Trading Metrics calculated at close of trading on 04-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2014 |
04-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,293.1 |
1,285.8 |
-7.3 |
-0.6% |
1,294.1 |
High |
1,293.1 |
1,307.2 |
14.1 |
1.1% |
1,307.2 |
Low |
1,282.8 |
1,285.8 |
3.0 |
0.2% |
1,278.0 |
Close |
1,284.9 |
1,303.8 |
18.9 |
1.5% |
1,303.8 |
Range |
10.3 |
21.4 |
11.1 |
107.8% |
29.2 |
ATR |
15.9 |
16.4 |
0.5 |
2.8% |
0.0 |
Volume |
2,469 |
2,945 |
476 |
19.3% |
11,016 |
|
Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,363.1 |
1,354.9 |
1,315.6 |
|
R3 |
1,341.7 |
1,333.5 |
1,309.7 |
|
R2 |
1,320.3 |
1,320.3 |
1,307.7 |
|
R1 |
1,312.1 |
1,312.1 |
1,305.8 |
1,316.2 |
PP |
1,298.9 |
1,298.9 |
1,298.9 |
1,301.0 |
S1 |
1,290.7 |
1,290.7 |
1,301.8 |
1,294.8 |
S2 |
1,277.5 |
1,277.5 |
1,299.9 |
|
S3 |
1,256.1 |
1,269.3 |
1,297.9 |
|
S4 |
1,234.7 |
1,247.9 |
1,292.0 |
|
|
Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,383.9 |
1,373.1 |
1,319.9 |
|
R3 |
1,354.7 |
1,343.9 |
1,311.8 |
|
R2 |
1,325.5 |
1,325.5 |
1,309.2 |
|
R1 |
1,314.7 |
1,314.7 |
1,306.5 |
1,320.1 |
PP |
1,296.3 |
1,296.3 |
1,296.3 |
1,299.1 |
S1 |
1,285.5 |
1,285.5 |
1,301.1 |
1,290.9 |
S2 |
1,267.1 |
1,267.1 |
1,298.4 |
|
S3 |
1,237.9 |
1,256.3 |
1,295.8 |
|
S4 |
1,208.7 |
1,227.1 |
1,287.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,307.2 |
1,278.0 |
29.2 |
2.2% |
14.4 |
1.1% |
88% |
True |
False |
2,203 |
10 |
1,333.7 |
1,278.0 |
55.7 |
4.3% |
15.0 |
1.2% |
46% |
False |
False |
2,970 |
20 |
1,392.0 |
1,278.0 |
114.0 |
8.7% |
16.2 |
1.2% |
23% |
False |
False |
3,000 |
40 |
1,392.0 |
1,261.0 |
131.0 |
10.0% |
15.3 |
1.2% |
33% |
False |
False |
2,247 |
60 |
1,392.0 |
1,227.1 |
164.9 |
12.6% |
14.2 |
1.1% |
47% |
False |
False |
2,033 |
80 |
1,392.0 |
1,187.2 |
204.8 |
15.7% |
13.9 |
1.1% |
57% |
False |
False |
1,603 |
100 |
1,392.0 |
1,187.2 |
204.8 |
15.7% |
13.2 |
1.0% |
57% |
False |
False |
1,374 |
120 |
1,392.0 |
1,187.2 |
204.8 |
15.7% |
12.6 |
1.0% |
57% |
False |
False |
1,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,398.2 |
2.618 |
1,363.2 |
1.618 |
1,341.8 |
1.000 |
1,328.6 |
0.618 |
1,320.4 |
HIGH |
1,307.2 |
0.618 |
1,299.0 |
0.500 |
1,296.5 |
0.382 |
1,294.0 |
LOW |
1,285.8 |
0.618 |
1,272.6 |
1.000 |
1,264.4 |
1.618 |
1,251.2 |
2.618 |
1,229.8 |
4.250 |
1,194.9 |
|
|
Fisher Pivots for day following 04-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,301.4 |
1,300.4 |
PP |
1,298.9 |
1,297.0 |
S1 |
1,296.5 |
1,293.6 |
|