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 |
1,857.25 |
1,870.75 |
13.50 |
0.7% |
1,848.50 |
High |
1,871.50 |
1,878.75 |
7.25 |
0.4% |
1,861.50 |
Low |
1,856.00 |
1,869.00 |
13.00 |
0.7% |
1,827.00 |
Close |
1,870.75 |
1,875.75 |
5.00 |
0.3% |
1,843.25 |
Range |
15.50 |
9.75 |
-5.75 |
-37.1% |
34.50 |
ATR |
18.81 |
18.17 |
-0.65 |
-3.4% |
0.00 |
Volume |
4,202 |
1,938 |
-2,264 |
-53.9% |
8,337 |
|
Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,903.75 |
1,899.50 |
1,881.00 |
|
R3 |
1,894.00 |
1,889.75 |
1,878.50 |
|
R2 |
1,884.25 |
1,884.25 |
1,877.50 |
|
R1 |
1,880.00 |
1,880.00 |
1,876.75 |
1,882.00 |
PP |
1,874.50 |
1,874.50 |
1,874.50 |
1,875.50 |
S1 |
1,870.25 |
1,870.25 |
1,874.75 |
1,872.50 |
S2 |
1,864.75 |
1,864.75 |
1,874.00 |
|
S3 |
1,855.00 |
1,860.50 |
1,873.00 |
|
S4 |
1,845.25 |
1,850.75 |
1,870.50 |
|
|
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 |
1,878.75 |
1,827.00 |
51.75 |
2.8% |
14.00 |
0.7% |
94% |
True |
False |
2,510 |
10 |
1,878.75 |
1,827.00 |
51.75 |
2.8% |
17.75 |
1.0% |
94% |
True |
False |
1,775 |
20 |
1,878.75 |
1,818.50 |
60.25 |
3.2% |
18.25 |
1.0% |
95% |
True |
False |
1,129 |
40 |
1,878.75 |
1,721.25 |
157.50 |
8.4% |
17.50 |
0.9% |
98% |
True |
False |
709 |
60 |
1,878.75 |
1,719.25 |
159.50 |
8.5% |
17.25 |
0.9% |
98% |
True |
False |
541 |
80 |
1,878.75 |
1,719.25 |
159.50 |
8.5% |
14.25 |
0.8% |
98% |
True |
False |
414 |
100 |
1,878.75 |
1,719.25 |
159.50 |
8.5% |
11.75 |
0.6% |
98% |
True |
False |
337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,920.25 |
2.618 |
1,904.25 |
1.618 |
1,894.50 |
1.000 |
1,888.50 |
0.618 |
1,884.75 |
HIGH |
1,878.75 |
0.618 |
1,875.00 |
0.500 |
1,874.00 |
0.382 |
1,872.75 |
LOW |
1,869.00 |
0.618 |
1,863.00 |
1.000 |
1,859.25 |
1.618 |
1,853.25 |
2.618 |
1,843.50 |
4.250 |
1,827.50 |
|
|
Fisher Pivots for day following 02-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,875.00 |
1,871.50 |
PP |
1,874.50 |
1,867.50 |
S1 |
1,874.00 |
1,863.25 |
|