Trading Metrics calculated at close of trading on 26-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2014 |
26-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,309.7 |
1,312.1 |
2.4 |
0.2% |
1,383.1 |
High |
1,318.0 |
1,317.1 |
-0.9 |
-0.1% |
1,392.6 |
Low |
1,306.0 |
1,299.3 |
-6.7 |
-0.5% |
1,320.8 |
Close |
1,311.4 |
1,303.4 |
-8.0 |
-0.6% |
1,336.0 |
Range |
12.0 |
17.8 |
5.8 |
48.3% |
71.8 |
ATR |
20.2 |
20.0 |
-0.2 |
-0.8% |
0.0 |
Volume |
158,346 |
151,503 |
-6,843 |
-4.3% |
821,800 |
|
Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,360.0 |
1,349.5 |
1,313.2 |
|
R3 |
1,342.2 |
1,331.7 |
1,308.3 |
|
R2 |
1,324.4 |
1,324.4 |
1,306.7 |
|
R1 |
1,313.9 |
1,313.9 |
1,305.0 |
1,310.3 |
PP |
1,306.6 |
1,306.6 |
1,306.6 |
1,304.8 |
S1 |
1,296.1 |
1,296.1 |
1,301.8 |
1,292.5 |
S2 |
1,288.8 |
1,288.8 |
1,300.1 |
|
S3 |
1,271.0 |
1,278.3 |
1,298.5 |
|
S4 |
1,253.2 |
1,260.5 |
1,293.6 |
|
|
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 |
1,343.0 |
1,299.3 |
43.7 |
3.4% |
17.3 |
1.3% |
9% |
False |
True |
160,731 |
10 |
1,392.6 |
1,299.3 |
93.3 |
7.2% |
19.7 |
1.5% |
4% |
False |
True |
167,049 |
20 |
1,392.6 |
1,299.3 |
93.3 |
7.2% |
19.3 |
1.5% |
4% |
False |
True |
156,863 |
40 |
1,392.6 |
1,237.5 |
155.1 |
11.9% |
18.9 |
1.4% |
42% |
False |
False |
142,289 |
60 |
1,392.6 |
1,182.3 |
210.3 |
16.1% |
19.0 |
1.5% |
58% |
False |
False |
102,709 |
80 |
1,392.6 |
1,182.3 |
210.3 |
16.1% |
19.7 |
1.5% |
58% |
False |
False |
77,983 |
100 |
1,392.6 |
1,182.3 |
210.3 |
16.1% |
19.1 |
1.5% |
58% |
False |
False |
63,119 |
120 |
1,392.6 |
1,182.3 |
210.3 |
16.1% |
19.2 |
1.5% |
58% |
False |
False |
52,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,392.8 |
2.618 |
1,363.7 |
1.618 |
1,345.9 |
1.000 |
1,334.9 |
0.618 |
1,328.1 |
HIGH |
1,317.1 |
0.618 |
1,310.3 |
0.500 |
1,308.2 |
0.382 |
1,306.1 |
LOW |
1,299.3 |
0.618 |
1,288.3 |
1.000 |
1,281.5 |
1.618 |
1,270.5 |
2.618 |
1,252.7 |
4.250 |
1,223.7 |
|
|
Fisher Pivots for day following 26-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,308.2 |
1,317.5 |
PP |
1,306.6 |
1,312.8 |
S1 |
1,305.0 |
1,308.1 |
|