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 |
1,335.0 |
1,309.7 |
-25.3 |
-1.9% |
1,383.1 |
High |
1,335.7 |
1,318.0 |
-17.7 |
-1.3% |
1,392.6 |
Low |
1,308.5 |
1,306.0 |
-2.5 |
-0.2% |
1,320.8 |
Close |
1,311.2 |
1,311.4 |
0.2 |
0.0% |
1,336.0 |
Range |
27.2 |
12.0 |
-15.2 |
-55.9% |
71.8 |
ATR |
20.8 |
20.2 |
-0.6 |
-3.0% |
0.0 |
Volume |
178,475 |
158,346 |
-20,129 |
-11.3% |
821,800 |
|
Daily Pivots for day following 25-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,347.8 |
1,341.6 |
1,318.0 |
|
R3 |
1,335.8 |
1,329.6 |
1,314.7 |
|
R2 |
1,323.8 |
1,323.8 |
1,313.6 |
|
R1 |
1,317.6 |
1,317.6 |
1,312.5 |
1,320.7 |
PP |
1,311.8 |
1,311.8 |
1,311.8 |
1,313.4 |
S1 |
1,305.6 |
1,305.6 |
1,310.3 |
1,308.7 |
S2 |
1,299.8 |
1,299.8 |
1,309.2 |
|
S3 |
1,287.8 |
1,293.6 |
1,308.1 |
|
S4 |
1,275.8 |
1,281.6 |
1,304.8 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,565.2 |
1,522.4 |
1,375.5 |
|
R3 |
1,493.4 |
1,450.6 |
1,355.7 |
|
R2 |
1,421.6 |
1,421.6 |
1,349.2 |
|
R1 |
1,378.8 |
1,378.8 |
1,342.6 |
1,364.3 |
PP |
1,349.8 |
1,349.8 |
1,349.8 |
1,342.6 |
S1 |
1,307.0 |
1,307.0 |
1,329.4 |
1,292.5 |
S2 |
1,278.0 |
1,278.0 |
1,322.8 |
|
S3 |
1,206.2 |
1,235.2 |
1,316.3 |
|
S4 |
1,134.4 |
1,163.4 |
1,296.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,360.2 |
1,306.0 |
54.2 |
4.1% |
20.2 |
1.5% |
10% |
False |
True |
169,354 |
10 |
1,392.6 |
1,306.0 |
86.6 |
6.6% |
20.5 |
1.6% |
6% |
False |
True |
174,287 |
20 |
1,392.6 |
1,306.0 |
86.6 |
6.6% |
19.6 |
1.5% |
6% |
False |
True |
156,772 |
40 |
1,392.6 |
1,237.5 |
155.1 |
11.8% |
18.8 |
1.4% |
48% |
False |
False |
140,572 |
60 |
1,392.6 |
1,182.3 |
210.3 |
16.0% |
18.8 |
1.4% |
61% |
False |
False |
100,276 |
80 |
1,392.6 |
1,182.3 |
210.3 |
16.0% |
19.7 |
1.5% |
61% |
False |
False |
76,246 |
100 |
1,392.6 |
1,182.3 |
210.3 |
16.0% |
19.2 |
1.5% |
61% |
False |
False |
61,608 |
120 |
1,392.6 |
1,182.3 |
210.3 |
16.0% |
19.4 |
1.5% |
61% |
False |
False |
51,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,369.0 |
2.618 |
1,349.4 |
1.618 |
1,337.4 |
1.000 |
1,330.0 |
0.618 |
1,325.4 |
HIGH |
1,318.0 |
0.618 |
1,313.4 |
0.500 |
1,312.0 |
0.382 |
1,310.6 |
LOW |
1,306.0 |
0.618 |
1,298.6 |
1.000 |
1,294.0 |
1.618 |
1,286.6 |
2.618 |
1,274.6 |
4.250 |
1,255.0 |
|
|
Fisher Pivots for day following 25-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,312.0 |
1,324.5 |
PP |
1,311.8 |
1,320.1 |
S1 |
1,311.6 |
1,315.8 |
|