Trading Metrics calculated at close of trading on 28-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2014 |
28-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,305.5 |
1,292.2 |
-13.3 |
-1.0% |
1,335.0 |
High |
1,307.6 |
1,299.4 |
-8.2 |
-0.6% |
1,335.7 |
Low |
1,289.6 |
1,285.9 |
-3.7 |
-0.3% |
1,285.9 |
Close |
1,294.7 |
1,293.8 |
-0.9 |
-0.1% |
1,293.8 |
Range |
18.0 |
13.5 |
-4.5 |
-25.0% |
49.8 |
ATR |
19.9 |
19.4 |
-0.5 |
-2.3% |
0.0 |
Volume |
185,016 |
65,486 |
-119,530 |
-64.6% |
738,826 |
|
Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,333.5 |
1,327.2 |
1,301.2 |
|
R3 |
1,320.0 |
1,313.7 |
1,297.5 |
|
R2 |
1,306.5 |
1,306.5 |
1,296.3 |
|
R1 |
1,300.2 |
1,300.2 |
1,295.0 |
1,303.4 |
PP |
1,293.0 |
1,293.0 |
1,293.0 |
1,294.6 |
S1 |
1,286.7 |
1,286.7 |
1,292.6 |
1,289.9 |
S2 |
1,279.5 |
1,279.5 |
1,291.3 |
|
S3 |
1,266.0 |
1,273.2 |
1,290.1 |
|
S4 |
1,252.5 |
1,259.7 |
1,286.4 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,454.5 |
1,424.0 |
1,321.2 |
|
R3 |
1,404.7 |
1,374.2 |
1,307.5 |
|
R2 |
1,354.9 |
1,354.9 |
1,302.9 |
|
R1 |
1,324.4 |
1,324.4 |
1,298.4 |
1,314.8 |
PP |
1,305.1 |
1,305.1 |
1,305.1 |
1,300.3 |
S1 |
1,274.6 |
1,274.6 |
1,289.2 |
1,265.0 |
S2 |
1,255.3 |
1,255.3 |
1,284.7 |
|
S3 |
1,205.5 |
1,224.8 |
1,280.1 |
|
S4 |
1,155.7 |
1,175.0 |
1,266.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,335.7 |
1,285.9 |
49.8 |
3.8% |
17.7 |
1.4% |
16% |
False |
True |
147,765 |
10 |
1,392.6 |
1,285.9 |
106.7 |
8.2% |
19.8 |
1.5% |
7% |
False |
True |
156,062 |
20 |
1,392.6 |
1,285.9 |
106.7 |
8.2% |
19.6 |
1.5% |
7% |
False |
True |
156,740 |
40 |
1,392.6 |
1,238.2 |
154.4 |
11.9% |
18.4 |
1.4% |
36% |
False |
False |
141,293 |
60 |
1,392.6 |
1,203.7 |
188.9 |
14.6% |
18.6 |
1.4% |
48% |
False |
False |
106,779 |
80 |
1,392.6 |
1,182.3 |
210.3 |
16.3% |
19.5 |
1.5% |
53% |
False |
False |
81,007 |
100 |
1,392.6 |
1,182.3 |
210.3 |
16.3% |
19.0 |
1.5% |
53% |
False |
False |
65,604 |
120 |
1,392.6 |
1,182.3 |
210.3 |
16.3% |
19.2 |
1.5% |
53% |
False |
False |
54,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,356.8 |
2.618 |
1,334.7 |
1.618 |
1,321.2 |
1.000 |
1,312.9 |
0.618 |
1,307.7 |
HIGH |
1,299.4 |
0.618 |
1,294.2 |
0.500 |
1,292.7 |
0.382 |
1,291.1 |
LOW |
1,285.9 |
0.618 |
1,277.6 |
1.000 |
1,272.4 |
1.618 |
1,264.1 |
2.618 |
1,250.6 |
4.250 |
1,228.5 |
|
|
Fisher Pivots for day following 28-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,293.4 |
1,301.5 |
PP |
1,293.0 |
1,298.9 |
S1 |
1,292.7 |
1,296.4 |
|