Trading Metrics calculated at close of trading on 25-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2014 |
25-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,332.8 |
1,313.5 |
-19.3 |
-1.4% |
1,386.0 |
High |
1,333.7 |
1,316.8 |
-16.9 |
-1.3% |
1,392.0 |
Low |
1,309.0 |
1,307.2 |
-1.8 |
-0.1% |
1,322.1 |
Close |
1,311.4 |
1,311.7 |
0.3 |
0.0% |
1,336.2 |
Range |
24.7 |
9.6 |
-15.1 |
-61.1% |
69.9 |
ATR |
18.4 |
17.8 |
-0.6 |
-3.4% |
0.0 |
Volume |
3,210 |
4,442 |
1,232 |
38.4% |
8,413 |
|
Daily Pivots for day following 25-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,340.7 |
1,335.8 |
1,317.0 |
|
R3 |
1,331.1 |
1,326.2 |
1,314.3 |
|
R2 |
1,321.5 |
1,321.5 |
1,313.5 |
|
R1 |
1,316.6 |
1,316.6 |
1,312.6 |
1,314.3 |
PP |
1,311.9 |
1,311.9 |
1,311.9 |
1,310.7 |
S1 |
1,307.0 |
1,307.0 |
1,310.8 |
1,304.7 |
S2 |
1,302.3 |
1,302.3 |
1,309.9 |
|
S3 |
1,292.7 |
1,297.4 |
1,309.1 |
|
S4 |
1,283.1 |
1,287.8 |
1,306.4 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,559.8 |
1,517.9 |
1,374.6 |
|
R3 |
1,489.9 |
1,448.0 |
1,355.4 |
|
R2 |
1,420.0 |
1,420.0 |
1,349.0 |
|
R1 |
1,378.1 |
1,378.1 |
1,342.6 |
1,364.1 |
PP |
1,350.1 |
1,350.1 |
1,350.1 |
1,343.1 |
S1 |
1,308.2 |
1,308.2 |
1,329.8 |
1,294.2 |
S2 |
1,280.2 |
1,280.2 |
1,323.4 |
|
S3 |
1,210.3 |
1,238.3 |
1,317.0 |
|
S4 |
1,140.4 |
1,168.4 |
1,297.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,359.0 |
1,307.2 |
51.8 |
3.9% |
17.9 |
1.4% |
9% |
False |
True |
2,537 |
10 |
1,392.0 |
1,307.2 |
84.8 |
6.5% |
18.3 |
1.4% |
5% |
False |
True |
3,332 |
20 |
1,392.0 |
1,307.2 |
84.8 |
6.5% |
16.9 |
1.3% |
5% |
False |
True |
2,423 |
40 |
1,392.0 |
1,240.5 |
151.5 |
11.5% |
15.2 |
1.2% |
47% |
False |
False |
2,205 |
60 |
1,392.0 |
1,187.2 |
204.8 |
15.6% |
13.9 |
1.1% |
61% |
False |
False |
1,726 |
80 |
1,392.0 |
1,187.2 |
204.8 |
15.6% |
13.9 |
1.1% |
61% |
False |
False |
1,367 |
100 |
1,392.0 |
1,187.2 |
204.8 |
15.6% |
12.7 |
1.0% |
61% |
False |
False |
1,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,357.6 |
2.618 |
1,341.9 |
1.618 |
1,332.3 |
1.000 |
1,326.4 |
0.618 |
1,322.7 |
HIGH |
1,316.8 |
0.618 |
1,313.1 |
0.500 |
1,312.0 |
0.382 |
1,310.9 |
LOW |
1,307.2 |
0.618 |
1,301.3 |
1.000 |
1,297.6 |
1.618 |
1,291.7 |
2.618 |
1,282.1 |
4.250 |
1,266.4 |
|
|
Fisher Pivots for day following 25-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,312.0 |
1,325.3 |
PP |
1,311.9 |
1,320.7 |
S1 |
1,311.8 |
1,316.2 |
|