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 |
1,864.50 |
1,877.75 |
13.25 |
0.7% |
1,855.50 |
High |
1,878.75 |
1,886.25 |
7.50 |
0.4% |
1,868.75 |
Low |
1,862.25 |
1,876.25 |
14.00 |
0.8% |
1,834.00 |
Close |
1,877.75 |
1,883.00 |
5.25 |
0.3% |
1,850.50 |
Range |
16.50 |
10.00 |
-6.50 |
-39.4% |
34.75 |
ATR |
20.15 |
19.43 |
-0.73 |
-3.6% |
0.00 |
Volume |
1,213,329 |
1,181,442 |
-31,887 |
-2.6% |
8,925,594 |
|
Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,911.75 |
1,907.50 |
1,888.50 |
|
R3 |
1,901.75 |
1,897.50 |
1,885.75 |
|
R2 |
1,891.75 |
1,891.75 |
1,884.75 |
|
R1 |
1,887.50 |
1,887.50 |
1,884.00 |
1,889.50 |
PP |
1,881.75 |
1,881.75 |
1,881.75 |
1,883.00 |
S1 |
1,877.50 |
1,877.50 |
1,882.00 |
1,879.50 |
S2 |
1,871.75 |
1,871.75 |
1,881.25 |
|
S3 |
1,861.75 |
1,867.50 |
1,880.25 |
|
S4 |
1,851.75 |
1,857.50 |
1,877.50 |
|
|
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 |
1,886.25 |
1,834.00 |
52.25 |
2.8% |
14.50 |
0.8% |
94% |
True |
False |
1,500,101 |
10 |
1,886.25 |
1,834.00 |
52.25 |
2.8% |
18.25 |
1.0% |
94% |
True |
False |
1,631,498 |
20 |
1,886.25 |
1,823.50 |
62.75 |
3.3% |
19.25 |
1.0% |
95% |
True |
False |
1,305,532 |
40 |
1,886.25 |
1,725.25 |
161.00 |
8.6% |
19.25 |
1.0% |
98% |
True |
False |
658,389 |
60 |
1,886.25 |
1,725.25 |
161.00 |
8.6% |
20.50 |
1.1% |
98% |
True |
False |
440,697 |
80 |
1,886.25 |
1,725.25 |
161.00 |
8.6% |
19.00 |
1.0% |
98% |
True |
False |
330,827 |
100 |
1,886.25 |
1,725.25 |
161.00 |
8.6% |
17.75 |
0.9% |
98% |
True |
False |
264,684 |
120 |
1,886.25 |
1,652.00 |
234.25 |
12.4% |
16.50 |
0.9% |
99% |
True |
False |
220,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,928.75 |
2.618 |
1,912.50 |
1.618 |
1,902.50 |
1.000 |
1,896.25 |
0.618 |
1,892.50 |
HIGH |
1,886.25 |
0.618 |
1,882.50 |
0.500 |
1,881.25 |
0.382 |
1,880.00 |
LOW |
1,876.25 |
0.618 |
1,870.00 |
1.000 |
1,866.25 |
1.618 |
1,860.00 |
2.618 |
1,850.00 |
4.250 |
1,833.75 |
|
|
Fisher Pivots for day following 02-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,882.50 |
1,879.00 |
PP |
1,881.75 |
1,874.75 |
S1 |
1,881.25 |
1,870.50 |
|