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 |
1,847.75 |
1,857.25 |
9.50 |
0.5% |
1,848.50 |
High |
1,860.75 |
1,871.50 |
10.75 |
0.6% |
1,861.50 |
Low |
1,847.75 |
1,856.00 |
8.25 |
0.4% |
1,827.00 |
Close |
1,857.50 |
1,870.75 |
13.25 |
0.7% |
1,843.25 |
Range |
13.00 |
15.50 |
2.50 |
19.2% |
34.50 |
ATR |
19.07 |
18.81 |
-0.25 |
-1.3% |
0.00 |
Volume |
1,636 |
4,202 |
2,566 |
156.8% |
8,337 |
|
Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,912.50 |
1,907.25 |
1,879.25 |
|
R3 |
1,897.00 |
1,891.75 |
1,875.00 |
|
R2 |
1,881.50 |
1,881.50 |
1,873.50 |
|
R1 |
1,876.25 |
1,876.25 |
1,872.25 |
1,879.00 |
PP |
1,866.00 |
1,866.00 |
1,866.00 |
1,867.50 |
S1 |
1,860.75 |
1,860.75 |
1,869.25 |
1,863.50 |
S2 |
1,850.50 |
1,850.50 |
1,868.00 |
|
S3 |
1,835.00 |
1,845.25 |
1,866.50 |
|
S4 |
1,819.50 |
1,829.75 |
1,862.25 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,947.50 |
1,929.75 |
1,862.25 |
|
R3 |
1,913.00 |
1,895.25 |
1,852.75 |
|
R2 |
1,878.50 |
1,878.50 |
1,849.50 |
|
R1 |
1,860.75 |
1,860.75 |
1,846.50 |
1,852.50 |
PP |
1,844.00 |
1,844.00 |
1,844.00 |
1,839.75 |
S1 |
1,826.25 |
1,826.25 |
1,840.00 |
1,818.00 |
S2 |
1,809.50 |
1,809.50 |
1,837.00 |
|
S3 |
1,775.00 |
1,791.75 |
1,833.75 |
|
S4 |
1,740.50 |
1,757.25 |
1,824.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,871.50 |
1,827.00 |
44.50 |
2.4% |
17.25 |
0.9% |
98% |
True |
False |
2,308 |
10 |
1,871.50 |
1,827.00 |
44.50 |
2.4% |
19.25 |
1.0% |
98% |
True |
False |
1,645 |
20 |
1,873.00 |
1,818.50 |
54.50 |
2.9% |
18.00 |
1.0% |
96% |
False |
False |
1,037 |
40 |
1,873.00 |
1,721.25 |
151.75 |
8.1% |
17.75 |
0.9% |
99% |
False |
False |
664 |
60 |
1,873.00 |
1,719.25 |
153.75 |
8.2% |
17.25 |
0.9% |
99% |
False |
False |
509 |
80 |
1,873.00 |
1,719.25 |
153.75 |
8.2% |
14.25 |
0.8% |
99% |
False |
False |
389 |
100 |
1,873.00 |
1,719.25 |
153.75 |
8.2% |
11.75 |
0.6% |
99% |
False |
False |
317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,937.50 |
2.618 |
1,912.00 |
1.618 |
1,896.50 |
1.000 |
1,887.00 |
0.618 |
1,881.00 |
HIGH |
1,871.50 |
0.618 |
1,865.50 |
0.500 |
1,863.75 |
0.382 |
1,862.00 |
LOW |
1,856.00 |
0.618 |
1,846.50 |
1.000 |
1,840.50 |
1.618 |
1,831.00 |
2.618 |
1,815.50 |
4.250 |
1,790.00 |
|
|
Fisher Pivots for day following 01-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,868.50 |
1,864.75 |
PP |
1,866.00 |
1,859.00 |
S1 |
1,863.75 |
1,853.00 |
|