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 |
14,630 |
14,810 |
180 |
1.2% |
14,255 |
High |
14,895 |
14,935 |
40 |
0.3% |
14,895 |
Low |
14,575 |
14,775 |
200 |
1.4% |
14,240 |
Close |
14,840 |
14,855 |
15 |
0.1% |
14,840 |
Range |
320 |
160 |
-160 |
-50.0% |
655 |
ATR |
315 |
304 |
-11 |
-3.5% |
0 |
Volume |
14,373 |
10,990 |
-3,383 |
-23.5% |
82,398 |
|
Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,335 |
15,255 |
14,943 |
|
R3 |
15,175 |
15,095 |
14,899 |
|
R2 |
15,015 |
15,015 |
14,884 |
|
R1 |
14,935 |
14,935 |
14,870 |
14,975 |
PP |
14,855 |
14,855 |
14,855 |
14,875 |
S1 |
14,775 |
14,775 |
14,840 |
14,815 |
S2 |
14,695 |
14,695 |
14,826 |
|
S3 |
14,535 |
14,615 |
14,811 |
|
S4 |
14,375 |
14,455 |
14,767 |
|
|
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 |
14,935 |
14,270 |
665 |
4.5% |
273 |
1.8% |
88% |
True |
False |
15,429 |
10 |
14,935 |
14,170 |
765 |
5.1% |
287 |
1.9% |
90% |
True |
False |
17,033 |
20 |
15,440 |
14,110 |
1,330 |
9.0% |
320 |
2.2% |
56% |
False |
False |
16,396 |
40 |
15,440 |
13,970 |
1,470 |
9.9% |
297 |
2.0% |
60% |
False |
False |
8,264 |
60 |
16,170 |
13,970 |
2,200 |
14.8% |
242 |
1.6% |
40% |
False |
False |
5,514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,615 |
2.618 |
15,354 |
1.618 |
15,194 |
1.000 |
15,095 |
0.618 |
15,034 |
HIGH |
14,935 |
0.618 |
14,874 |
0.500 |
14,855 |
0.382 |
14,836 |
LOW |
14,775 |
0.618 |
14,676 |
1.000 |
14,615 |
1.618 |
14,516 |
2.618 |
14,356 |
4.250 |
14,095 |
|
|
Fisher Pivots for day following 31-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
14,855 |
14,773 |
PP |
14,855 |
14,690 |
S1 |
14,855 |
14,608 |
|