Trading Metrics calculated at close of trading on 07-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2014 |
07-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,876.75 |
1,853.75 |
-23.00 |
-1.2% |
1,847.75 |
High |
1,885.25 |
1,853.75 |
-31.50 |
-1.7% |
1,885.25 |
Low |
1,849.25 |
1,827.50 |
-21.75 |
-1.2% |
1,847.75 |
Close |
1,853.00 |
1,831.00 |
-22.00 |
-1.2% |
1,853.00 |
Range |
36.00 |
26.25 |
-9.75 |
-27.1% |
37.50 |
ATR |
18.97 |
19.49 |
0.52 |
2.7% |
0.00 |
Volume |
1,629 |
3,295 |
1,666 |
102.3% |
12,619 |
|
Daily Pivots for day following 07-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,916.25 |
1,899.75 |
1,845.50 |
|
R3 |
1,890.00 |
1,873.50 |
1,838.25 |
|
R2 |
1,863.75 |
1,863.75 |
1,835.75 |
|
R1 |
1,847.25 |
1,847.25 |
1,833.50 |
1,842.50 |
PP |
1,837.50 |
1,837.50 |
1,837.50 |
1,835.00 |
S1 |
1,821.00 |
1,821.00 |
1,828.50 |
1,816.00 |
S2 |
1,811.25 |
1,811.25 |
1,826.25 |
|
S3 |
1,785.00 |
1,794.75 |
1,823.75 |
|
S4 |
1,758.75 |
1,768.50 |
1,816.50 |
|
|
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 |
1,827.50 |
57.75 |
3.2% |
19.75 |
1.1% |
6% |
False |
True |
2,855 |
10 |
1,885.25 |
1,827.00 |
58.25 |
3.2% |
18.50 |
1.0% |
7% |
False |
False |
2,297 |
20 |
1,885.25 |
1,818.50 |
66.75 |
3.6% |
20.25 |
1.1% |
19% |
False |
False |
1,509 |
40 |
1,885.25 |
1,774.50 |
110.75 |
6.0% |
17.50 |
1.0% |
51% |
False |
False |
902 |
60 |
1,885.25 |
1,719.25 |
166.00 |
9.1% |
18.25 |
1.0% |
67% |
False |
False |
646 |
80 |
1,885.25 |
1,719.25 |
166.00 |
9.1% |
15.25 |
0.8% |
67% |
False |
False |
515 |
100 |
1,885.25 |
1,719.25 |
166.00 |
9.1% |
12.25 |
0.7% |
67% |
False |
False |
418 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,965.25 |
2.618 |
1,922.50 |
1.618 |
1,896.25 |
1.000 |
1,880.00 |
0.618 |
1,870.00 |
HIGH |
1,853.75 |
0.618 |
1,843.75 |
0.500 |
1,840.50 |
0.382 |
1,837.50 |
LOW |
1,827.50 |
0.618 |
1,811.25 |
1.000 |
1,801.25 |
1.618 |
1,785.00 |
2.618 |
1,758.75 |
4.250 |
1,716.00 |
|
|
Fisher Pivots for day following 07-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,840.50 |
1,856.50 |
PP |
1,837.50 |
1,848.00 |
S1 |
1,834.25 |
1,839.50 |
|