Trading Metrics calculated at close of trading on 25-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2014 |
25-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
16,303.28 |
16,279.20 |
-24.08 |
-0.1% |
16,066.37 |
High |
16,380.51 |
16,407.18 |
26.67 |
0.2% |
16,456.45 |
Low |
16,215.56 |
16,279.20 |
63.64 |
0.4% |
16,066.37 |
Close |
16,276.69 |
16,367.88 |
91.19 |
0.6% |
16,302.77 |
Range |
164.95 |
127.98 |
-36.97 |
-22.4% |
390.08 |
ATR |
162.85 |
160.53 |
-2.31 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,735.36 |
16,679.60 |
16,438.27 |
|
R3 |
16,607.38 |
16,551.62 |
16,403.07 |
|
R2 |
16,479.40 |
16,479.40 |
16,391.34 |
|
R1 |
16,423.64 |
16,423.64 |
16,379.61 |
16,451.52 |
PP |
16,351.42 |
16,351.42 |
16,351.42 |
16,365.36 |
S1 |
16,295.66 |
16,295.66 |
16,356.15 |
16,323.54 |
S2 |
16,223.44 |
16,223.44 |
16,344.42 |
|
S3 |
16,095.46 |
16,167.68 |
16,332.69 |
|
S4 |
15,967.48 |
16,039.70 |
16,297.49 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,445.44 |
17,264.18 |
16,517.31 |
|
R3 |
17,055.36 |
16,874.10 |
16,410.04 |
|
R2 |
16,665.28 |
16,665.28 |
16,374.28 |
|
R1 |
16,484.02 |
16,484.02 |
16,338.53 |
16,574.65 |
PP |
16,275.20 |
16,275.20 |
16,275.20 |
16,320.51 |
S1 |
16,093.94 |
16,093.94 |
16,267.01 |
16,184.57 |
S2 |
15,885.12 |
15,885.12 |
16,231.26 |
|
S3 |
15,495.04 |
15,703.86 |
16,195.50 |
|
S4 |
15,104.96 |
15,313.78 |
16,088.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,456.45 |
16,126.29 |
330.16 |
2.0% |
177.85 |
1.1% |
73% |
False |
False |
|
10 |
16,456.45 |
16,046.99 |
409.46 |
2.5% |
176.10 |
1.1% |
78% |
False |
False |
|
20 |
16,505.70 |
16,046.99 |
458.71 |
2.8% |
158.03 |
1.0% |
70% |
False |
False |
|
40 |
16,505.70 |
15,340.69 |
1,165.01 |
7.1% |
161.08 |
1.0% |
88% |
False |
False |
|
60 |
16,588.25 |
15,340.69 |
1,247.56 |
7.6% |
153.21 |
0.9% |
82% |
False |
False |
|
80 |
16,588.25 |
15,340.69 |
1,247.56 |
7.6% |
145.13 |
0.9% |
82% |
False |
False |
|
100 |
16,588.25 |
15,340.69 |
1,247.56 |
7.6% |
137.77 |
0.8% |
82% |
False |
False |
|
120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
137.37 |
0.8% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,951.10 |
2.618 |
16,742.23 |
1.618 |
16,614.25 |
1.000 |
16,535.16 |
0.618 |
16,486.27 |
HIGH |
16,407.18 |
0.618 |
16,358.29 |
0.500 |
16,343.19 |
0.382 |
16,328.09 |
LOW |
16,279.20 |
0.618 |
16,200.11 |
1.000 |
16,151.22 |
1.618 |
16,072.13 |
2.618 |
15,944.15 |
4.250 |
15,735.29 |
|
|
Fisher Pivots for day following 25-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
16,359.65 |
16,357.26 |
PP |
16,351.42 |
16,346.63 |
S1 |
16,343.19 |
16,336.01 |
|