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 |
1,850.25 |
1,859.00 |
8.75 |
0.5% |
1,832.25 |
High |
1,864.50 |
1,868.75 |
4.25 |
0.2% |
1,876.75 |
Low |
1,848.00 |
1,841.50 |
-6.50 |
-0.4% |
1,823.50 |
Close |
1,859.25 |
1,842.50 |
-16.75 |
-0.9% |
1,857.00 |
Range |
16.50 |
27.25 |
10.75 |
65.2% |
53.25 |
ATR |
20.81 |
21.27 |
0.46 |
2.2% |
0.00 |
Volume |
1,657,649 |
1,898,746 |
241,097 |
14.5% |
9,335,236 |
|
Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,932.75 |
1,914.75 |
1,857.50 |
|
R3 |
1,905.50 |
1,887.50 |
1,850.00 |
|
R2 |
1,878.25 |
1,878.25 |
1,847.50 |
|
R1 |
1,860.25 |
1,860.25 |
1,845.00 |
1,855.50 |
PP |
1,851.00 |
1,851.00 |
1,851.00 |
1,848.50 |
S1 |
1,833.00 |
1,833.00 |
1,840.00 |
1,828.50 |
S2 |
1,823.75 |
1,823.75 |
1,837.50 |
|
S3 |
1,796.50 |
1,805.75 |
1,835.00 |
|
S4 |
1,769.25 |
1,778.50 |
1,827.50 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,012.25 |
1,987.75 |
1,886.25 |
|
R3 |
1,959.00 |
1,934.50 |
1,871.75 |
|
R2 |
1,905.75 |
1,905.75 |
1,866.75 |
|
R1 |
1,881.25 |
1,881.25 |
1,862.00 |
1,893.50 |
PP |
1,852.50 |
1,852.50 |
1,852.50 |
1,858.50 |
S1 |
1,828.00 |
1,828.00 |
1,852.00 |
1,840.25 |
S2 |
1,799.25 |
1,799.25 |
1,847.25 |
|
S3 |
1,746.00 |
1,774.75 |
1,842.25 |
|
S4 |
1,692.75 |
1,721.50 |
1,827.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,876.75 |
1,841.25 |
35.50 |
1.9% |
22.25 |
1.2% |
4% |
False |
False |
1,762,894 |
10 |
1,876.75 |
1,823.50 |
53.25 |
2.9% |
23.75 |
1.3% |
36% |
False |
False |
1,806,953 |
20 |
1,880.50 |
1,823.50 |
57.00 |
3.1% |
20.75 |
1.1% |
33% |
False |
False |
936,113 |
40 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
21.50 |
1.2% |
76% |
False |
False |
471,950 |
60 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
20.25 |
1.1% |
76% |
False |
False |
315,963 |
80 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
18.75 |
1.0% |
76% |
False |
False |
237,086 |
100 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
17.50 |
0.9% |
76% |
False |
False |
189,680 |
120 |
1,880.50 |
1,631.50 |
249.00 |
13.5% |
16.50 |
0.9% |
85% |
False |
False |
158,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,984.50 |
2.618 |
1,940.00 |
1.618 |
1,912.75 |
1.000 |
1,896.00 |
0.618 |
1,885.50 |
HIGH |
1,868.75 |
0.618 |
1,858.25 |
0.500 |
1,855.00 |
0.382 |
1,852.00 |
LOW |
1,841.50 |
0.618 |
1,824.75 |
1.000 |
1,814.25 |
1.618 |
1,797.50 |
2.618 |
1,770.25 |
4.250 |
1,725.75 |
|
|
Fisher Pivots for day following 26-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,855.00 |
1,855.00 |
PP |
1,851.00 |
1,850.75 |
S1 |
1,846.75 |
1,846.75 |
|