Trading Metrics calculated at close of trading on 31-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
5,338.0 |
5,374.0 |
36.0 |
0.7% |
5,307.0 |
High |
5,372.0 |
5,418.0 |
46.0 |
0.9% |
5,397.0 |
Low |
5,333.0 |
5,371.0 |
38.0 |
0.7% |
5,297.0 |
Close |
5,356.0 |
5,393.0 |
37.0 |
0.7% |
5,356.0 |
Range |
39.0 |
47.0 |
8.0 |
20.5% |
100.0 |
ATR |
46.9 |
48.0 |
1.1 |
2.3% |
0.0 |
Volume |
14,204 |
26,699 |
12,495 |
88.0% |
106,460 |
|
Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,535.0 |
5,511.0 |
5,418.9 |
|
R3 |
5,488.0 |
5,464.0 |
5,405.9 |
|
R2 |
5,441.0 |
5,441.0 |
5,401.6 |
|
R1 |
5,417.0 |
5,417.0 |
5,397.3 |
5,429.0 |
PP |
5,394.0 |
5,394.0 |
5,394.0 |
5,400.0 |
S1 |
5,370.0 |
5,370.0 |
5,388.7 |
5,382.0 |
S2 |
5,347.0 |
5,347.0 |
5,384.4 |
|
S3 |
5,300.0 |
5,323.0 |
5,380.1 |
|
S4 |
5,253.0 |
5,276.0 |
5,367.2 |
|
|
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 |
5,418.0 |
5,305.0 |
113.0 |
2.1% |
43.2 |
0.8% |
78% |
True |
False |
22,829 |
10 |
5,418.0 |
5,286.0 |
132.0 |
2.4% |
43.8 |
0.8% |
81% |
True |
False |
40,446 |
20 |
5,473.0 |
5,286.0 |
187.0 |
3.5% |
36.7 |
0.7% |
57% |
False |
False |
24,431 |
40 |
5,473.0 |
4,998.0 |
475.0 |
8.8% |
26.6 |
0.5% |
83% |
False |
False |
12,265 |
60 |
5,473.0 |
4,998.0 |
475.0 |
8.8% |
22.0 |
0.4% |
83% |
False |
False |
8,199 |
80 |
5,473.0 |
4,998.0 |
475.0 |
8.8% |
19.3 |
0.4% |
83% |
False |
False |
6,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,617.8 |
2.618 |
5,541.0 |
1.618 |
5,494.0 |
1.000 |
5,465.0 |
0.618 |
5,447.0 |
HIGH |
5,418.0 |
0.618 |
5,400.0 |
0.500 |
5,394.5 |
0.382 |
5,389.0 |
LOW |
5,371.0 |
0.618 |
5,342.0 |
1.000 |
5,324.0 |
1.618 |
5,295.0 |
2.618 |
5,248.0 |
4.250 |
5,171.3 |
|
|
Fisher Pivots for day following 31-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
5,394.5 |
5,382.5 |
PP |
5,394.0 |
5,372.0 |
S1 |
5,393.5 |
5,361.5 |
|