Trading Metrics calculated at close of trading on 26-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2014 |
26-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
5,322.0 |
5,353.0 |
31.0 |
0.6% |
5,298.0 |
High |
5,344.0 |
5,397.0 |
53.0 |
1.0% |
5,369.0 |
Low |
5,307.0 |
5,353.0 |
46.0 |
0.9% |
5,286.0 |
Close |
5,338.0 |
5,370.0 |
32.0 |
0.6% |
5,328.0 |
Range |
37.0 |
44.0 |
7.0 |
18.9% |
83.0 |
ATR |
45.2 |
46.2 |
1.0 |
2.2% |
0.0 |
Volume |
24,995 |
25,091 |
96 |
0.4% |
327,544 |
|
Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,505.3 |
5,481.7 |
5,394.2 |
|
R3 |
5,461.3 |
5,437.7 |
5,382.1 |
|
R2 |
5,417.3 |
5,417.3 |
5,378.1 |
|
R1 |
5,393.7 |
5,393.7 |
5,374.0 |
5,405.5 |
PP |
5,373.3 |
5,373.3 |
5,373.3 |
5,379.3 |
S1 |
5,349.7 |
5,349.7 |
5,366.0 |
5,361.5 |
S2 |
5,329.3 |
5,329.3 |
5,361.9 |
|
S3 |
5,285.3 |
5,305.7 |
5,357.9 |
|
S4 |
5,241.3 |
5,261.7 |
5,345.8 |
|
|
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 |
5,397.0 |
5,286.0 |
111.0 |
2.1% |
48.6 |
0.9% |
76% |
True |
False |
24,314 |
10 |
5,430.0 |
5,286.0 |
144.0 |
2.7% |
41.9 |
0.8% |
58% |
False |
False |
42,264 |
20 |
5,473.0 |
5,286.0 |
187.0 |
3.5% |
34.9 |
0.6% |
45% |
False |
False |
21,252 |
40 |
5,473.0 |
4,998.0 |
475.0 |
8.8% |
24.4 |
0.5% |
78% |
False |
False |
10,684 |
60 |
5,473.0 |
4,998.0 |
475.0 |
8.8% |
19.8 |
0.4% |
78% |
False |
False |
7,131 |
80 |
5,473.0 |
4,998.0 |
475.0 |
8.8% |
17.6 |
0.3% |
78% |
False |
False |
5,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,584.0 |
2.618 |
5,512.2 |
1.618 |
5,468.2 |
1.000 |
5,441.0 |
0.618 |
5,424.2 |
HIGH |
5,397.0 |
0.618 |
5,380.2 |
0.500 |
5,375.0 |
0.382 |
5,369.8 |
LOW |
5,353.0 |
0.618 |
5,325.8 |
1.000 |
5,309.0 |
1.618 |
5,281.8 |
2.618 |
5,237.8 |
4.250 |
5,166.0 |
|
|
Fisher Pivots for day following 26-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
5,375.0 |
5,362.3 |
PP |
5,373.3 |
5,354.7 |
S1 |
5,371.7 |
5,347.0 |
|