Trading Metrics calculated at close of trading on 26-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2014 |
26-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
14,345 |
14,425 |
80 |
0.6% |
14,200 |
High |
14,490 |
14,545 |
55 |
0.4% |
14,640 |
Low |
14,270 |
14,330 |
60 |
0.4% |
14,165 |
Close |
14,410 |
14,340 |
-70 |
-0.5% |
14,250 |
Range |
220 |
215 |
-5 |
-2.3% |
475 |
ATR |
311 |
304 |
-7 |
-2.2% |
0 |
Volume |
13,778 |
18,074 |
4,296 |
31.2% |
92,697 |
|
Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,050 |
14,910 |
14,458 |
|
R3 |
14,835 |
14,695 |
14,399 |
|
R2 |
14,620 |
14,620 |
14,380 |
|
R1 |
14,480 |
14,480 |
14,360 |
14,443 |
PP |
14,405 |
14,405 |
14,405 |
14,386 |
S1 |
14,265 |
14,265 |
14,320 |
14,228 |
S2 |
14,190 |
14,190 |
14,301 |
|
S3 |
13,975 |
14,050 |
14,281 |
|
S4 |
13,760 |
13,835 |
14,222 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,777 |
15,488 |
14,511 |
|
R3 |
15,302 |
15,013 |
14,381 |
|
R2 |
14,827 |
14,827 |
14,337 |
|
R1 |
14,538 |
14,538 |
14,294 |
14,683 |
PP |
14,352 |
14,352 |
14,352 |
14,424 |
S1 |
14,063 |
14,063 |
14,207 |
14,208 |
S2 |
13,877 |
13,877 |
14,163 |
|
S3 |
13,402 |
13,588 |
14,120 |
|
S4 |
12,927 |
13,113 |
13,989 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,555 |
14,170 |
385 |
2.7% |
258 |
1.8% |
44% |
False |
False |
16,669 |
10 |
14,925 |
14,110 |
815 |
5.7% |
325 |
2.3% |
28% |
False |
False |
19,423 |
20 |
15,440 |
14,110 |
1,330 |
9.3% |
315 |
2.2% |
17% |
False |
False |
14,194 |
40 |
15,440 |
13,970 |
1,470 |
10.3% |
288 |
2.0% |
25% |
False |
False |
7,133 |
60 |
16,450 |
13,970 |
2,480 |
17.3% |
227 |
1.6% |
15% |
False |
False |
4,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,459 |
2.618 |
15,108 |
1.618 |
14,893 |
1.000 |
14,760 |
0.618 |
14,678 |
HIGH |
14,545 |
0.618 |
14,463 |
0.500 |
14,438 |
0.382 |
14,412 |
LOW |
14,330 |
0.618 |
14,197 |
1.000 |
14,115 |
1.618 |
13,982 |
2.618 |
13,767 |
4.250 |
13,416 |
|
|
Fisher Pivots for day following 26-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
14,438 |
14,393 |
PP |
14,405 |
14,375 |
S1 |
14,373 |
14,358 |
|