Trading Metrics calculated at close of trading on 27-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
5,353.0 |
5,327.0 |
-26.0 |
-0.5% |
5,298.0 |
High |
5,397.0 |
5,354.0 |
-43.0 |
-0.8% |
5,369.0 |
Low |
5,353.0 |
5,305.0 |
-48.0 |
-0.9% |
5,286.0 |
Close |
5,370.0 |
5,345.0 |
-25.0 |
-0.5% |
5,328.0 |
Range |
44.0 |
49.0 |
5.0 |
11.4% |
83.0 |
ATR |
46.2 |
47.5 |
1.3 |
2.9% |
0.0 |
Volume |
25,091 |
23,156 |
-1,935 |
-7.7% |
327,544 |
|
Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,481.7 |
5,462.3 |
5,372.0 |
|
R3 |
5,432.7 |
5,413.3 |
5,358.5 |
|
R2 |
5,383.7 |
5,383.7 |
5,354.0 |
|
R1 |
5,364.3 |
5,364.3 |
5,349.5 |
5,374.0 |
PP |
5,334.7 |
5,334.7 |
5,334.7 |
5,339.5 |
S1 |
5,315.3 |
5,315.3 |
5,340.5 |
5,325.0 |
S2 |
5,285.7 |
5,285.7 |
5,336.0 |
|
S3 |
5,236.7 |
5,266.3 |
5,331.5 |
|
S4 |
5,187.7 |
5,217.3 |
5,318.1 |
|
|
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 |
5,297.0 |
100.0 |
1.9% |
46.4 |
0.9% |
48% |
False |
False |
22,794 |
10 |
5,397.0 |
5,286.0 |
111.0 |
2.1% |
43.1 |
0.8% |
53% |
False |
False |
44,414 |
20 |
5,473.0 |
5,286.0 |
187.0 |
3.5% |
37.1 |
0.7% |
32% |
False |
False |
22,410 |
40 |
5,473.0 |
4,998.0 |
475.0 |
8.9% |
25.2 |
0.5% |
73% |
False |
False |
11,253 |
60 |
5,473.0 |
4,998.0 |
475.0 |
8.9% |
20.6 |
0.4% |
73% |
False |
False |
7,517 |
80 |
5,473.0 |
4,998.0 |
475.0 |
8.9% |
18.2 |
0.3% |
73% |
False |
False |
5,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,562.3 |
2.618 |
5,482.3 |
1.618 |
5,433.3 |
1.000 |
5,403.0 |
0.618 |
5,384.3 |
HIGH |
5,354.0 |
0.618 |
5,335.3 |
0.500 |
5,329.5 |
0.382 |
5,323.7 |
LOW |
5,305.0 |
0.618 |
5,274.7 |
1.000 |
5,256.0 |
1.618 |
5,225.7 |
2.618 |
5,176.7 |
4.250 |
5,096.8 |
|
|
Fisher Pivots for day following 27-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
5,339.8 |
5,351.0 |
PP |
5,334.7 |
5,349.0 |
S1 |
5,329.5 |
5,347.0 |
|