1,725.25 |
155.25 |
8.3% |
20.50 |
1.1% |
98% |
False |
False |
421,032 |
80 |
1,880.50 |
1,725.25 |
155.25 |
8.3% |
18.75 |
1.0% |
98% |
False |
False |
316,060 |
100 |
1,880.50 |
1,725.25 |
155.25 |
8.3% |
17.75 |
0.9% |
98% |
False |
False |
252,870 |
120 |
1,880.50 |
1,631.50 |
249.00 |
13.3% |
16.50 |
0.9% |
99% |
False |
False |
210,736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,949.00 |
2.618 |
1,922.00 |
1.618 |
1,905.50 |
1.000 |
1,895.25 |
0.618 |
1,889.00 |
HIGH |
1,878.75 |
0.618 |
1,872.50 |
0.500 |
1,870.50 |
0.382 |
1,868.50 |
LOW |
1,862.25 |
0.618 |
1,852.00 |
1.000 |
1,845.75 |
1.618 |
1,835.50 |
2.618 |
1,819.00 |
4.250 |
1,792.00 |
|
|
Fisher Pivots for day following 01-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,875.25 |
1,872.00 |
PP |
1,873.00 |
1,866.00 |
S1 |
1,870.50 |
1,860.00 |
|