Trading Metrics calculated at close of trading on 10-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2014 |
10-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,837.50 |
1,858.25 |
20.75 |
1.1% |
1,847.75 |
High |
1,859.00 |
1,860.00 |
1.00 |
0.1% |
1,885.25 |
Low |
1,836.75 |
1,816.75 |
-20.00 |
-1.1% |
1,847.75 |
Close |
1,857.50 |
1,819.75 |
-37.75 |
-2.0% |
1,853.00 |
Range |
22.25 |
43.25 |
21.00 |
94.4% |
37.50 |
ATR |
19.57 |
21.26 |
1.69 |
8.6% |
0.00 |
Volume |
4,614 |
3,431 |
-1,183 |
-25.6% |
12,619 |
|
Daily Pivots for day following 10-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,962.00 |
1,934.00 |
1,843.50 |
|
R3 |
1,918.75 |
1,890.75 |
1,831.75 |
|
R2 |
1,875.50 |
1,875.50 |
1,827.75 |
|
R1 |
1,847.50 |
1,847.50 |
1,823.75 |
1,840.00 |
PP |
1,832.25 |
1,832.25 |
1,832.25 |
1,828.25 |
S1 |
1,804.25 |
1,804.25 |
1,815.75 |
1,796.50 |
S2 |
1,789.00 |
1,789.00 |
1,811.75 |
|
S3 |
1,745.75 |
1,761.00 |
1,807.75 |
|
S4 |
1,702.50 |
1,717.75 |
1,796.00 |
|
|
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 |
1,816.75 |
68.50 |
3.8% |
29.00 |
1.6% |
4% |
False |
True |
3,366 |
10 |
1,885.25 |
1,816.75 |
68.50 |
3.8% |
21.25 |
1.2% |
4% |
False |
True |
3,030 |
20 |
1,885.25 |
1,816.75 |
68.50 |
3.8% |
21.00 |
1.2% |
4% |
False |
True |
2,009 |
40 |
1,885.25 |
1,789.00 |
96.25 |
5.3% |
18.75 |
1.0% |
32% |
False |
False |
1,171 |
60 |
1,885.25 |
1,719.25 |
166.00 |
9.1% |
18.75 |
1.0% |
61% |
False |
False |
837 |
80 |
1,885.25 |
1,719.25 |
166.00 |
9.1% |
16.00 |
0.9% |
61% |
False |
False |
664 |
100 |
1,885.25 |
1,719.25 |
166.00 |
9.1% |
13.25 |
0.7% |
61% |
False |
False |
537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,043.75 |
2.618 |
1,973.25 |
1.618 |
1,930.00 |
1.000 |
1,903.25 |
0.618 |
1,886.75 |
HIGH |
1,860.00 |
0.618 |
1,843.50 |
0.500 |
1,838.50 |
0.382 |
1,833.25 |
LOW |
1,816.75 |
0.618 |
1,790.00 |
1.000 |
1,773.50 |
1.618 |
1,746.75 |
2.618 |
1,703.50 |
4.250 |
1,633.00 |
|
|
Fisher Pivots for day following 10-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,838.50 |
1,838.50 |
PP |
1,832.25 |
1,832.25 |
S1 |
1,826.00 |
1,826.00 |
|