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 |
1,292.3 |
1,295.0 |
2.7 |
0.2% |
1,334.8 |
High |
1,299.4 |
1,299.3 |
-0.1 |
0.0% |
1,335.6 |
Low |
1,286.1 |
1,282.7 |
-3.4 |
-0.3% |
1,286.1 |
Close |
1,294.3 |
1,283.8 |
-10.5 |
-0.8% |
1,294.3 |
Range |
13.3 |
16.6 |
3.3 |
24.8% |
49.5 |
ATR |
18.9 |
18.7 |
-0.2 |
-0.9% |
0.0 |
Volume |
171,316 |
133,250 |
-38,066 |
-22.2% |
455,392 |
|
Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,338.4 |
1,327.7 |
1,292.9 |
|
R3 |
1,321.8 |
1,311.1 |
1,288.4 |
|
R2 |
1,305.2 |
1,305.2 |
1,286.8 |
|
R1 |
1,294.5 |
1,294.5 |
1,285.3 |
1,291.6 |
PP |
1,288.6 |
1,288.6 |
1,288.6 |
1,287.1 |
S1 |
1,277.9 |
1,277.9 |
1,282.3 |
1,275.0 |
S2 |
1,272.0 |
1,272.0 |
1,280.8 |
|
S3 |
1,255.4 |
1,261.3 |
1,279.2 |
|
S4 |
1,238.8 |
1,244.7 |
1,274.7 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,453.8 |
1,423.6 |
1,321.5 |
|
R3 |
1,404.3 |
1,374.1 |
1,307.9 |
|
R2 |
1,354.8 |
1,354.8 |
1,303.4 |
|
R1 |
1,324.6 |
1,324.6 |
1,298.8 |
1,315.0 |
PP |
1,305.3 |
1,305.3 |
1,305.3 |
1,300.5 |
S1 |
1,275.1 |
1,275.1 |
1,289.8 |
1,265.5 |
S2 |
1,255.8 |
1,255.8 |
1,285.2 |
|
S3 |
1,206.3 |
1,225.6 |
1,280.7 |
|
S4 |
1,156.8 |
1,176.1 |
1,267.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,317.7 |
1,282.7 |
35.0 |
2.7% |
15.4 |
1.2% |
3% |
False |
True |
108,573 |
10 |
1,368.0 |
1,282.7 |
85.3 |
6.6% |
18.1 |
1.4% |
1% |
False |
True |
69,742 |
20 |
1,392.2 |
1,282.7 |
109.5 |
8.5% |
18.7 |
1.5% |
1% |
False |
True |
44,033 |
40 |
1,392.2 |
1,241.2 |
151.0 |
11.8% |
17.6 |
1.4% |
28% |
False |
False |
24,704 |
60 |
1,392.2 |
1,219.8 |
172.4 |
13.4% |
17.3 |
1.3% |
37% |
False |
False |
17,825 |
80 |
1,392.2 |
1,186.7 |
205.5 |
16.0% |
18.3 |
1.4% |
47% |
False |
False |
13,587 |
100 |
1,392.2 |
1,186.7 |
205.5 |
16.0% |
17.7 |
1.4% |
47% |
False |
False |
11,167 |
120 |
1,392.2 |
1,186.7 |
205.5 |
16.0% |
17.8 |
1.4% |
47% |
False |
False |
9,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,369.9 |
2.618 |
1,342.8 |
1.618 |
1,326.2 |
1.000 |
1,315.9 |
0.618 |
1,309.6 |
HIGH |
1,299.3 |
0.618 |
1,293.0 |
0.500 |
1,291.0 |
0.382 |
1,289.0 |
LOW |
1,282.7 |
0.618 |
1,272.4 |
1.000 |
1,266.1 |
1.618 |
1,255.8 |
2.618 |
1,239.2 |
4.250 |
1,212.2 |
|
|
Fisher Pivots for day following 31-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,291.0 |
1,295.1 |
PP |
1,288.6 |
1,291.3 |
S1 |
1,286.2 |
1,287.6 |
|