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 |
1,286.6 |
1,304.0 |
17.4 |
1.4% |
1,295.0 |
High |
1,307.5 |
1,304.8 |
-2.7 |
-0.2% |
1,307.5 |
Low |
1,284.4 |
1,295.8 |
11.4 |
0.9% |
1,277.4 |
Close |
1,303.5 |
1,298.3 |
-5.2 |
-0.4% |
1,303.5 |
Range |
23.1 |
9.0 |
-14.1 |
-61.0% |
30.1 |
ATR |
18.0 |
17.4 |
-0.6 |
-3.6% |
0.0 |
Volume |
145,500 |
80,277 |
-65,223 |
-44.8% |
614,807 |
|
Daily Pivots for day following 07-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,326.6 |
1,321.5 |
1,303.3 |
|
R3 |
1,317.6 |
1,312.5 |
1,300.8 |
|
R2 |
1,308.6 |
1,308.6 |
1,300.0 |
|
R1 |
1,303.5 |
1,303.5 |
1,299.1 |
1,301.6 |
PP |
1,299.6 |
1,299.6 |
1,299.6 |
1,298.7 |
S1 |
1,294.5 |
1,294.5 |
1,297.5 |
1,292.6 |
S2 |
1,290.6 |
1,290.6 |
1,296.7 |
|
S3 |
1,281.6 |
1,285.5 |
1,295.8 |
|
S4 |
1,272.6 |
1,276.5 |
1,293.4 |
|
|
Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,386.4 |
1,375.1 |
1,320.1 |
|
R3 |
1,356.3 |
1,345.0 |
1,311.8 |
|
R2 |
1,326.2 |
1,326.2 |
1,309.0 |
|
R1 |
1,314.9 |
1,314.9 |
1,306.3 |
1,320.6 |
PP |
1,296.1 |
1,296.1 |
1,296.1 |
1,299.0 |
S1 |
1,284.8 |
1,284.8 |
1,300.7 |
1,290.5 |
S2 |
1,266.0 |
1,266.0 |
1,298.0 |
|
S3 |
1,235.9 |
1,254.7 |
1,295.2 |
|
S4 |
1,205.8 |
1,224.6 |
1,286.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,307.5 |
1,277.4 |
30.1 |
2.3% |
14.3 |
1.1% |
69% |
False |
False |
112,366 |
10 |
1,317.7 |
1,277.4 |
40.3 |
3.1% |
14.9 |
1.1% |
52% |
False |
False |
110,470 |
20 |
1,392.2 |
1,277.4 |
114.8 |
8.8% |
17.6 |
1.4% |
18% |
False |
False |
68,858 |
40 |
1,392.2 |
1,265.4 |
126.8 |
9.8% |
17.2 |
1.3% |
26% |
False |
False |
38,511 |
60 |
1,392.2 |
1,228.9 |
163.3 |
12.6% |
17.2 |
1.3% |
42% |
False |
False |
26,975 |
80 |
1,392.2 |
1,186.7 |
205.5 |
15.8% |
17.5 |
1.3% |
54% |
False |
False |
20,526 |
100 |
1,392.2 |
1,186.7 |
205.5 |
15.8% |
17.7 |
1.4% |
54% |
False |
False |
16,717 |
120 |
1,392.2 |
1,186.7 |
205.5 |
15.8% |
17.6 |
1.4% |
54% |
False |
False |
14,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,343.1 |
2.618 |
1,328.4 |
1.618 |
1,319.4 |
1.000 |
1,313.8 |
0.618 |
1,310.4 |
HIGH |
1,304.8 |
0.618 |
1,301.4 |
0.500 |
1,300.3 |
0.382 |
1,299.2 |
LOW |
1,295.8 |
0.618 |
1,290.2 |
1.000 |
1,286.8 |
1.618 |
1,281.2 |
2.618 |
1,272.2 |
4.250 |
1,257.6 |
|
|
Fisher Pivots for day following 07-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,300.3 |
1,297.1 |
PP |
1,299.6 |
1,295.9 |
S1 |
1,299.0 |
1,294.7 |
|