Trading Metrics calculated at close of trading on 09-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2014 |
09-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,834.25 |
1,837.50 |
3.25 |
0.2% |
1,847.75 |
High |
1,841.50 |
1,859.00 |
17.50 |
1.0% |
1,885.25 |
Low |
1,823.75 |
1,836.75 |
13.00 |
0.7% |
1,847.75 |
Close |
1,837.75 |
1,857.50 |
19.75 |
1.1% |
1,853.00 |
Range |
17.75 |
22.25 |
4.50 |
25.4% |
37.50 |
ATR |
19.36 |
19.57 |
0.21 |
1.1% |
0.00 |
Volume |
3,863 |
4,614 |
751 |
19.4% |
12,619 |
|
Daily Pivots for day following 09-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,917.75 |
1,910.00 |
1,869.75 |
|
R3 |
1,895.50 |
1,887.75 |
1,863.50 |
|
R2 |
1,873.25 |
1,873.25 |
1,861.50 |
|
R1 |
1,865.50 |
1,865.50 |
1,859.50 |
1,869.50 |
PP |
1,851.00 |
1,851.00 |
1,851.00 |
1,853.00 |
S1 |
1,843.25 |
1,843.25 |
1,855.50 |
1,847.00 |
S2 |
1,828.75 |
1,828.75 |
1,853.50 |
|
S3 |
1,806.50 |
1,821.00 |
1,851.50 |
|
S4 |
1,784.25 |
1,798.75 |
1,845.25 |
|
|
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 |
1,823.75 |
61.50 |
3.3% |
22.75 |
1.2% |
55% |
False |
False |
3,323 |
10 |
1,885.25 |
1,823.75 |
61.50 |
3.3% |
18.25 |
1.0% |
55% |
False |
False |
2,916 |
20 |
1,885.25 |
1,818.50 |
66.75 |
3.6% |
20.50 |
1.1% |
58% |
False |
False |
1,863 |
40 |
1,885.25 |
1,789.00 |
96.25 |
5.2% |
18.00 |
1.0% |
71% |
False |
False |
1,087 |
60 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
18.25 |
1.0% |
83% |
False |
False |
781 |
80 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
15.50 |
0.8% |
83% |
False |
False |
621 |
100 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
12.75 |
0.7% |
83% |
False |
False |
503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,953.50 |
2.618 |
1,917.25 |
1.618 |
1,895.00 |
1.000 |
1,881.25 |
0.618 |
1,872.75 |
HIGH |
1,859.00 |
0.618 |
1,850.50 |
0.500 |
1,848.00 |
0.382 |
1,845.25 |
LOW |
1,836.75 |
0.618 |
1,823.00 |
1.000 |
1,814.50 |
1.618 |
1,800.75 |
2.618 |
1,778.50 |
4.250 |
1,742.25 |
|
|
Fisher Pivots for day following 09-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,854.25 |
1,852.00 |
PP |
1,851.00 |
1,846.75 |
S1 |
1,848.00 |
1,841.50 |
|