Trading Metrics calculated at close of trading on 27-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
14,425 |
14,360 |
-65 |
-0.5% |
14,200 |
High |
14,545 |
14,730 |
185 |
1.3% |
14,640 |
Low |
14,330 |
14,280 |
-50 |
-0.3% |
14,165 |
Close |
14,340 |
14,600 |
260 |
1.8% |
14,250 |
Range |
215 |
450 |
235 |
109.3% |
475 |
ATR |
304 |
315 |
10 |
3.4% |
0 |
Volume |
18,074 |
19,931 |
1,857 |
10.3% |
92,697 |
|
Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,887 |
15,693 |
14,848 |
|
R3 |
15,437 |
15,243 |
14,724 |
|
R2 |
14,987 |
14,987 |
14,683 |
|
R1 |
14,793 |
14,793 |
14,641 |
14,890 |
PP |
14,537 |
14,537 |
14,537 |
14,585 |
S1 |
14,343 |
14,343 |
14,559 |
14,440 |
S2 |
14,087 |
14,087 |
14,518 |
|
S3 |
13,637 |
13,893 |
14,476 |
|
S4 |
13,187 |
13,443 |
14,353 |
|
|
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 |
14,730 |
14,240 |
490 |
3.4% |
271 |
1.9% |
73% |
True |
False |
16,023 |
10 |
14,730 |
14,110 |
620 |
4.2% |
312 |
2.1% |
79% |
True |
False |
18,594 |
20 |
15,440 |
14,110 |
1,330 |
9.1% |
324 |
2.2% |
37% |
False |
False |
15,159 |
40 |
15,440 |
13,970 |
1,470 |
10.1% |
297 |
2.0% |
43% |
False |
False |
7,631 |
60 |
16,450 |
13,970 |
2,480 |
17.0% |
235 |
1.6% |
25% |
False |
False |
5,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,643 |
2.618 |
15,908 |
1.618 |
15,458 |
1.000 |
15,180 |
0.618 |
15,008 |
HIGH |
14,730 |
0.618 |
14,558 |
0.500 |
14,505 |
0.382 |
14,452 |
LOW |
14,280 |
0.618 |
14,002 |
1.000 |
13,830 |
1.618 |
13,552 |
2.618 |
13,102 |
4.250 |
12,368 |
|
|
Fisher Pivots for day following 27-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
14,568 |
14,567 |
PP |
14,537 |
14,533 |
S1 |
14,505 |
14,500 |
|