Trading Metrics calculated at close of trading on 01-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2014 |
01-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,294.1 |
1,283.6 |
-10.5 |
-0.8% |
1,332.8 |
High |
1,298.1 |
1,288.7 |
-9.4 |
-0.7% |
1,333.7 |
Low |
1,283.4 |
1,278.0 |
-5.4 |
-0.4% |
1,287.1 |
Close |
1,284.1 |
1,280.2 |
-3.9 |
-0.3% |
1,294.6 |
Range |
14.7 |
10.7 |
-4.0 |
-27.2% |
46.6 |
ATR |
16.9 |
16.5 |
-0.4 |
-2.6% |
0.0 |
Volume |
1,657 |
1,722 |
65 |
3.9% |
18,686 |
|
Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,314.4 |
1,308.0 |
1,286.1 |
|
R3 |
1,303.7 |
1,297.3 |
1,283.1 |
|
R2 |
1,293.0 |
1,293.0 |
1,282.2 |
|
R1 |
1,286.6 |
1,286.6 |
1,281.2 |
1,284.5 |
PP |
1,282.3 |
1,282.3 |
1,282.3 |
1,281.2 |
S1 |
1,275.9 |
1,275.9 |
1,279.2 |
1,273.8 |
S2 |
1,271.6 |
1,271.6 |
1,278.2 |
|
S3 |
1,260.9 |
1,265.2 |
1,277.3 |
|
S4 |
1,250.2 |
1,254.5 |
1,274.3 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,444.9 |
1,416.4 |
1,320.2 |
|
R3 |
1,398.3 |
1,369.8 |
1,307.4 |
|
R2 |
1,351.7 |
1,351.7 |
1,303.1 |
|
R1 |
1,323.2 |
1,323.2 |
1,298.9 |
1,314.2 |
PP |
1,305.1 |
1,305.1 |
1,305.1 |
1,300.6 |
S1 |
1,276.6 |
1,276.6 |
1,290.3 |
1,267.6 |
S2 |
1,258.5 |
1,258.5 |
1,286.1 |
|
S3 |
1,211.9 |
1,230.0 |
1,281.8 |
|
S4 |
1,165.3 |
1,183.4 |
1,269.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,315.9 |
1,278.0 |
37.9 |
3.0% |
13.8 |
1.1% |
6% |
False |
True |
2,882 |
10 |
1,359.0 |
1,278.0 |
81.0 |
6.3% |
15.9 |
1.2% |
3% |
False |
True |
2,710 |
20 |
1,392.0 |
1,278.0 |
114.0 |
8.9% |
16.3 |
1.3% |
2% |
False |
True |
2,809 |
40 |
1,392.0 |
1,249.5 |
142.5 |
11.1% |
15.0 |
1.2% |
22% |
False |
False |
2,149 |
60 |
1,392.0 |
1,221.9 |
170.1 |
13.3% |
14.1 |
1.1% |
34% |
False |
False |
1,941 |
80 |
1,392.0 |
1,187.2 |
204.8 |
16.0% |
13.8 |
1.1% |
45% |
False |
False |
1,530 |
100 |
1,392.0 |
1,187.2 |
204.8 |
16.0% |
12.9 |
1.0% |
45% |
False |
False |
1,316 |
120 |
1,392.0 |
1,187.2 |
204.8 |
16.0% |
12.3 |
1.0% |
45% |
False |
False |
1,125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,334.2 |
2.618 |
1,316.7 |
1.618 |
1,306.0 |
1.000 |
1,299.4 |
0.618 |
1,295.3 |
HIGH |
1,288.7 |
0.618 |
1,284.6 |
0.500 |
1,283.4 |
0.382 |
1,282.1 |
LOW |
1,278.0 |
0.618 |
1,271.4 |
1.000 |
1,267.3 |
1.618 |
1,260.7 |
2.618 |
1,250.0 |
4.250 |
1,232.5 |
|
|
Fisher Pivots for day following 01-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,283.4 |
1,288.3 |
PP |
1,282.3 |
1,285.6 |
S1 |
1,281.3 |
1,282.9 |
|