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 |
1,313.5 |
1,311.8 |
-1.7 |
-0.1% |
1,386.0 |
High |
1,316.8 |
1,315.9 |
-0.9 |
-0.1% |
1,392.0 |
Low |
1,307.2 |
1,299.7 |
-7.5 |
-0.6% |
1,322.1 |
Close |
1,311.7 |
1,303.7 |
-8.0 |
-0.6% |
1,336.2 |
Range |
9.6 |
16.2 |
6.6 |
68.8% |
69.9 |
ATR |
17.8 |
17.7 |
-0.1 |
-0.6% |
0.0 |
Volume |
4,442 |
2,764 |
-1,678 |
-37.8% |
8,413 |
|
Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,355.0 |
1,345.6 |
1,312.6 |
|
R3 |
1,338.8 |
1,329.4 |
1,308.2 |
|
R2 |
1,322.6 |
1,322.6 |
1,306.7 |
|
R1 |
1,313.2 |
1,313.2 |
1,305.2 |
1,309.8 |
PP |
1,306.4 |
1,306.4 |
1,306.4 |
1,304.8 |
S1 |
1,297.0 |
1,297.0 |
1,302.2 |
1,293.6 |
S2 |
1,290.2 |
1,290.2 |
1,300.7 |
|
S3 |
1,274.0 |
1,280.8 |
1,299.2 |
|
S4 |
1,257.8 |
1,264.6 |
1,294.8 |
|
|
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 |
1,343.3 |
1,299.7 |
43.6 |
3.3% |
15.2 |
1.2% |
9% |
False |
True |
2,856 |
10 |
1,392.0 |
1,299.7 |
92.3 |
7.1% |
17.4 |
1.3% |
4% |
False |
True |
3,163 |
20 |
1,392.0 |
1,299.7 |
92.3 |
7.1% |
16.6 |
1.3% |
4% |
False |
True |
2,516 |
40 |
1,392.0 |
1,240.5 |
151.5 |
11.6% |
15.5 |
1.2% |
42% |
False |
False |
2,211 |
60 |
1,392.0 |
1,187.2 |
204.8 |
15.7% |
14.1 |
1.1% |
57% |
False |
False |
1,762 |
80 |
1,392.0 |
1,187.2 |
204.8 |
15.7% |
13.9 |
1.1% |
57% |
False |
False |
1,400 |
100 |
1,392.0 |
1,187.2 |
204.8 |
15.7% |
12.7 |
1.0% |
57% |
False |
False |
1,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,384.8 |
2.618 |
1,358.3 |
1.618 |
1,342.1 |
1.000 |
1,332.1 |
0.618 |
1,325.9 |
HIGH |
1,315.9 |
0.618 |
1,309.7 |
0.500 |
1,307.8 |
0.382 |
1,305.9 |
LOW |
1,299.7 |
0.618 |
1,289.7 |
1.000 |
1,283.5 |
1.618 |
1,273.5 |
2.618 |
1,257.3 |
4.250 |
1,230.9 |
|
|
Fisher Pivots for day following 26-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,307.8 |
1,316.7 |
PP |
1,306.4 |
1,312.4 |
S1 |
1,305.1 |
1,308.0 |
|