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 |
3,613.50 |
3,622.50 |
9.00 |
0.2% |
3,621.50 |
High |
3,652.00 |
3,647.50 |
-4.50 |
-0.1% |
3,712.75 |
Low |
3,591.00 |
3,570.75 |
-20.25 |
-0.6% |
3,602.00 |
Close |
3,623.75 |
3,572.75 |
-51.00 |
-1.4% |
3,639.00 |
Range |
61.00 |
76.75 |
15.75 |
25.8% |
110.75 |
ATR |
52.05 |
53.82 |
1.76 |
3.4% |
0.00 |
Volume |
364,849 |
352,854 |
-11,995 |
-3.3% |
1,666,388 |
|
Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,827.25 |
3,776.75 |
3,615.00 |
|
R3 |
3,750.50 |
3,700.00 |
3,593.75 |
|
R2 |
3,673.75 |
3,673.75 |
3,586.75 |
|
R1 |
3,623.25 |
3,623.25 |
3,579.75 |
3,610.00 |
PP |
3,597.00 |
3,597.00 |
3,597.00 |
3,590.50 |
S1 |
3,546.50 |
3,546.50 |
3,565.75 |
3,533.50 |
S2 |
3,520.25 |
3,520.25 |
3,558.75 |
|
S3 |
3,443.50 |
3,469.75 |
3,551.75 |
|
S4 |
3,366.75 |
3,393.00 |
3,530.50 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,983.50 |
3,922.00 |
3,700.00 |
|
R3 |
3,872.75 |
3,811.25 |
3,669.50 |
|
R2 |
3,762.00 |
3,762.00 |
3,659.25 |
|
R1 |
3,700.50 |
3,700.50 |
3,649.25 |
3,731.25 |
PP |
3,651.25 |
3,651.25 |
3,651.25 |
3,666.50 |
S1 |
3,589.75 |
3,589.75 |
3,628.75 |
3,620.50 |
S2 |
3,540.50 |
3,540.50 |
3,618.75 |
|
S3 |
3,429.75 |
3,479.00 |
3,608.50 |
|
S4 |
3,319.00 |
3,368.25 |
3,578.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,712.75 |
3,570.75 |
142.00 |
4.0% |
67.75 |
1.9% |
1% |
False |
True |
352,068 |
10 |
3,715.50 |
3,570.75 |
144.75 |
4.1% |
64.75 |
1.8% |
1% |
False |
True |
329,823 |
20 |
3,733.25 |
3,570.75 |
162.50 |
4.5% |
53.25 |
1.5% |
1% |
False |
True |
168,328 |
40 |
3,733.25 |
3,408.00 |
325.25 |
9.1% |
49.00 |
1.4% |
51% |
False |
False |
84,503 |
60 |
3,733.25 |
3,408.00 |
325.25 |
9.1% |
43.50 |
1.2% |
51% |
False |
False |
56,359 |
80 |
3,733.25 |
3,408.00 |
325.25 |
9.1% |
35.25 |
1.0% |
51% |
False |
False |
42,270 |
100 |
3,733.25 |
3,307.00 |
426.25 |
11.9% |
29.00 |
0.8% |
62% |
False |
False |
33,816 |
120 |
3,733.25 |
3,119.75 |
613.50 |
17.2% |
24.75 |
0.7% |
74% |
False |
False |
28,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,973.75 |
2.618 |
3,848.50 |
1.618 |
3,771.75 |
1.000 |
3,724.25 |
0.618 |
3,695.00 |
HIGH |
3,647.50 |
0.618 |
3,618.25 |
0.500 |
3,609.00 |
0.382 |
3,600.00 |
LOW |
3,570.75 |
0.618 |
3,523.25 |
1.000 |
3,494.00 |
1.618 |
3,446.50 |
2.618 |
3,369.75 |
4.250 |
3,244.50 |
|
|
Fisher Pivots for day following 26-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
3,609.00 |
3,614.00 |
PP |
3,597.00 |
3,600.25 |
S1 |
3,585.00 |
3,586.50 |
|