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 |
1,292.9 |
1,294.1 |
1.2 |
0.1% |
1,332.8 |
High |
1,298.6 |
1,298.1 |
-0.5 |
0.0% |
1,333.7 |
Low |
1,287.1 |
1,283.4 |
-3.7 |
-0.3% |
1,287.1 |
Close |
1,294.6 |
1,284.1 |
-10.5 |
-0.8% |
1,294.6 |
Range |
11.5 |
14.7 |
3.2 |
27.8% |
46.6 |
ATR |
17.1 |
16.9 |
-0.2 |
-1.0% |
0.0 |
Volume |
4,731 |
1,657 |
-3,074 |
-65.0% |
18,686 |
|
Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,332.6 |
1,323.1 |
1,292.2 |
|
R3 |
1,317.9 |
1,308.4 |
1,288.1 |
|
R2 |
1,303.2 |
1,303.2 |
1,286.8 |
|
R1 |
1,293.7 |
1,293.7 |
1,285.4 |
1,291.1 |
PP |
1,288.5 |
1,288.5 |
1,288.5 |
1,287.3 |
S1 |
1,279.0 |
1,279.0 |
1,282.8 |
1,276.4 |
S2 |
1,273.8 |
1,273.8 |
1,281.4 |
|
S3 |
1,259.1 |
1,264.3 |
1,280.1 |
|
S4 |
1,244.4 |
1,249.6 |
1,276.0 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,444.9 |
1,416.4 |
1,320.2 |
|
R3 |
1,398.3 |
1,369.8 |
1,307.4 |
|
R2 |
1,351.7 |
1,351.7 |
1,303.1 |
|
R1 |
1,323.2 |
1,323.2 |
1,298.9 |
1,314.2 |
PP |
1,305.1 |
1,305.1 |
1,305.1 |
1,300.6 |
S1 |
1,276.6 |
1,276.6 |
1,290.3 |
1,267.6 |
S2 |
1,258.5 |
1,258.5 |
1,286.1 |
|
S3 |
1,211.9 |
1,230.0 |
1,281.8 |
|
S4 |
1,165.3 |
1,183.4 |
1,269.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,316.8 |
1,283.4 |
33.4 |
2.6% |
13.6 |
1.1% |
2% |
False |
True |
3,426 |
10 |
1,368.0 |
1,283.4 |
84.6 |
6.6% |
16.4 |
1.3% |
1% |
False |
True |
2,682 |
20 |
1,392.0 |
1,283.4 |
108.6 |
8.5% |
16.7 |
1.3% |
1% |
False |
True |
2,773 |
40 |
1,392.0 |
1,242.0 |
150.0 |
11.7% |
15.4 |
1.2% |
28% |
False |
False |
2,121 |
60 |
1,392.0 |
1,221.9 |
170.1 |
13.2% |
14.1 |
1.1% |
37% |
False |
False |
1,917 |
80 |
1,392.0 |
1,187.2 |
204.8 |
15.9% |
14.1 |
1.1% |
47% |
False |
False |
1,515 |
100 |
1,392.0 |
1,187.2 |
204.8 |
15.9% |
12.9 |
1.0% |
47% |
False |
False |
1,302 |
120 |
1,392.0 |
1,187.2 |
204.8 |
15.9% |
12.2 |
0.9% |
47% |
False |
False |
1,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,360.6 |
2.618 |
1,336.6 |
1.618 |
1,321.9 |
1.000 |
1,312.8 |
0.618 |
1,307.2 |
HIGH |
1,298.1 |
0.618 |
1,292.5 |
0.500 |
1,290.8 |
0.382 |
1,289.0 |
LOW |
1,283.4 |
0.618 |
1,274.3 |
1.000 |
1,268.7 |
1.618 |
1,259.6 |
2.618 |
1,244.9 |
4.250 |
1,220.9 |
|
|
Fisher Pivots for day following 31-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,290.8 |
1,295.0 |
PP |
1,288.5 |
1,291.3 |
S1 |
1,286.3 |
1,287.7 |
|