Trading Metrics calculated at close of trading on 28-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2014 |
28-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
5,327.0 |
5,338.0 |
11.0 |
0.2% |
5,307.0 |
High |
5,354.0 |
5,372.0 |
18.0 |
0.3% |
5,397.0 |
Low |
5,305.0 |
5,333.0 |
28.0 |
0.5% |
5,297.0 |
Close |
5,345.0 |
5,356.0 |
11.0 |
0.2% |
5,356.0 |
Range |
49.0 |
39.0 |
-10.0 |
-20.4% |
100.0 |
ATR |
47.5 |
46.9 |
-0.6 |
-1.3% |
0.0 |
Volume |
23,156 |
14,204 |
-8,952 |
-38.7% |
106,460 |
|
Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,470.7 |
5,452.3 |
5,377.5 |
|
R3 |
5,431.7 |
5,413.3 |
5,366.7 |
|
R2 |
5,392.7 |
5,392.7 |
5,363.2 |
|
R1 |
5,374.3 |
5,374.3 |
5,359.6 |
5,383.5 |
PP |
5,353.7 |
5,353.7 |
5,353.7 |
5,358.3 |
S1 |
5,335.3 |
5,335.3 |
5,352.4 |
5,344.5 |
S2 |
5,314.7 |
5,314.7 |
5,348.9 |
|
S3 |
5,275.7 |
5,296.3 |
5,345.3 |
|
S4 |
5,236.7 |
5,257.3 |
5,334.6 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,650.0 |
5,603.0 |
5,411.0 |
|
R3 |
5,550.0 |
5,503.0 |
5,383.5 |
|
R2 |
5,450.0 |
5,450.0 |
5,374.3 |
|
R1 |
5,403.0 |
5,403.0 |
5,365.2 |
5,426.5 |
PP |
5,350.0 |
5,350.0 |
5,350.0 |
5,361.8 |
S1 |
5,303.0 |
5,303.0 |
5,346.8 |
5,326.5 |
S2 |
5,250.0 |
5,250.0 |
5,337.7 |
|
S3 |
5,150.0 |
5,203.0 |
5,328.5 |
|
S4 |
5,050.0 |
5,103.0 |
5,301.0 |
|
|
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% |
45.2 |
0.8% |
59% |
False |
False |
21,292 |
10 |
5,397.0 |
5,286.0 |
111.0 |
2.1% |
43.3 |
0.8% |
63% |
False |
False |
43,400 |
20 |
5,473.0 |
5,286.0 |
187.0 |
3.5% |
37.0 |
0.7% |
37% |
False |
False |
23,112 |
40 |
5,473.0 |
4,998.0 |
475.0 |
8.9% |
25.7 |
0.5% |
75% |
False |
False |
11,598 |
60 |
5,473.0 |
4,998.0 |
475.0 |
8.9% |
21.2 |
0.4% |
75% |
False |
False |
7,754 |
80 |
5,473.0 |
4,998.0 |
475.0 |
8.9% |
18.7 |
0.3% |
75% |
False |
False |
5,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,537.8 |
2.618 |
5,474.1 |
1.618 |
5,435.1 |
1.000 |
5,411.0 |
0.618 |
5,396.1 |
HIGH |
5,372.0 |
0.618 |
5,357.1 |
0.500 |
5,352.5 |
0.382 |
5,347.9 |
LOW |
5,333.0 |
0.618 |
5,308.9 |
1.000 |
5,294.0 |
1.618 |
5,269.9 |
2.618 |
5,230.9 |
4.250 |
5,167.3 |
|
|
Fisher Pivots for day following 28-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
5,354.8 |
5,354.3 |
PP |
5,353.7 |
5,352.7 |
S1 |
5,352.5 |
5,351.0 |
|