Trading Metrics calculated at close of trading on 27-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,312.1 |
1,305.5 |
-6.6 |
-0.5% |
1,383.1 |
High |
1,317.1 |
1,307.6 |
-9.5 |
-0.7% |
1,392.6 |
Low |
1,299.3 |
1,289.6 |
-9.7 |
-0.7% |
1,320.8 |
Close |
1,303.4 |
1,294.7 |
-8.7 |
-0.7% |
1,336.0 |
Range |
17.8 |
18.0 |
0.2 |
1.1% |
71.8 |
ATR |
20.0 |
19.9 |
-0.1 |
-0.7% |
0.0 |
Volume |
151,503 |
185,016 |
33,513 |
22.1% |
821,800 |
|
Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,351.3 |
1,341.0 |
1,304.6 |
|
R3 |
1,333.3 |
1,323.0 |
1,299.7 |
|
R2 |
1,315.3 |
1,315.3 |
1,298.0 |
|
R1 |
1,305.0 |
1,305.0 |
1,296.4 |
1,301.2 |
PP |
1,297.3 |
1,297.3 |
1,297.3 |
1,295.4 |
S1 |
1,287.0 |
1,287.0 |
1,293.1 |
1,283.2 |
S2 |
1,279.3 |
1,279.3 |
1,291.4 |
|
S3 |
1,261.3 |
1,269.0 |
1,289.8 |
|
S4 |
1,243.3 |
1,251.0 |
1,284.8 |
|
|
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 |
1,343.0 |
1,289.6 |
53.4 |
4.1% |
18.0 |
1.4% |
10% |
False |
True |
164,330 |
10 |
1,392.6 |
1,289.6 |
103.0 |
8.0% |
20.4 |
1.6% |
5% |
False |
True |
168,039 |
20 |
1,392.6 |
1,289.6 |
103.0 |
8.0% |
19.6 |
1.5% |
5% |
False |
True |
160,105 |
40 |
1,392.6 |
1,237.5 |
155.1 |
12.0% |
18.8 |
1.5% |
37% |
False |
False |
143,747 |
60 |
1,392.6 |
1,182.3 |
210.3 |
16.2% |
19.0 |
1.5% |
53% |
False |
False |
105,730 |
80 |
1,392.6 |
1,182.3 |
210.3 |
16.2% |
19.7 |
1.5% |
53% |
False |
False |
80,238 |
100 |
1,392.6 |
1,182.3 |
210.3 |
16.2% |
19.1 |
1.5% |
53% |
False |
False |
64,961 |
120 |
1,392.6 |
1,182.3 |
210.3 |
16.2% |
19.3 |
1.5% |
53% |
False |
False |
54,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,384.1 |
2.618 |
1,354.7 |
1.618 |
1,336.7 |
1.000 |
1,325.6 |
0.618 |
1,318.7 |
HIGH |
1,307.6 |
0.618 |
1,300.7 |
0.500 |
1,298.6 |
0.382 |
1,296.5 |
LOW |
1,289.6 |
0.618 |
1,278.5 |
1.000 |
1,271.6 |
1.618 |
1,260.5 |
2.618 |
1,242.5 |
4.250 |
1,213.1 |
|
|
Fisher Pivots for day following 27-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,298.6 |
1,303.8 |
PP |
1,297.3 |
1,300.8 |
S1 |
1,296.0 |
1,297.7 |
|