Trading Metrics calculated at close of trading on 24-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
5,321.0 |
5,307.0 |
-14.0 |
-0.3% |
5,298.0 |
High |
5,345.0 |
5,354.0 |
9.0 |
0.2% |
5,369.0 |
Low |
5,300.0 |
5,297.0 |
-3.0 |
-0.1% |
5,286.0 |
Close |
5,328.0 |
5,348.0 |
20.0 |
0.4% |
5,328.0 |
Range |
45.0 |
57.0 |
12.0 |
26.7% |
83.0 |
ATR |
44.6 |
45.5 |
0.9 |
2.0% |
0.0 |
Volume |
21,715 |
19,014 |
-2,701 |
-12.4% |
327,544 |
|
Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,504.0 |
5,483.0 |
5,379.4 |
|
R3 |
5,447.0 |
5,426.0 |
5,363.7 |
|
R2 |
5,390.0 |
5,390.0 |
5,358.5 |
|
R1 |
5,369.0 |
5,369.0 |
5,353.2 |
5,379.5 |
PP |
5,333.0 |
5,333.0 |
5,333.0 |
5,338.3 |
S1 |
5,312.0 |
5,312.0 |
5,342.8 |
5,322.5 |
S2 |
5,276.0 |
5,276.0 |
5,337.6 |
|
S3 |
5,219.0 |
5,255.0 |
5,332.3 |
|
S4 |
5,162.0 |
5,198.0 |
5,316.7 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,576.7 |
5,535.3 |
5,373.7 |
|
R3 |
5,493.7 |
5,452.3 |
5,350.8 |
|
R2 |
5,410.7 |
5,410.7 |
5,343.2 |
|
R1 |
5,369.3 |
5,369.3 |
5,335.6 |
5,390.0 |
PP |
5,327.7 |
5,327.7 |
5,327.7 |
5,338.0 |
S1 |
5,286.3 |
5,286.3 |
5,320.4 |
5,307.0 |
S2 |
5,244.7 |
5,244.7 |
5,312.8 |
|
S3 |
5,161.7 |
5,203.3 |
5,305.2 |
|
S4 |
5,078.7 |
5,120.3 |
5,282.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,369.0 |
5,286.0 |
83.0 |
1.6% |
44.4 |
0.8% |
75% |
False |
False |
58,063 |
10 |
5,434.0 |
5,286.0 |
148.0 |
2.8% |
39.9 |
0.7% |
42% |
False |
False |
37,338 |
20 |
5,473.0 |
5,286.0 |
187.0 |
3.5% |
32.7 |
0.6% |
33% |
False |
False |
18,762 |
40 |
5,473.0 |
4,998.0 |
475.0 |
8.9% |
23.6 |
0.4% |
74% |
False |
False |
9,434 |
60 |
5,473.0 |
4,998.0 |
475.0 |
8.9% |
18.4 |
0.3% |
74% |
False |
False |
6,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,596.3 |
2.618 |
5,503.2 |
1.618 |
5,446.2 |
1.000 |
5,411.0 |
0.618 |
5,389.2 |
HIGH |
5,354.0 |
0.618 |
5,332.2 |
0.500 |
5,325.5 |
0.382 |
5,318.8 |
LOW |
5,297.0 |
0.618 |
5,261.8 |
1.000 |
5,240.0 |
1.618 |
5,204.8 |
2.618 |
5,147.8 |
4.250 |
5,054.8 |
|
|
Fisher Pivots for day following 24-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
5,340.5 |
5,338.7 |
PP |
5,333.0 |
5,329.3 |
S1 |
5,325.5 |
5,320.0 |
|