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 |
1,859.00 |
1,845.00 |
-14.00 |
-0.8% |
1,832.25 |
High |
1,868.75 |
1,848.50 |
-20.25 |
-1.1% |
1,876.75 |
Low |
1,841.50 |
1,834.00 |
-7.50 |
-0.4% |
1,823.50 |
Close |
1,842.50 |
1,840.50 |
-2.00 |
-0.1% |
1,857.00 |
Range |
27.25 |
14.50 |
-12.75 |
-46.8% |
53.25 |
ATR |
21.27 |
20.79 |
-0.48 |
-2.3% |
0.00 |
Volume |
1,898,746 |
2,031,166 |
132,420 |
7.0% |
9,335,236 |
|
Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,884.50 |
1,877.00 |
1,848.50 |
|
R3 |
1,870.00 |
1,862.50 |
1,844.50 |
|
R2 |
1,855.50 |
1,855.50 |
1,843.25 |
|
R1 |
1,848.00 |
1,848.00 |
1,841.75 |
1,844.50 |
PP |
1,841.00 |
1,841.00 |
1,841.00 |
1,839.25 |
S1 |
1,833.50 |
1,833.50 |
1,839.25 |
1,830.00 |
S2 |
1,826.50 |
1,826.50 |
1,837.75 |
|
S3 |
1,812.00 |
1,819.00 |
1,836.50 |
|
S4 |
1,797.50 |
1,804.50 |
1,832.50 |
|
|
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 |
1,834.00 |
42.75 |
2.3% |
20.75 |
1.1% |
15% |
False |
True |
1,834,773 |
10 |
1,876.75 |
1,823.50 |
53.25 |
2.9% |
22.00 |
1.2% |
32% |
False |
False |
1,895,651 |
20 |
1,880.50 |
1,823.50 |
57.00 |
3.1% |
20.25 |
1.1% |
30% |
False |
False |
1,036,880 |
40 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
21.00 |
1.1% |
74% |
False |
False |
522,532 |
60 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
20.25 |
1.1% |
74% |
False |
False |
349,805 |
80 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
18.75 |
1.0% |
74% |
False |
False |
262,469 |
100 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
17.50 |
0.9% |
74% |
False |
False |
209,991 |
120 |
1,880.50 |
1,631.50 |
249.00 |
13.5% |
16.50 |
0.9% |
84% |
False |
False |
175,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,910.00 |
2.618 |
1,886.50 |
1.618 |
1,872.00 |
1.000 |
1,863.00 |
0.618 |
1,857.50 |
HIGH |
1,848.50 |
0.618 |
1,843.00 |
0.500 |
1,841.25 |
0.382 |
1,839.50 |
LOW |
1,834.00 |
0.618 |
1,825.00 |
1.000 |
1,819.50 |
1.618 |
1,810.50 |
2.618 |
1,796.00 |
4.250 |
1,772.50 |
|
|
Fisher Pivots for day following 27-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,841.25 |
1,851.50 |
PP |
1,841.00 |
1,847.75 |
S1 |
1,840.75 |
1,844.00 |
|