Trading Metrics calculated at close of trading on 10-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2014 |
10-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,845.00 |
1,865.75 |
20.75 |
1.1% |
1,855.00 |
High |
1,866.50 |
1,867.50 |
1.00 |
0.1% |
1,892.50 |
Low |
1,843.75 |
1,823.75 |
-20.00 |
-1.1% |
1,855.00 |
Close |
1,864.75 |
1,827.00 |
-37.75 |
-2.0% |
1,860.00 |
Range |
22.75 |
43.75 |
21.00 |
92.3% |
37.50 |
ATR |
20.66 |
22.31 |
1.65 |
8.0% |
0.00 |
Volume |
1,414,210 |
2,378,458 |
964,248 |
68.2% |
7,703,725 |
|
Daily Pivots for day following 10-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,970.75 |
1,942.50 |
1,851.00 |
|
R3 |
1,927.00 |
1,898.75 |
1,839.00 |
|
R2 |
1,883.25 |
1,883.25 |
1,835.00 |
|
R1 |
1,855.00 |
1,855.00 |
1,831.00 |
1,847.25 |
PP |
1,839.50 |
1,839.50 |
1,839.50 |
1,835.50 |
S1 |
1,811.25 |
1,811.25 |
1,823.00 |
1,803.50 |
S2 |
1,795.75 |
1,795.75 |
1,819.00 |
|
S3 |
1,752.00 |
1,767.50 |
1,815.00 |
|
S4 |
1,708.25 |
1,723.75 |
1,803.00 |
|
|
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 |
1,823.75 |
68.75 |
3.8% |
29.75 |
1.6% |
5% |
False |
True |
2,064,678 |
10 |
1,892.50 |
1,823.75 |
68.75 |
3.8% |
21.75 |
1.2% |
5% |
False |
True |
1,703,245 |
20 |
1,892.50 |
1,823.50 |
69.00 |
3.8% |
22.00 |
1.2% |
5% |
False |
False |
1,799,448 |
40 |
1,892.50 |
1,795.50 |
97.00 |
5.3% |
20.25 |
1.1% |
32% |
False |
False |
946,298 |
60 |
1,892.50 |
1,725.25 |
167.25 |
9.2% |
21.25 |
1.2% |
61% |
False |
False |
633,100 |
80 |
1,892.50 |
1,725.25 |
167.25 |
9.2% |
19.75 |
1.1% |
61% |
False |
False |
475,346 |
100 |
1,892.50 |
1,725.25 |
167.25 |
9.2% |
18.25 |
1.0% |
61% |
False |
False |
380,310 |
120 |
1,892.50 |
1,714.00 |
178.50 |
9.8% |
17.00 |
0.9% |
63% |
False |
False |
316,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,053.50 |
2.618 |
1,982.00 |
1.618 |
1,938.25 |
1.000 |
1,911.25 |
0.618 |
1,894.50 |
HIGH |
1,867.50 |
0.618 |
1,850.75 |
0.500 |
1,845.50 |
0.382 |
1,840.50 |
LOW |
1,823.75 |
0.618 |
1,796.75 |
1.000 |
1,780.00 |
1.618 |
1,753.00 |
2.618 |
1,709.25 |
4.250 |
1,637.75 |
|
|
Fisher Pivots for day following 10-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,845.50 |
1,845.50 |
PP |
1,839.50 |
1,839.50 |
S1 |
1,833.25 |
1,833.25 |
|