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 |
1,312.0 |
1,305.7 |
-6.3 |
-0.5% |
1,383.0 |
High |
1,317.0 |
1,307.5 |
-9.5 |
-0.7% |
1,392.2 |
Low |
1,299.4 |
1,289.7 |
-9.7 |
-0.7% |
1,321.0 |
Close |
1,303.4 |
1,294.8 |
-8.6 |
-0.7% |
1,336.0 |
Range |
17.6 |
17.8 |
0.2 |
1.1% |
71.2 |
ATR |
19.5 |
19.3 |
-0.1 |
-0.6% |
0.0 |
Volume |
52,447 |
137,399 |
84,952 |
162.0% |
117,692 |
|
Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,350.7 |
1,340.6 |
1,304.6 |
|
R3 |
1,332.9 |
1,322.8 |
1,299.7 |
|
R2 |
1,315.1 |
1,315.1 |
1,298.1 |
|
R1 |
1,305.0 |
1,305.0 |
1,296.4 |
1,301.2 |
PP |
1,297.3 |
1,297.3 |
1,297.3 |
1,295.4 |
S1 |
1,287.2 |
1,287.2 |
1,293.2 |
1,283.4 |
S2 |
1,279.5 |
1,279.5 |
1,291.5 |
|
S3 |
1,261.7 |
1,269.4 |
1,289.9 |
|
S4 |
1,243.9 |
1,251.6 |
1,285.0 |
|
|
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 |
1,289.7 |
53.5 |
4.1% |
17.7 |
1.4% |
10% |
False |
True |
66,988 |
10 |
1,392.2 |
1,289.7 |
102.5 |
7.9% |
20.1 |
1.5% |
5% |
False |
True |
42,175 |
20 |
1,392.2 |
1,289.7 |
102.5 |
7.9% |
19.2 |
1.5% |
5% |
False |
True |
30,207 |
40 |
1,392.2 |
1,238.5 |
153.7 |
11.9% |
18.0 |
1.4% |
37% |
False |
False |
17,384 |
60 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.7 |
1.4% |
53% |
False |
False |
12,773 |
80 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
18.5 |
1.4% |
53% |
False |
False |
9,804 |
100 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.7 |
1.4% |
53% |
False |
False |
8,132 |
120 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.8 |
1.4% |
53% |
False |
False |
6,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,383.2 |
2.618 |
1,354.1 |
1.618 |
1,336.3 |
1.000 |
1,325.3 |
0.618 |
1,318.5 |
HIGH |
1,307.5 |
0.618 |
1,300.7 |
0.500 |
1,298.6 |
0.382 |
1,296.5 |
LOW |
1,289.7 |
0.618 |
1,278.7 |
1.000 |
1,271.9 |
1.618 |
1,260.9 |
2.618 |
1,243.1 |
4.250 |
1,214.1 |
|
|
Fisher Pivots for day following 27-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,298.6 |
1,303.7 |
PP |
1,297.3 |
1,300.7 |
S1 |
1,296.1 |
1,297.8 |
|