Trading Metrics calculated at close of trading on 04-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2014 |
04-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,882.75 |
1,884.25 |
1.50 |
0.1% |
1,855.00 |
High |
1,887.50 |
1,892.50 |
5.00 |
0.3% |
1,892.50 |
Low |
1,875.50 |
1,855.75 |
-19.75 |
-1.1% |
1,855.00 |
Close |
1,883.00 |
1,860.00 |
-23.00 |
-1.2% |
1,860.00 |
Range |
12.00 |
36.75 |
24.75 |
206.3% |
37.50 |
ATR |
18.90 |
20.17 |
1.28 |
6.7% |
0.00 |
Volume |
1,239,722 |
2,496,813 |
1,257,091 |
101.4% |
7,703,725 |
|
Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,979.75 |
1,956.50 |
1,880.25 |
|
R3 |
1,943.00 |
1,919.75 |
1,870.00 |
|
R2 |
1,906.25 |
1,906.25 |
1,866.75 |
|
R1 |
1,883.00 |
1,883.00 |
1,863.25 |
1,876.25 |
PP |
1,869.50 |
1,869.50 |
1,869.50 |
1,866.00 |
S1 |
1,846.25 |
1,846.25 |
1,856.75 |
1,839.50 |
S2 |
1,832.75 |
1,832.75 |
1,853.25 |
|
S3 |
1,796.00 |
1,809.50 |
1,850.00 |
|
S4 |
1,759.25 |
1,772.75 |
1,839.75 |
|
|
Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,981.75 |
1,958.25 |
1,880.50 |
|
R3 |
1,944.25 |
1,920.75 |
1,870.25 |
|
R2 |
1,906.75 |
1,906.75 |
1,867.00 |
|
R1 |
1,883.25 |
1,883.25 |
1,863.50 |
1,895.00 |
PP |
1,869.25 |
1,869.25 |
1,869.25 |
1,875.00 |
S1 |
1,845.75 |
1,845.75 |
1,856.50 |
1,857.50 |
S2 |
1,831.75 |
1,831.75 |
1,853.00 |
|
S3 |
1,794.25 |
1,808.25 |
1,849.75 |
|
S4 |
1,756.75 |
1,770.75 |
1,839.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,892.50 |
1,855.00 |
37.50 |
2.0% |
17.75 |
0.9% |
13% |
True |
False |
1,540,745 |
10 |
1,892.50 |
1,834.00 |
58.50 |
3.1% |
19.00 |
1.0% |
44% |
True |
False |
1,662,931 |
20 |
1,892.50 |
1,823.50 |
69.00 |
3.7% |
20.25 |
1.1% |
53% |
True |
False |
1,487,575 |
40 |
1,892.50 |
1,752.00 |
140.50 |
7.6% |
19.50 |
1.0% |
77% |
True |
False |
751,411 |
60 |
1,892.50 |
1,725.25 |
167.25 |
9.0% |
20.75 |
1.1% |
81% |
True |
False |
502,854 |
80 |
1,892.50 |
1,725.25 |
167.25 |
9.0% |
19.25 |
1.0% |
81% |
True |
False |
377,529 |
100 |
1,892.50 |
1,725.25 |
167.25 |
9.0% |
17.50 |
0.9% |
81% |
True |
False |
302,048 |
120 |
1,892.50 |
1,670.50 |
222.00 |
11.9% |
16.75 |
0.9% |
85% |
True |
False |
251,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,048.75 |
2.618 |
1,988.75 |
1.618 |
1,952.00 |
1.000 |
1,929.25 |
0.618 |
1,915.25 |
HIGH |
1,892.50 |
0.618 |
1,878.50 |
0.500 |
1,874.00 |
0.382 |
1,869.75 |
LOW |
1,855.75 |
0.618 |
1,833.00 |
1.000 |
1,819.00 |
1.618 |
1,796.25 |
2.618 |
1,759.50 |
4.250 |
1,699.50 |
|
|
Fisher Pivots for day following 04-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,874.00 |
1,874.00 |
PP |
1,869.50 |
1,869.50 |
S1 |
1,864.75 |
1,864.75 |
|