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 |
9,435.5 |
9,486.0 |
50.5 |
0.5% |
9,336.5 |
High |
9,490.5 |
9,611.5 |
121.0 |
1.3% |
9,611.5 |
Low |
9,415.5 |
9,473.0 |
57.5 |
0.6% |
9,197.5 |
Close |
9,471.0 |
9,603.0 |
132.0 |
1.4% |
9,603.0 |
Range |
75.0 |
138.5 |
63.5 |
84.7% |
414.0 |
ATR |
159.7 |
158.3 |
-1.4 |
-0.9% |
0.0 |
Volume |
99,539 |
89,109 |
-10,430 |
-10.5% |
417,736 |
|
Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,978.0 |
9,929.0 |
9,679.2 |
|
R3 |
9,839.5 |
9,790.5 |
9,641.1 |
|
R2 |
9,701.0 |
9,701.0 |
9,628.4 |
|
R1 |
9,652.0 |
9,652.0 |
9,615.7 |
9,676.5 |
PP |
9,562.5 |
9,562.5 |
9,562.5 |
9,574.8 |
S1 |
9,513.5 |
9,513.5 |
9,590.3 |
9,538.0 |
S2 |
9,424.0 |
9,424.0 |
9,577.6 |
|
S3 |
9,285.5 |
9,375.0 |
9,564.9 |
|
S4 |
9,147.0 |
9,236.5 |
9,526.8 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,712.7 |
10,571.8 |
9,830.7 |
|
R3 |
10,298.7 |
10,157.8 |
9,716.9 |
|
R2 |
9,884.7 |
9,884.7 |
9,678.9 |
|
R1 |
9,743.8 |
9,743.8 |
9,641.0 |
9,814.3 |
PP |
9,470.7 |
9,470.7 |
9,470.7 |
9,505.9 |
S1 |
9,329.8 |
9,329.8 |
9,565.1 |
9,400.3 |
S2 |
9,056.7 |
9,056.7 |
9,527.1 |
|
S3 |
8,642.7 |
8,915.8 |
9,489.2 |
|
S4 |
8,228.7 |
8,501.8 |
9,375.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,611.5 |
9,197.5 |
414.0 |
4.3% |
127.6 |
1.3% |
98% |
True |
False |
103,880 |
10 |
9,611.5 |
8,934.5 |
677.0 |
7.0% |
147.8 |
1.5% |
99% |
True |
False |
88,014 |
20 |
9,714.0 |
8,934.5 |
779.5 |
8.1% |
151.5 |
1.6% |
86% |
False |
False |
46,599 |
40 |
9,755.5 |
8,934.5 |
821.0 |
8.5% |
136.0 |
1.4% |
81% |
False |
False |
23,398 |
60 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
131.1 |
1.4% |
76% |
False |
False |
15,645 |
80 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
120.6 |
1.3% |
76% |
False |
False |
11,759 |
100 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
106.9 |
1.1% |
76% |
False |
False |
9,421 |
120 |
9,819.0 |
8,521.5 |
1,297.5 |
13.5% |
97.4 |
1.0% |
83% |
False |
False |
7,865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,200.1 |
2.618 |
9,974.1 |
1.618 |
9,835.6 |
1.000 |
9,750.0 |
0.618 |
9,697.1 |
HIGH |
9,611.5 |
0.618 |
9,558.6 |
0.500 |
9,542.3 |
0.382 |
9,525.9 |
LOW |
9,473.0 |
0.618 |
9,387.4 |
1.000 |
9,334.5 |
1.618 |
9,248.9 |
2.618 |
9,110.4 |
4.250 |
8,884.4 |
|
|
Fisher Pivots for day following 28-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
9,582.8 |
9,567.0 |
PP |
9,562.5 |
9,531.0 |
S1 |
9,542.3 |
9,495.0 |
|