Trading Metrics calculated at close of trading on 31-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,292.2 |
1,294.3 |
2.1 |
0.2% |
1,335.0 |
High |
1,299.4 |
1,298.8 |
-0.6 |
0.0% |
1,335.7 |
Low |
1,285.9 |
1,282.4 |
-3.5 |
-0.3% |
1,285.9 |
Close |
1,293.8 |
1,283.4 |
-10.4 |
-0.8% |
1,293.8 |
Range |
13.5 |
16.4 |
2.9 |
21.5% |
49.8 |
ATR |
19.4 |
19.2 |
-0.2 |
-1.1% |
0.0 |
Volume |
65,486 |
4,121 |
-61,365 |
-93.7% |
738,826 |
|
Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,337.4 |
1,326.8 |
1,292.4 |
|
R3 |
1,321.0 |
1,310.4 |
1,287.9 |
|
R2 |
1,304.6 |
1,304.6 |
1,286.4 |
|
R1 |
1,294.0 |
1,294.0 |
1,284.9 |
1,291.1 |
PP |
1,288.2 |
1,288.2 |
1,288.2 |
1,286.8 |
S1 |
1,277.6 |
1,277.6 |
1,281.9 |
1,274.7 |
S2 |
1,271.8 |
1,271.8 |
1,280.4 |
|
S3 |
1,255.4 |
1,261.2 |
1,278.9 |
|
S4 |
1,239.0 |
1,244.8 |
1,274.4 |
|
|
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 |
1,318.0 |
1,282.4 |
35.6 |
2.8% |
15.5 |
1.2% |
3% |
False |
True |
112,894 |
10 |
1,367.9 |
1,282.4 |
85.5 |
6.7% |
18.3 |
1.4% |
1% |
False |
True |
141,039 |
20 |
1,392.6 |
1,282.4 |
110.2 |
8.6% |
19.2 |
1.5% |
1% |
False |
True |
148,959 |
40 |
1,392.6 |
1,240.4 |
152.2 |
11.9% |
18.4 |
1.4% |
28% |
False |
False |
138,493 |
60 |
1,392.6 |
1,215.3 |
177.3 |
13.8% |
18.4 |
1.4% |
38% |
False |
False |
106,794 |
80 |
1,392.6 |
1,182.3 |
210.3 |
16.4% |
19.5 |
1.5% |
48% |
False |
False |
81,017 |
100 |
1,392.6 |
1,182.3 |
210.3 |
16.4% |
19.1 |
1.5% |
48% |
False |
False |
65,628 |
120 |
1,392.6 |
1,182.3 |
210.3 |
16.4% |
19.2 |
1.5% |
48% |
False |
False |
54,934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,368.5 |
2.618 |
1,341.7 |
1.618 |
1,325.3 |
1.000 |
1,315.2 |
0.618 |
1,308.9 |
HIGH |
1,298.8 |
0.618 |
1,292.5 |
0.500 |
1,290.6 |
0.382 |
1,288.7 |
LOW |
1,282.4 |
0.618 |
1,272.3 |
1.000 |
1,266.0 |
1.618 |
1,255.9 |
2.618 |
1,239.5 |
4.250 |
1,212.7 |
|
|
Fisher Pivots for day following 31-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,290.6 |
1,295.0 |
PP |
1,288.2 |
1,291.1 |
S1 |
1,285.8 |
1,287.3 |
|