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 |
1,852.25 |
1,837.00 |
-15.25 |
-0.8% |
1,825.50 |
High |
1,861.50 |
1,840.75 |
-20.75 |
-1.1% |
1,869.00 |
Low |
1,834.75 |
1,827.00 |
-7.75 |
-0.4% |
1,818.50 |
Close |
1,835.50 |
1,833.50 |
-2.00 |
-0.1% |
1,850.00 |
Range |
26.75 |
13.75 |
-13.00 |
-48.6% |
50.50 |
ATR |
19.65 |
19.22 |
-0.42 |
-2.1% |
0.00 |
Volume |
930 |
2,294 |
1,364 |
146.7% |
3,484 |
|
Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,875.00 |
1,868.00 |
1,841.00 |
|
R3 |
1,861.25 |
1,854.25 |
1,837.25 |
|
R2 |
1,847.50 |
1,847.50 |
1,836.00 |
|
R1 |
1,840.50 |
1,840.50 |
1,834.75 |
1,837.00 |
PP |
1,833.75 |
1,833.75 |
1,833.75 |
1,832.00 |
S1 |
1,826.75 |
1,826.75 |
1,832.25 |
1,823.50 |
S2 |
1,820.00 |
1,820.00 |
1,831.00 |
|
S3 |
1,806.25 |
1,813.00 |
1,829.75 |
|
S4 |
1,792.50 |
1,799.25 |
1,826.00 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,997.25 |
1,974.25 |
1,877.75 |
|
R3 |
1,946.75 |
1,923.75 |
1,864.00 |
|
R2 |
1,896.25 |
1,896.25 |
1,859.25 |
|
R1 |
1,873.25 |
1,873.25 |
1,854.75 |
1,884.75 |
PP |
1,845.75 |
1,845.75 |
1,845.75 |
1,851.50 |
S1 |
1,822.75 |
1,822.75 |
1,845.25 |
1,834.25 |
S2 |
1,795.25 |
1,795.25 |
1,840.75 |
|
S3 |
1,744.75 |
1,772.25 |
1,836.00 |
|
S4 |
1,694.25 |
1,721.75 |
1,822.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,869.00 |
1,827.00 |
42.00 |
2.3% |
20.25 |
1.1% |
15% |
False |
True |
1,342 |
10 |
1,869.00 |
1,818.50 |
50.50 |
2.8% |
21.00 |
1.1% |
30% |
False |
False |
989 |
20 |
1,873.00 |
1,818.50 |
54.50 |
3.0% |
19.00 |
1.0% |
28% |
False |
False |
667 |
40 |
1,873.00 |
1,719.25 |
153.75 |
8.4% |
18.50 |
1.0% |
74% |
False |
False |
471 |
60 |
1,873.00 |
1,719.25 |
153.75 |
8.4% |
16.50 |
0.9% |
74% |
False |
False |
377 |
80 |
1,873.00 |
1,719.25 |
153.75 |
8.4% |
13.75 |
0.7% |
74% |
False |
False |
285 |
100 |
1,873.00 |
1,719.25 |
153.75 |
8.4% |
11.25 |
0.6% |
74% |
False |
False |
234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,899.25 |
2.618 |
1,876.75 |
1.618 |
1,863.00 |
1.000 |
1,854.50 |
0.618 |
1,849.25 |
HIGH |
1,840.75 |
0.618 |
1,835.50 |
0.500 |
1,834.00 |
0.382 |
1,832.25 |
LOW |
1,827.00 |
0.618 |
1,818.50 |
1.000 |
1,813.25 |
1.618 |
1,804.75 |
2.618 |
1,791.00 |
4.250 |
1,768.50 |
|
|
Fisher Pivots for day following 27-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,834.00 |
1,844.25 |
PP |
1,833.75 |
1,840.75 |
S1 |
1,833.50 |
1,837.00 |
|