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 |
3,622.50 |
3,577.75 |
-44.75 |
-1.2% |
3,621.50 |
High |
3,647.50 |
3,585.25 |
-62.25 |
-1.7% |
3,712.75 |
Low |
3,570.75 |
3,535.25 |
-35.50 |
-1.0% |
3,602.00 |
Close |
3,572.75 |
3,554.25 |
-18.50 |
-0.5% |
3,639.00 |
Range |
76.75 |
50.00 |
-26.75 |
-34.9% |
110.75 |
ATR |
53.82 |
53.55 |
-0.27 |
-0.5% |
0.00 |
Volume |
352,854 |
443,690 |
90,836 |
25.7% |
1,666,388 |
|
Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,708.25 |
3,681.25 |
3,581.75 |
|
R3 |
3,658.25 |
3,631.25 |
3,568.00 |
|
R2 |
3,608.25 |
3,608.25 |
3,563.50 |
|
R1 |
3,581.25 |
3,581.25 |
3,558.75 |
3,569.75 |
PP |
3,558.25 |
3,558.25 |
3,558.25 |
3,552.50 |
S1 |
3,531.25 |
3,531.25 |
3,549.75 |
3,519.75 |
S2 |
3,508.25 |
3,508.25 |
3,545.00 |
|
S3 |
3,458.25 |
3,481.25 |
3,540.50 |
|
S4 |
3,408.25 |
3,431.25 |
3,526.75 |
|
|
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 |
3,535.25 |
177.50 |
5.0% |
69.75 |
2.0% |
11% |
False |
True |
388,142 |
10 |
3,712.75 |
3,535.25 |
177.50 |
5.0% |
61.00 |
1.7% |
11% |
False |
True |
359,650 |
20 |
3,733.25 |
3,535.25 |
198.00 |
5.6% |
53.50 |
1.5% |
10% |
False |
True |
190,438 |
40 |
3,733.25 |
3,408.00 |
325.25 |
9.2% |
48.50 |
1.4% |
45% |
False |
False |
95,594 |
60 |
3,733.25 |
3,408.00 |
325.25 |
9.2% |
44.50 |
1.3% |
45% |
False |
False |
63,754 |
80 |
3,733.25 |
3,408.00 |
325.25 |
9.2% |
36.00 |
1.0% |
45% |
False |
False |
47,816 |
100 |
3,733.25 |
3,307.00 |
426.25 |
12.0% |
29.50 |
0.8% |
58% |
False |
False |
38,253 |
120 |
3,733.25 |
3,119.75 |
613.50 |
17.3% |
25.00 |
0.7% |
71% |
False |
False |
31,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,797.75 |
2.618 |
3,716.25 |
1.618 |
3,666.25 |
1.000 |
3,635.25 |
0.618 |
3,616.25 |
HIGH |
3,585.25 |
0.618 |
3,566.25 |
0.500 |
3,560.25 |
0.382 |
3,554.25 |
LOW |
3,535.25 |
0.618 |
3,504.25 |
1.000 |
3,485.25 |
1.618 |
3,454.25 |
2.618 |
3,404.25 |
4.250 |
3,322.75 |
|
|
Fisher Pivots for day following 27-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
3,560.25 |
3,593.50 |
PP |
3,558.25 |
3,580.50 |
S1 |
3,556.25 |
3,567.50 |
|