Trading Metrics calculated at close of trading on 25-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2014 |
25-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
5,307.0 |
5,322.0 |
15.0 |
0.3% |
5,298.0 |
High |
5,354.0 |
5,344.0 |
-10.0 |
-0.2% |
5,369.0 |
Low |
5,297.0 |
5,307.0 |
10.0 |
0.2% |
5,286.0 |
Close |
5,348.0 |
5,338.0 |
-10.0 |
-0.2% |
5,328.0 |
Range |
57.0 |
37.0 |
-20.0 |
-35.1% |
83.0 |
ATR |
45.5 |
45.2 |
-0.3 |
-0.7% |
0.0 |
Volume |
19,014 |
24,995 |
5,981 |
31.5% |
327,544 |
|
Daily Pivots for day following 25-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,440.7 |
5,426.3 |
5,358.4 |
|
R3 |
5,403.7 |
5,389.3 |
5,348.2 |
|
R2 |
5,366.7 |
5,366.7 |
5,344.8 |
|
R1 |
5,352.3 |
5,352.3 |
5,341.4 |
5,359.5 |
PP |
5,329.7 |
5,329.7 |
5,329.7 |
5,333.3 |
S1 |
5,315.3 |
5,315.3 |
5,334.6 |
5,322.5 |
S2 |
5,292.7 |
5,292.7 |
5,331.2 |
|
S3 |
5,255.7 |
5,278.3 |
5,327.8 |
|
S4 |
5,218.7 |
5,241.3 |
5,317.7 |
|
|
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% |
47.4 |
0.9% |
63% |
False |
False |
33,738 |
10 |
5,430.0 |
5,286.0 |
144.0 |
2.7% |
41.7 |
0.8% |
36% |
False |
False |
39,782 |
20 |
5,473.0 |
5,286.0 |
187.0 |
3.5% |
33.3 |
0.6% |
28% |
False |
False |
20,002 |
40 |
5,473.0 |
4,998.0 |
475.0 |
8.9% |
24.2 |
0.5% |
72% |
False |
False |
10,057 |
60 |
5,473.0 |
4,998.0 |
475.0 |
8.9% |
19.0 |
0.4% |
72% |
False |
False |
6,713 |
80 |
5,473.0 |
4,998.0 |
475.0 |
8.9% |
17.1 |
0.3% |
72% |
False |
False |
5,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,501.3 |
2.618 |
5,440.9 |
1.618 |
5,403.9 |
1.000 |
5,381.0 |
0.618 |
5,366.9 |
HIGH |
5,344.0 |
0.618 |
5,329.9 |
0.500 |
5,325.5 |
0.382 |
5,321.1 |
LOW |
5,307.0 |
0.618 |
5,284.1 |
1.000 |
5,270.0 |
1.618 |
5,247.1 |
2.618 |
5,210.1 |
4.250 |
5,149.8 |
|
|
Fisher Pivots for day following 25-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
5,333.8 |
5,333.8 |
PP |
5,329.7 |
5,329.7 |
S1 |
5,325.5 |
5,325.5 |
|