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 |
1,311.8 |
1,305.0 |
-6.8 |
-0.5% |
1,386.0 |
High |
1,315.9 |
1,306.5 |
-9.4 |
-0.7% |
1,392.0 |
Low |
1,299.7 |
1,290.6 |
-9.1 |
-0.7% |
1,322.1 |
Close |
1,303.7 |
1,295.1 |
-8.6 |
-0.7% |
1,336.2 |
Range |
16.2 |
15.9 |
-0.3 |
-1.9% |
69.9 |
ATR |
17.7 |
17.5 |
-0.1 |
-0.7% |
0.0 |
Volume |
2,764 |
3,539 |
775 |
28.0% |
8,413 |
|
Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,345.1 |
1,336.0 |
1,303.8 |
|
R3 |
1,329.2 |
1,320.1 |
1,299.5 |
|
R2 |
1,313.3 |
1,313.3 |
1,298.0 |
|
R1 |
1,304.2 |
1,304.2 |
1,296.6 |
1,300.8 |
PP |
1,297.4 |
1,297.4 |
1,297.4 |
1,295.7 |
S1 |
1,288.3 |
1,288.3 |
1,293.6 |
1,284.9 |
S2 |
1,281.5 |
1,281.5 |
1,292.2 |
|
S3 |
1,265.6 |
1,272.4 |
1,290.7 |
|
S4 |
1,249.7 |
1,256.5 |
1,286.4 |
|
|
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 |
1,343.3 |
1,290.6 |
52.7 |
4.1% |
15.7 |
1.2% |
9% |
False |
True |
3,266 |
10 |
1,392.0 |
1,290.6 |
101.4 |
7.8% |
18.1 |
1.4% |
4% |
False |
True |
2,958 |
20 |
1,392.0 |
1,290.6 |
101.4 |
7.8% |
17.0 |
1.3% |
4% |
False |
True |
2,648 |
40 |
1,392.0 |
1,240.5 |
151.5 |
11.7% |
15.6 |
1.2% |
36% |
False |
False |
2,175 |
60 |
1,392.0 |
1,187.2 |
204.8 |
15.8% |
14.3 |
1.1% |
53% |
False |
False |
1,818 |
80 |
1,392.0 |
1,187.2 |
204.8 |
15.8% |
14.1 |
1.1% |
53% |
False |
False |
1,443 |
100 |
1,392.0 |
1,187.2 |
204.8 |
15.8% |
12.8 |
1.0% |
53% |
False |
False |
1,242 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,374.1 |
2.618 |
1,348.1 |
1.618 |
1,332.2 |
1.000 |
1,322.4 |
0.618 |
1,316.3 |
HIGH |
1,306.5 |
0.618 |
1,300.4 |
0.500 |
1,298.6 |
0.382 |
1,296.7 |
LOW |
1,290.6 |
0.618 |
1,280.8 |
1.000 |
1,274.7 |
1.618 |
1,264.9 |
2.618 |
1,249.0 |
4.250 |
1,223.0 |
|
|
Fisher Pivots for day following 27-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,298.6 |
1,303.7 |
PP |
1,297.4 |
1,300.8 |
S1 |
1,296.3 |
1,298.0 |
|