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 |
14,360 |
14,630 |
270 |
1.9% |
14,255 |
High |
14,730 |
14,895 |
165 |
1.1% |
14,895 |
Low |
14,280 |
14,575 |
295 |
2.1% |
14,240 |
Close |
14,600 |
14,840 |
240 |
1.6% |
14,840 |
Range |
450 |
320 |
-130 |
-28.9% |
655 |
ATR |
315 |
315 |
0 |
0.1% |
0 |
Volume |
19,931 |
14,373 |
-5,558 |
-27.9% |
82,398 |
|
Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,730 |
15,605 |
15,016 |
|
R3 |
15,410 |
15,285 |
14,928 |
|
R2 |
15,090 |
15,090 |
14,899 |
|
R1 |
14,965 |
14,965 |
14,869 |
15,028 |
PP |
14,770 |
14,770 |
14,770 |
14,801 |
S1 |
14,645 |
14,645 |
14,811 |
14,708 |
S2 |
14,450 |
14,450 |
14,781 |
|
S3 |
14,130 |
14,325 |
14,752 |
|
S4 |
13,810 |
14,005 |
14,664 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,623 |
16,387 |
15,200 |
|
R3 |
15,968 |
15,732 |
15,020 |
|
R2 |
15,313 |
15,313 |
14,960 |
|
R1 |
15,077 |
15,077 |
14,900 |
15,195 |
PP |
14,658 |
14,658 |
14,658 |
14,718 |
S1 |
14,422 |
14,422 |
14,780 |
14,540 |
S2 |
14,003 |
14,003 |
14,720 |
|
S3 |
13,348 |
13,767 |
14,660 |
|
S4 |
12,693 |
13,112 |
14,480 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,895 |
14,240 |
655 |
4.4% |
293 |
2.0% |
92% |
True |
False |
16,479 |
10 |
14,895 |
14,165 |
730 |
4.9% |
305 |
2.1% |
92% |
True |
False |
17,509 |
20 |
15,440 |
14,110 |
1,330 |
9.0% |
327 |
2.2% |
55% |
False |
False |
15,868 |
40 |
15,440 |
13,970 |
1,470 |
9.9% |
299 |
2.0% |
59% |
False |
False |
7,990 |
60 |
16,170 |
13,970 |
2,200 |
14.8% |
240 |
1.6% |
40% |
False |
False |
5,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,255 |
2.618 |
15,733 |
1.618 |
15,413 |
1.000 |
15,215 |
0.618 |
15,093 |
HIGH |
14,895 |
0.618 |
14,773 |
0.500 |
14,735 |
0.382 |
14,697 |
LOW |
14,575 |
0.618 |
14,377 |
1.000 |
14,255 |
1.618 |
14,057 |
2.618 |
13,737 |
4.250 |
13,215 |
|
|
Fisher Pivots for day following 28-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
14,805 |
14,756 |
PP |
14,770 |
14,672 |
S1 |
14,735 |
14,588 |
|