Trading Metrics calculated at close of trading on 02-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2014 |
02-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,283.6 |
1,280.0 |
-3.6 |
-0.3% |
1,332.8 |
High |
1,288.7 |
1,295.0 |
6.3 |
0.5% |
1,333.7 |
Low |
1,278.0 |
1,280.0 |
2.0 |
0.2% |
1,287.1 |
Close |
1,280.2 |
1,291.1 |
10.9 |
0.9% |
1,294.6 |
Range |
10.7 |
15.0 |
4.3 |
40.2% |
46.6 |
ATR |
16.5 |
16.4 |
-0.1 |
-0.6% |
0.0 |
Volume |
1,722 |
2,223 |
501 |
29.1% |
18,686 |
|
Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,333.7 |
1,327.4 |
1,299.4 |
|
R3 |
1,318.7 |
1,312.4 |
1,295.2 |
|
R2 |
1,303.7 |
1,303.7 |
1,293.9 |
|
R1 |
1,297.4 |
1,297.4 |
1,292.5 |
1,300.6 |
PP |
1,288.7 |
1,288.7 |
1,288.7 |
1,290.3 |
S1 |
1,282.4 |
1,282.4 |
1,289.7 |
1,285.6 |
S2 |
1,273.7 |
1,273.7 |
1,288.4 |
|
S3 |
1,258.7 |
1,267.4 |
1,287.0 |
|
S4 |
1,243.7 |
1,252.4 |
1,282.9 |
|
|
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 |
1,306.5 |
1,278.0 |
28.5 |
2.2% |
13.6 |
1.1% |
46% |
False |
False |
2,774 |
10 |
1,343.3 |
1,278.0 |
65.3 |
5.1% |
14.4 |
1.1% |
20% |
False |
False |
2,815 |
20 |
1,392.0 |
1,278.0 |
114.0 |
8.8% |
16.7 |
1.3% |
11% |
False |
False |
2,865 |
40 |
1,392.0 |
1,254.7 |
137.3 |
10.6% |
15.1 |
1.2% |
27% |
False |
False |
2,166 |
60 |
1,392.0 |
1,221.9 |
170.1 |
13.2% |
13.9 |
1.1% |
41% |
False |
False |
1,969 |
80 |
1,392.0 |
1,187.2 |
204.8 |
15.9% |
13.8 |
1.1% |
51% |
False |
False |
1,547 |
100 |
1,392.0 |
1,187.2 |
204.8 |
15.9% |
13.0 |
1.0% |
51% |
False |
False |
1,335 |
120 |
1,392.0 |
1,187.2 |
204.8 |
15.9% |
12.3 |
1.0% |
51% |
False |
False |
1,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,358.8 |
2.618 |
1,334.3 |
1.618 |
1,319.3 |
1.000 |
1,310.0 |
0.618 |
1,304.3 |
HIGH |
1,295.0 |
0.618 |
1,289.3 |
0.500 |
1,287.5 |
0.382 |
1,285.7 |
LOW |
1,280.0 |
0.618 |
1,270.7 |
1.000 |
1,265.0 |
1.618 |
1,255.7 |
2.618 |
1,240.7 |
4.250 |
1,216.3 |
|
|
Fisher Pivots for day following 02-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,289.9 |
1,290.1 |
PP |
1,288.7 |
1,289.1 |
S1 |
1,287.5 |
1,288.1 |
|