Trading Metrics calculated at close of trading on 08-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2014 |
08-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,304.0 |
1,296.8 |
-7.2 |
-0.6% |
1,295.0 |
High |
1,304.8 |
1,314.7 |
9.9 |
0.8% |
1,307.5 |
Low |
1,295.8 |
1,296.8 |
1.0 |
0.1% |
1,277.4 |
Close |
1,298.3 |
1,309.1 |
10.8 |
0.8% |
1,303.5 |
Range |
9.0 |
17.9 |
8.9 |
98.9% |
30.1 |
ATR |
17.4 |
17.4 |
0.0 |
0.2% |
0.0 |
Volume |
80,277 |
119,225 |
38,948 |
48.5% |
614,807 |
|
Daily Pivots for day following 08-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,360.6 |
1,352.7 |
1,318.9 |
|
R3 |
1,342.7 |
1,334.8 |
1,314.0 |
|
R2 |
1,324.8 |
1,324.8 |
1,312.4 |
|
R1 |
1,316.9 |
1,316.9 |
1,310.7 |
1,320.9 |
PP |
1,306.9 |
1,306.9 |
1,306.9 |
1,308.8 |
S1 |
1,299.0 |
1,299.0 |
1,307.5 |
1,303.0 |
S2 |
1,289.0 |
1,289.0 |
1,305.8 |
|
S3 |
1,271.1 |
1,281.1 |
1,304.2 |
|
S4 |
1,253.2 |
1,263.2 |
1,299.3 |
|
|
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 |
1,314.7 |
1,278.9 |
35.8 |
2.7% |
15.7 |
1.2% |
84% |
True |
False |
113,628 |
10 |
1,317.0 |
1,277.4 |
39.6 |
3.0% |
15.5 |
1.2% |
80% |
False |
False |
117,547 |
20 |
1,392.2 |
1,277.4 |
114.8 |
8.8% |
17.8 |
1.4% |
28% |
False |
False |
73,831 |
40 |
1,392.2 |
1,277.2 |
115.0 |
8.8% |
17.4 |
1.3% |
28% |
False |
False |
41,399 |
60 |
1,392.2 |
1,233.0 |
159.2 |
12.2% |
17.1 |
1.3% |
48% |
False |
False |
28,917 |
80 |
1,392.2 |
1,186.7 |
205.5 |
15.7% |
17.6 |
1.3% |
60% |
False |
False |
22,001 |
100 |
1,392.2 |
1,186.7 |
205.5 |
15.7% |
17.7 |
1.4% |
60% |
False |
False |
17,903 |
120 |
1,392.2 |
1,186.7 |
205.5 |
15.7% |
17.5 |
1.3% |
60% |
False |
False |
15,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,390.8 |
2.618 |
1,361.6 |
1.618 |
1,343.7 |
1.000 |
1,332.6 |
0.618 |
1,325.8 |
HIGH |
1,314.7 |
0.618 |
1,307.9 |
0.500 |
1,305.8 |
0.382 |
1,303.6 |
LOW |
1,296.8 |
0.618 |
1,285.7 |
1.000 |
1,278.9 |
1.618 |
1,267.8 |
2.618 |
1,249.9 |
4.250 |
1,220.7 |
|
|
Fisher Pivots for day following 08-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,308.0 |
1,305.9 |
PP |
1,306.9 |
1,302.7 |
S1 |
1,305.8 |
1,299.6 |
|