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 |
1,843.50 |
1,855.00 |
11.50 |
0.6% |
1,855.50 |
High |
1,859.50 |
1,868.00 |
8.50 |
0.5% |
1,868.75 |
Low |
1,841.50 |
1,855.00 |
13.50 |
0.7% |
1,834.00 |
Close |
1,850.50 |
1,864.50 |
14.00 |
0.8% |
1,850.50 |
Range |
18.00 |
13.00 |
-5.00 |
-27.8% |
34.75 |
ATR |
20.66 |
20.43 |
-0.23 |
-1.1% |
0.00 |
Volume |
1,502,152 |
1,572,419 |
70,267 |
4.7% |
8,925,594 |
|
Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,901.50 |
1,896.00 |
1,871.75 |
|
R3 |
1,888.50 |
1,883.00 |
1,868.00 |
|
R2 |
1,875.50 |
1,875.50 |
1,867.00 |
|
R1 |
1,870.00 |
1,870.00 |
1,865.75 |
1,872.75 |
PP |
1,862.50 |
1,862.50 |
1,862.50 |
1,864.00 |
S1 |
1,857.00 |
1,857.00 |
1,863.25 |
1,859.75 |
S2 |
1,849.50 |
1,849.50 |
1,862.00 |
|
S3 |
1,836.50 |
1,844.00 |
1,861.00 |
|
S4 |
1,823.50 |
1,831.00 |
1,857.25 |
|
|
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% |
17.75 |
1.0% |
88% |
False |
False |
1,732,426 |
10 |
1,876.75 |
1,834.00 |
42.75 |
2.3% |
20.50 |
1.1% |
71% |
False |
False |
1,797,882 |
20 |
1,880.50 |
1,823.50 |
57.00 |
3.1% |
20.00 |
1.1% |
72% |
False |
False |
1,188,054 |
40 |
1,880.50 |
1,725.25 |
155.25 |
8.3% |
20.50 |
1.1% |
90% |
False |
False |
598,957 |
60 |
1,880.50 |
1,725.25 |
155.25 |
8.3% |
20.50 |
1.1% |
90% |
False |
False |
400,964 |
80 |
1,880.50 |
1,725.25 |
155.25 |
8.3% |
19.00 |
1.0% |
90% |
False |
False |
300,894 |
100 |
1,880.50 |
1,725.25 |
155.25 |
8.3% |
17.50 |
0.9% |
90% |
False |
False |
240,737 |
120 |
1,880.50 |
1,631.50 |
249.00 |
13.4% |
16.50 |
0.9% |
94% |
False |
False |
200,625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,923.25 |
2.618 |
1,902.00 |
1.618 |
1,889.00 |
1.000 |
1,881.00 |
0.618 |
1,876.00 |
HIGH |
1,868.00 |
0.618 |
1,863.00 |
0.500 |
1,861.50 |
0.382 |
1,860.00 |
LOW |
1,855.00 |
0.618 |
1,847.00 |
1.000 |
1,842.00 |
1.618 |
1,834.00 |
2.618 |
1,821.00 |
4.250 |
1,799.75 |
|
|
Fisher Pivots for day following 31-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,863.50 |
1,860.00 |
PP |
1,862.50 |
1,855.50 |
S1 |
1,861.50 |
1,851.00 |
|