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 |
3,658.25 |
3,636.00 |
-22.25 |
-0.6% |
3,572.50 |
High |
3,669.00 |
3,657.75 |
-11.25 |
-0.3% |
3,669.00 |
Low |
3,609.00 |
3,522.75 |
-86.25 |
-2.4% |
3,522.75 |
Close |
3,630.75 |
3,537.50 |
-93.25 |
-2.6% |
3,537.50 |
Range |
60.00 |
135.00 |
75.00 |
125.0% |
146.25 |
ATR |
52.95 |
58.81 |
5.86 |
11.1% |
0.00 |
Volume |
272,222 |
613,419 |
341,197 |
125.3% |
1,688,516 |
|
Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,977.75 |
3,892.50 |
3,611.75 |
|
R3 |
3,842.75 |
3,757.50 |
3,574.50 |
|
R2 |
3,707.75 |
3,707.75 |
3,562.25 |
|
R1 |
3,622.50 |
3,622.50 |
3,550.00 |
3,597.50 |
PP |
3,572.75 |
3,572.75 |
3,572.75 |
3,560.25 |
S1 |
3,487.50 |
3,487.50 |
3,525.00 |
3,462.50 |
S2 |
3,437.75 |
3,437.75 |
3,512.75 |
|
S3 |
3,302.75 |
3,352.50 |
3,500.50 |
|
S4 |
3,167.75 |
3,217.50 |
3,463.25 |
|
|
Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,015.25 |
3,922.50 |
3,618.00 |
|
R3 |
3,869.00 |
3,776.25 |
3,577.75 |
|
R2 |
3,722.75 |
3,722.75 |
3,564.25 |
|
R1 |
3,630.00 |
3,630.00 |
3,551.00 |
3,603.25 |
PP |
3,576.50 |
3,576.50 |
3,576.50 |
3,563.00 |
S1 |
3,483.75 |
3,483.75 |
3,524.00 |
3,457.00 |
S2 |
3,430.25 |
3,430.25 |
3,510.75 |
|
S3 |
3,284.00 |
3,337.50 |
3,497.25 |
|
S4 |
3,137.75 |
3,191.25 |
3,457.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,669.00 |
3,522.75 |
146.25 |
4.1% |
66.75 |
1.9% |
10% |
False |
True |
337,703 |
10 |
3,669.00 |
3,522.75 |
146.25 |
4.1% |
65.25 |
1.8% |
10% |
False |
True |
356,343 |
20 |
3,719.00 |
3,522.75 |
196.25 |
5.5% |
60.00 |
1.7% |
8% |
False |
True |
289,944 |
40 |
3,733.25 |
3,474.50 |
258.75 |
7.3% |
49.50 |
1.4% |
24% |
False |
False |
145,525 |
60 |
3,733.25 |
3,408.00 |
325.25 |
9.2% |
48.50 |
1.4% |
40% |
False |
False |
97,117 |
80 |
3,733.25 |
3,408.00 |
325.25 |
9.2% |
40.50 |
1.1% |
40% |
False |
False |
72,839 |
100 |
3,733.25 |
3,341.75 |
391.50 |
11.1% |
33.25 |
0.9% |
50% |
False |
False |
58,272 |
120 |
3,733.25 |
3,214.00 |
519.25 |
14.7% |
28.25 |
0.8% |
62% |
False |
False |
48,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,231.50 |
2.618 |
4,011.25 |
1.618 |
3,876.25 |
1.000 |
3,792.75 |
0.618 |
3,741.25 |
HIGH |
3,657.75 |
0.618 |
3,606.25 |
0.500 |
3,590.25 |
0.382 |
3,574.25 |
LOW |
3,522.75 |
0.618 |
3,439.25 |
1.000 |
3,387.75 |
1.618 |
3,304.25 |
2.618 |
3,169.25 |
4.250 |
2,949.00 |
|
|
Fisher Pivots for day following 04-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
3,590.25 |
3,596.00 |
PP |
3,572.75 |
3,576.50 |
S1 |
3,555.00 |
3,557.00 |
|