Trading Metrics calculated at close of trading on 09-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2014 |
09-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,840.00 |
1,845.00 |
5.00 |
0.3% |
1,855.00 |
High |
1,849.00 |
1,866.50 |
17.50 |
0.9% |
1,892.50 |
Low |
1,830.75 |
1,843.75 |
13.00 |
0.7% |
1,855.00 |
Close |
1,845.00 |
1,864.75 |
19.75 |
1.1% |
1,860.00 |
Range |
18.25 |
22.75 |
4.50 |
24.7% |
37.50 |
ATR |
20.50 |
20.66 |
0.16 |
0.8% |
0.00 |
Volume |
1,854,828 |
1,414,210 |
-440,618 |
-23.8% |
7,703,725 |
|
Daily Pivots for day following 09-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,926.50 |
1,918.50 |
1,877.25 |
|
R3 |
1,903.75 |
1,895.75 |
1,871.00 |
|
R2 |
1,881.00 |
1,881.00 |
1,869.00 |
|
R1 |
1,873.00 |
1,873.00 |
1,866.75 |
1,877.00 |
PP |
1,858.25 |
1,858.25 |
1,858.25 |
1,860.50 |
S1 |
1,850.25 |
1,850.25 |
1,862.75 |
1,854.25 |
S2 |
1,835.50 |
1,835.50 |
1,860.50 |
|
S3 |
1,812.75 |
1,827.50 |
1,858.50 |
|
S4 |
1,790.00 |
1,804.75 |
1,852.25 |
|
|
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 |
1,830.75 |
61.75 |
3.3% |
23.50 |
1.3% |
55% |
False |
False |
1,836,931 |
10 |
1,892.50 |
1,830.75 |
61.75 |
3.3% |
19.00 |
1.0% |
55% |
False |
False |
1,668,516 |
20 |
1,892.50 |
1,823.50 |
69.00 |
3.7% |
21.25 |
1.1% |
60% |
False |
False |
1,737,735 |
40 |
1,892.50 |
1,795.50 |
97.00 |
5.2% |
19.50 |
1.0% |
71% |
False |
False |
887,073 |
60 |
1,892.50 |
1,725.25 |
167.25 |
9.0% |
21.00 |
1.1% |
83% |
False |
False |
593,503 |
80 |
1,892.50 |
1,725.25 |
167.25 |
9.0% |
19.50 |
1.0% |
83% |
False |
False |
445,623 |
100 |
1,892.50 |
1,725.25 |
167.25 |
9.0% |
18.00 |
1.0% |
83% |
False |
False |
356,526 |
120 |
1,892.50 |
1,698.00 |
194.50 |
10.4% |
16.75 |
0.9% |
86% |
False |
False |
297,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,963.25 |
2.618 |
1,926.00 |
1.618 |
1,903.25 |
1.000 |
1,889.25 |
0.618 |
1,880.50 |
HIGH |
1,866.50 |
0.618 |
1,857.75 |
0.500 |
1,855.00 |
0.382 |
1,852.50 |
LOW |
1,843.75 |
0.618 |
1,829.75 |
1.000 |
1,821.00 |
1.618 |
1,807.00 |
2.618 |
1,784.25 |
4.250 |
1,747.00 |
|
|
Fisher Pivots for day following 09-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,861.50 |
1,859.50 |
PP |
1,858.25 |
1,854.00 |
S1 |
1,855.00 |
1,848.50 |
|