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 |
9,486.0 |
9,642.0 |
156.0 |
1.6% |
9,336.5 |
High |
9,611.5 |
9,655.0 |
43.5 |
0.5% |
9,611.5 |
Low |
9,473.0 |
9,562.0 |
89.0 |
0.9% |
9,197.5 |
Close |
9,603.0 |
9,586.5 |
-16.5 |
-0.2% |
9,603.0 |
Range |
138.5 |
93.0 |
-45.5 |
-32.9% |
414.0 |
ATR |
158.3 |
153.6 |
-4.7 |
-2.9% |
0.0 |
Volume |
89,109 |
70,790 |
-18,319 |
-20.6% |
417,736 |
|
Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,880.2 |
9,826.3 |
9,637.7 |
|
R3 |
9,787.2 |
9,733.3 |
9,612.1 |
|
R2 |
9,694.2 |
9,694.2 |
9,603.6 |
|
R1 |
9,640.3 |
9,640.3 |
9,595.0 |
9,620.8 |
PP |
9,601.2 |
9,601.2 |
9,601.2 |
9,591.4 |
S1 |
9,547.3 |
9,547.3 |
9,578.0 |
9,527.8 |
S2 |
9,508.2 |
9,508.2 |
9,569.5 |
|
S3 |
9,415.2 |
9,454.3 |
9,560.9 |
|
S4 |
9,322.2 |
9,361.3 |
9,535.4 |
|
|
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 |
9,655.0 |
9,197.5 |
457.5 |
4.8% |
124.3 |
1.3% |
85% |
True |
False |
97,705 |
10 |
9,655.0 |
9,075.5 |
579.5 |
6.0% |
139.0 |
1.4% |
88% |
True |
False |
90,126 |
20 |
9,655.0 |
8,934.5 |
720.5 |
7.5% |
149.9 |
1.6% |
90% |
True |
False |
50,047 |
40 |
9,755.5 |
8,934.5 |
821.0 |
8.6% |
132.9 |
1.4% |
79% |
False |
False |
25,163 |
60 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
131.4 |
1.4% |
74% |
False |
False |
16,824 |
80 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
121.3 |
1.3% |
74% |
False |
False |
12,642 |
100 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
107.7 |
1.1% |
74% |
False |
False |
10,129 |
120 |
9,819.0 |
8,521.5 |
1,297.5 |
13.5% |
97.9 |
1.0% |
82% |
False |
False |
8,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,050.3 |
2.618 |
9,898.5 |
1.618 |
9,805.5 |
1.000 |
9,748.0 |
0.618 |
9,712.5 |
HIGH |
9,655.0 |
0.618 |
9,619.5 |
0.500 |
9,608.5 |
0.382 |
9,597.5 |
LOW |
9,562.0 |
0.618 |
9,504.5 |
1.000 |
9,469.0 |
1.618 |
9,411.5 |
2.618 |
9,318.5 |
4.250 |
9,166.8 |
|
|
Fisher Pivots for day following 31-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
9,608.5 |
9,569.4 |
PP |
9,601.2 |
9,552.3 |
S1 |
9,593.8 |
9,535.3 |
|