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 |
1,845.00 |
1,843.50 |
-1.50 |
-0.1% |
1,855.50 |
High |
1,848.50 |
1,859.50 |
11.00 |
0.6% |
1,868.75 |
Low |
1,834.00 |
1,841.50 |
7.50 |
0.4% |
1,834.00 |
Close |
1,840.50 |
1,850.50 |
10.00 |
0.5% |
1,850.50 |
Range |
14.50 |
18.00 |
3.50 |
24.1% |
34.75 |
ATR |
20.79 |
20.66 |
-0.13 |
-0.6% |
0.00 |
Volume |
2,031,166 |
1,502,152 |
-529,014 |
-26.0% |
8,925,594 |
|
Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,904.50 |
1,895.50 |
1,860.50 |
|
R3 |
1,886.50 |
1,877.50 |
1,855.50 |
|
R2 |
1,868.50 |
1,868.50 |
1,853.75 |
|
R1 |
1,859.50 |
1,859.50 |
1,852.25 |
1,864.00 |
PP |
1,850.50 |
1,850.50 |
1,850.50 |
1,852.75 |
S1 |
1,841.50 |
1,841.50 |
1,848.75 |
1,846.00 |
S2 |
1,832.50 |
1,832.50 |
1,847.25 |
|
S3 |
1,814.50 |
1,823.50 |
1,845.50 |
|
S4 |
1,796.50 |
1,805.50 |
1,840.50 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,955.25 |
1,937.75 |
1,869.50 |
|
R3 |
1,920.50 |
1,903.00 |
1,860.00 |
|
R2 |
1,885.75 |
1,885.75 |
1,856.75 |
|
R1 |
1,868.25 |
1,868.25 |
1,853.75 |
1,859.50 |
PP |
1,851.00 |
1,851.00 |
1,851.00 |
1,846.75 |
S1 |
1,833.50 |
1,833.50 |
1,847.25 |
1,825.00 |
S2 |
1,816.25 |
1,816.25 |
1,844.25 |
|
S3 |
1,781.50 |
1,798.75 |
1,841.00 |
|
S4 |
1,746.75 |
1,764.00 |
1,831.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,868.75 |
1,834.00 |
34.75 |
1.9% |
20.25 |
1.1% |
47% |
False |
False |
1,785,118 |
10 |
1,876.75 |
1,823.50 |
53.25 |
2.9% |
22.25 |
1.2% |
51% |
False |
False |
1,826,083 |
20 |
1,880.50 |
1,823.50 |
57.00 |
3.1% |
20.00 |
1.1% |
47% |
False |
False |
1,111,024 |
40 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
20.75 |
1.1% |
81% |
False |
False |
559,819 |
60 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
20.50 |
1.1% |
81% |
False |
False |
374,798 |
80 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
19.00 |
1.0% |
81% |
False |
False |
281,242 |
100 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
17.50 |
0.9% |
81% |
False |
False |
225,013 |
120 |
1,880.50 |
1,631.50 |
249.00 |
13.5% |
16.50 |
0.9% |
88% |
False |
False |
187,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,936.00 |
2.618 |
1,906.50 |
1.618 |
1,888.50 |
1.000 |
1,877.50 |
0.618 |
1,870.50 |
HIGH |
1,859.50 |
0.618 |
1,852.50 |
0.500 |
1,850.50 |
0.382 |
1,848.50 |
LOW |
1,841.50 |
0.618 |
1,830.50 |
1.000 |
1,823.50 |
1.618 |
1,812.50 |
2.618 |
1,794.50 |
4.250 |
1,765.00 |
|
|
Fisher Pivots for day following 28-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,850.50 |
1,851.50 |
PP |
1,850.50 |
1,851.00 |
S1 |
1,850.50 |
1,850.75 |
|