Trading Metrics calculated at close of trading on 07-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2014 |
07-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,884.25 |
1,861.00 |
-23.25 |
-1.2% |
1,855.00 |
High |
1,892.50 |
1,861.75 |
-30.75 |
-1.6% |
1,892.50 |
Low |
1,855.75 |
1,834.50 |
-21.25 |
-1.1% |
1,855.00 |
Close |
1,860.00 |
1,838.00 |
-22.00 |
-1.2% |
1,860.00 |
Range |
36.75 |
27.25 |
-9.50 |
-25.9% |
37.50 |
ATR |
20.17 |
20.68 |
0.51 |
2.5% |
0.00 |
Volume |
2,496,813 |
2,179,083 |
-317,730 |
-12.7% |
7,703,725 |
|
Daily Pivots for day following 07-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,926.50 |
1,909.50 |
1,853.00 |
|
R3 |
1,899.25 |
1,882.25 |
1,845.50 |
|
R2 |
1,872.00 |
1,872.00 |
1,843.00 |
|
R1 |
1,855.00 |
1,855.00 |
1,840.50 |
1,850.00 |
PP |
1,844.75 |
1,844.75 |
1,844.75 |
1,842.25 |
S1 |
1,827.75 |
1,827.75 |
1,835.50 |
1,822.50 |
S2 |
1,817.50 |
1,817.50 |
1,833.00 |
|
S3 |
1,790.25 |
1,800.50 |
1,830.50 |
|
S4 |
1,763.00 |
1,773.25 |
1,823.00 |
|
|
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 |
1,834.50 |
58.00 |
3.2% |
20.50 |
1.1% |
6% |
False |
True |
1,662,077 |
10 |
1,892.50 |
1,834.00 |
58.50 |
3.2% |
19.25 |
1.0% |
7% |
False |
False |
1,697,252 |
20 |
1,892.50 |
1,823.50 |
69.00 |
3.8% |
21.00 |
1.1% |
21% |
False |
False |
1,593,139 |
40 |
1,892.50 |
1,779.50 |
113.00 |
6.1% |
19.25 |
1.0% |
52% |
False |
False |
805,670 |
60 |
1,892.50 |
1,725.25 |
167.25 |
9.1% |
21.00 |
1.1% |
67% |
False |
False |
539,124 |
80 |
1,892.50 |
1,725.25 |
167.25 |
9.1% |
19.50 |
1.1% |
67% |
False |
False |
404,766 |
100 |
1,892.50 |
1,725.25 |
167.25 |
9.1% |
17.75 |
1.0% |
67% |
False |
False |
323,836 |
120 |
1,892.50 |
1,678.50 |
214.00 |
11.6% |
16.75 |
0.9% |
75% |
False |
False |
269,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,977.50 |
2.618 |
1,933.00 |
1.618 |
1,905.75 |
1.000 |
1,889.00 |
0.618 |
1,878.50 |
HIGH |
1,861.75 |
0.618 |
1,851.25 |
0.500 |
1,848.00 |
0.382 |
1,845.00 |
LOW |
1,834.50 |
0.618 |
1,817.75 |
1.000 |
1,807.25 |
1.618 |
1,790.50 |
2.618 |
1,763.25 |
4.250 |
1,718.75 |
|
|
Fisher Pivots for day following 07-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,848.00 |
1,863.50 |
PP |
1,844.75 |
1,855.00 |
S1 |
1,841.50 |
1,846.50 |
|