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 |
3,636.00 |
3,539.50 |
-96.50 |
-2.7% |
3,572.50 |
High |
3,657.75 |
3,542.75 |
-115.00 |
-3.1% |
3,669.00 |
Low |
3,522.75 |
3,474.50 |
-48.25 |
-1.4% |
3,522.75 |
Close |
3,537.50 |
3,499.25 |
-38.25 |
-1.1% |
3,537.50 |
Range |
135.00 |
68.25 |
-66.75 |
-49.4% |
146.25 |
ATR |
58.81 |
59.49 |
0.67 |
1.1% |
0.00 |
Volume |
613,419 |
511,929 |
-101,490 |
-16.5% |
1,688,516 |
|
Daily Pivots for day following 07-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,710.25 |
3,673.00 |
3,536.75 |
|
R3 |
3,642.00 |
3,604.75 |
3,518.00 |
|
R2 |
3,573.75 |
3,573.75 |
3,511.75 |
|
R1 |
3,536.50 |
3,536.50 |
3,505.50 |
3,521.00 |
PP |
3,505.50 |
3,505.50 |
3,505.50 |
3,497.75 |
S1 |
3,468.25 |
3,468.25 |
3,493.00 |
3,452.75 |
S2 |
3,437.25 |
3,437.25 |
3,486.75 |
|
S3 |
3,369.00 |
3,400.00 |
3,480.50 |
|
S4 |
3,300.75 |
3,331.75 |
3,461.75 |
|
|
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 |
3,474.50 |
194.50 |
5.6% |
72.75 |
2.1% |
13% |
False |
True |
380,549 |
10 |
3,669.00 |
3,474.50 |
194.50 |
5.6% |
64.00 |
1.8% |
13% |
False |
True |
367,518 |
20 |
3,719.00 |
3,474.50 |
244.50 |
7.0% |
62.00 |
1.8% |
10% |
False |
True |
315,421 |
40 |
3,733.25 |
3,474.50 |
258.75 |
7.4% |
49.00 |
1.4% |
10% |
False |
True |
158,319 |
60 |
3,733.25 |
3,408.00 |
325.25 |
9.3% |
49.25 |
1.4% |
28% |
False |
False |
105,648 |
80 |
3,733.25 |
3,408.00 |
325.25 |
9.3% |
41.50 |
1.2% |
28% |
False |
False |
79,238 |
100 |
3,733.25 |
3,352.00 |
381.25 |
10.9% |
34.00 |
1.0% |
39% |
False |
False |
63,391 |
120 |
3,733.25 |
3,227.75 |
505.50 |
14.4% |
28.75 |
0.8% |
54% |
False |
False |
52,826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,832.75 |
2.618 |
3,721.50 |
1.618 |
3,653.25 |
1.000 |
3,611.00 |
0.618 |
3,585.00 |
HIGH |
3,542.75 |
0.618 |
3,516.75 |
0.500 |
3,508.50 |
0.382 |
3,500.50 |
LOW |
3,474.50 |
0.618 |
3,432.25 |
1.000 |
3,406.25 |
1.618 |
3,364.00 |
2.618 |
3,295.75 |
4.250 |
3,184.50 |
|
|
Fisher Pivots for day following 07-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
3,508.50 |
3,571.75 |
PP |
3,505.50 |
3,547.50 |
S1 |
3,502.50 |
3,523.50 |
|