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 |
1,309.2 |
1,312.0 |
2.8 |
0.2% |
1,383.0 |
High |
1,317.7 |
1,317.0 |
-0.7 |
-0.1% |
1,392.2 |
Low |
1,305.9 |
1,299.4 |
-6.5 |
-0.5% |
1,321.0 |
Close |
1,311.4 |
1,303.4 |
-8.0 |
-0.6% |
1,336.0 |
Range |
11.8 |
17.6 |
5.8 |
49.2% |
71.2 |
ATR |
19.6 |
19.5 |
-0.1 |
-0.7% |
0.0 |
Volume |
48,457 |
52,447 |
3,990 |
8.2% |
117,692 |
|
Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,359.4 |
1,349.0 |
1,313.1 |
|
R3 |
1,341.8 |
1,331.4 |
1,308.2 |
|
R2 |
1,324.2 |
1,324.2 |
1,306.6 |
|
R1 |
1,313.8 |
1,313.8 |
1,305.0 |
1,310.2 |
PP |
1,306.6 |
1,306.6 |
1,306.6 |
1,304.8 |
S1 |
1,296.2 |
1,296.2 |
1,301.8 |
1,292.6 |
S2 |
1,289.0 |
1,289.0 |
1,300.2 |
|
S3 |
1,271.4 |
1,278.6 |
1,298.6 |
|
S4 |
1,253.8 |
1,261.0 |
1,293.7 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,563.3 |
1,520.9 |
1,375.2 |
|
R3 |
1,492.1 |
1,449.7 |
1,355.6 |
|
R2 |
1,420.9 |
1,420.9 |
1,349.1 |
|
R1 |
1,378.5 |
1,378.5 |
1,342.5 |
1,364.1 |
PP |
1,349.7 |
1,349.7 |
1,349.7 |
1,342.6 |
S1 |
1,307.3 |
1,307.3 |
1,329.5 |
1,292.9 |
S2 |
1,278.5 |
1,278.5 |
1,322.9 |
|
S3 |
1,207.3 |
1,236.1 |
1,316.4 |
|
S4 |
1,136.1 |
1,164.9 |
1,296.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,343.2 |
1,299.4 |
43.8 |
3.4% |
17.0 |
1.3% |
9% |
False |
True |
43,940 |
10 |
1,392.2 |
1,299.4 |
92.8 |
7.1% |
19.3 |
1.5% |
4% |
False |
True |
31,705 |
20 |
1,392.2 |
1,299.4 |
92.8 |
7.1% |
18.8 |
1.4% |
4% |
False |
True |
23,498 |
40 |
1,392.2 |
1,238.5 |
153.7 |
11.8% |
18.0 |
1.4% |
42% |
False |
False |
14,182 |
60 |
1,392.2 |
1,186.7 |
205.5 |
15.8% |
17.7 |
1.4% |
57% |
False |
False |
10,489 |
80 |
1,392.2 |
1,186.7 |
205.5 |
15.8% |
18.4 |
1.4% |
57% |
False |
False |
8,114 |
100 |
1,392.2 |
1,186.7 |
205.5 |
15.8% |
17.7 |
1.4% |
57% |
False |
False |
6,766 |
120 |
1,392.2 |
1,186.7 |
205.5 |
15.8% |
17.8 |
1.4% |
57% |
False |
False |
5,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,391.8 |
2.618 |
1,363.1 |
1.618 |
1,345.5 |
1.000 |
1,334.6 |
0.618 |
1,327.9 |
HIGH |
1,317.0 |
0.618 |
1,310.3 |
0.500 |
1,308.2 |
0.382 |
1,306.1 |
LOW |
1,299.4 |
0.618 |
1,288.5 |
1.000 |
1,281.8 |
1.618 |
1,270.9 |
2.618 |
1,253.3 |
4.250 |
1,224.6 |
|
|
Fisher Pivots for day following 26-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,308.2 |
1,317.5 |
PP |
1,306.6 |
1,312.8 |
S1 |
1,305.0 |
1,308.1 |
|