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 |
1,875.75 |
1,876.75 |
1.00 |
0.1% |
1,847.75 |
High |
1,880.00 |
1,885.25 |
5.25 |
0.3% |
1,885.25 |
Low |
1,869.00 |
1,849.25 |
-19.75 |
-1.1% |
1,847.75 |
Close |
1,876.00 |
1,853.00 |
-23.00 |
-1.2% |
1,853.00 |
Range |
11.00 |
36.00 |
25.00 |
227.3% |
37.50 |
ATR |
17.66 |
18.97 |
1.31 |
7.4% |
0.00 |
Volume |
3,214 |
1,629 |
-1,585 |
-49.3% |
12,619 |
|
Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,970.50 |
1,947.75 |
1,872.75 |
|
R3 |
1,934.50 |
1,911.75 |
1,863.00 |
|
R2 |
1,898.50 |
1,898.50 |
1,859.50 |
|
R1 |
1,875.75 |
1,875.75 |
1,856.25 |
1,869.00 |
PP |
1,862.50 |
1,862.50 |
1,862.50 |
1,859.25 |
S1 |
1,839.75 |
1,839.75 |
1,849.75 |
1,833.00 |
S2 |
1,826.50 |
1,826.50 |
1,846.50 |
|
S3 |
1,790.50 |
1,803.75 |
1,843.00 |
|
S4 |
1,754.50 |
1,767.75 |
1,833.25 |
|
|
Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,974.50 |
1,951.25 |
1,873.50 |
|
R3 |
1,937.00 |
1,913.75 |
1,863.25 |
|
R2 |
1,899.50 |
1,899.50 |
1,860.00 |
|
R1 |
1,876.25 |
1,876.25 |
1,856.50 |
1,888.00 |
PP |
1,862.00 |
1,862.00 |
1,862.00 |
1,867.75 |
S1 |
1,838.75 |
1,838.75 |
1,849.50 |
1,850.50 |
S2 |
1,824.50 |
1,824.50 |
1,846.00 |
|
S3 |
1,787.00 |
1,801.25 |
1,842.75 |
|
S4 |
1,749.50 |
1,763.75 |
1,832.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,885.25 |
1,847.75 |
37.50 |
2.0% |
17.00 |
0.9% |
14% |
True |
False |
2,523 |
10 |
1,885.25 |
1,827.00 |
58.25 |
3.1% |
18.25 |
1.0% |
45% |
True |
False |
2,095 |
20 |
1,885.25 |
1,818.50 |
66.75 |
3.6% |
19.50 |
1.0% |
52% |
True |
False |
1,355 |
40 |
1,885.25 |
1,746.25 |
139.00 |
7.5% |
17.75 |
1.0% |
77% |
True |
False |
827 |
60 |
1,885.25 |
1,719.25 |
166.00 |
9.0% |
17.75 |
1.0% |
81% |
True |
False |
591 |
80 |
1,885.25 |
1,719.25 |
166.00 |
9.0% |
15.00 |
0.8% |
81% |
True |
False |
474 |
100 |
1,885.25 |
1,719.25 |
166.00 |
9.0% |
12.00 |
0.7% |
81% |
True |
False |
385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,038.25 |
2.618 |
1,979.50 |
1.618 |
1,943.50 |
1.000 |
1,921.25 |
0.618 |
1,907.50 |
HIGH |
1,885.25 |
0.618 |
1,871.50 |
0.500 |
1,867.25 |
0.382 |
1,863.00 |
LOW |
1,849.25 |
0.618 |
1,827.00 |
1.000 |
1,813.25 |
1.618 |
1,791.00 |
2.618 |
1,755.00 |
4.250 |
1,696.25 |
|
|
Fisher Pivots for day following 04-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,867.25 |
1,867.25 |
PP |
1,862.50 |
1,862.50 |
S1 |
1,857.75 |
1,857.75 |
|