Trading Metrics calculated at close of trading on 03-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,877.75 |
1,882.75 |
5.00 |
0.3% |
1,855.50 |
High |
1,886.25 |
1,887.50 |
1.25 |
0.1% |
1,868.75 |
Low |
1,876.25 |
1,875.50 |
-0.75 |
0.0% |
1,834.00 |
Close |
1,883.00 |
1,883.00 |
0.00 |
0.0% |
1,850.50 |
Range |
10.00 |
12.00 |
2.00 |
20.0% |
34.75 |
ATR |
19.43 |
18.90 |
-0.53 |
-2.7% |
0.00 |
Volume |
1,181,442 |
1,239,722 |
58,280 |
4.9% |
8,925,594 |
|
Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,918.00 |
1,912.50 |
1,889.50 |
|
R3 |
1,906.00 |
1,900.50 |
1,886.25 |
|
R2 |
1,894.00 |
1,894.00 |
1,885.25 |
|
R1 |
1,888.50 |
1,888.50 |
1,884.00 |
1,891.25 |
PP |
1,882.00 |
1,882.00 |
1,882.00 |
1,883.50 |
S1 |
1,876.50 |
1,876.50 |
1,882.00 |
1,879.25 |
S2 |
1,870.00 |
1,870.00 |
1,880.75 |
|
S3 |
1,858.00 |
1,864.50 |
1,879.75 |
|
S4 |
1,846.00 |
1,852.50 |
1,876.50 |
|
|
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 |
1,887.50 |
1,841.50 |
46.00 |
2.4% |
14.00 |
0.7% |
90% |
True |
False |
1,341,812 |
10 |
1,887.50 |
1,834.00 |
53.50 |
2.8% |
17.50 |
0.9% |
92% |
True |
False |
1,588,292 |
20 |
1,887.50 |
1,823.50 |
64.00 |
3.4% |
19.50 |
1.0% |
93% |
True |
False |
1,365,196 |
40 |
1,887.50 |
1,737.25 |
150.25 |
8.0% |
19.25 |
1.0% |
97% |
True |
False |
689,218 |
60 |
1,887.50 |
1,725.25 |
162.25 |
8.6% |
20.25 |
1.1% |
97% |
True |
False |
461,320 |
80 |
1,887.50 |
1,725.25 |
162.25 |
8.6% |
18.75 |
1.0% |
97% |
True |
False |
346,322 |
100 |
1,887.50 |
1,725.25 |
162.25 |
8.6% |
17.50 |
0.9% |
97% |
True |
False |
277,081 |
120 |
1,887.50 |
1,670.25 |
217.25 |
11.5% |
16.50 |
0.9% |
98% |
True |
False |
230,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,938.50 |
2.618 |
1,919.00 |
1.618 |
1,907.00 |
1.000 |
1,899.50 |
0.618 |
1,895.00 |
HIGH |
1,887.50 |
0.618 |
1,883.00 |
0.500 |
1,881.50 |
0.382 |
1,880.00 |
LOW |
1,875.50 |
0.618 |
1,868.00 |
1.000 |
1,863.50 |
1.618 |
1,856.00 |
2.618 |
1,844.00 |
4.250 |
1,824.50 |
|
|
Fisher Pivots for day following 03-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,882.50 |
1,880.25 |
PP |
1,882.00 |
1,877.50 |
S1 |
1,881.50 |
1,875.00 |
|