Trading Metrics calculated at close of trading on 28-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2014 |
28-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,837.00 |
1,836.50 |
-0.50 |
0.0% |
1,848.50 |
High |
1,840.75 |
1,852.25 |
11.50 |
0.6% |
1,861.50 |
Low |
1,827.00 |
1,834.50 |
7.50 |
0.4% |
1,827.00 |
Close |
1,833.50 |
1,843.25 |
9.75 |
0.5% |
1,843.25 |
Range |
13.75 |
17.75 |
4.00 |
29.1% |
34.50 |
ATR |
19.22 |
19.19 |
-0.03 |
-0.2% |
0.00 |
Volume |
2,294 |
2,480 |
186 |
8.1% |
8,337 |
|
Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,896.50 |
1,887.75 |
1,853.00 |
|
R3 |
1,878.75 |
1,870.00 |
1,848.25 |
|
R2 |
1,861.00 |
1,861.00 |
1,846.50 |
|
R1 |
1,852.25 |
1,852.25 |
1,845.00 |
1,856.50 |
PP |
1,843.25 |
1,843.25 |
1,843.25 |
1,845.50 |
S1 |
1,834.50 |
1,834.50 |
1,841.50 |
1,839.00 |
S2 |
1,825.50 |
1,825.50 |
1,840.00 |
|
S3 |
1,807.75 |
1,816.75 |
1,838.25 |
|
S4 |
1,790.00 |
1,799.00 |
1,833.50 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,947.50 |
1,929.75 |
1,862.25 |
|
R3 |
1,913.00 |
1,895.25 |
1,852.75 |
|
R2 |
1,878.50 |
1,878.50 |
1,849.50 |
|
R1 |
1,860.75 |
1,860.75 |
1,846.50 |
1,852.50 |
PP |
1,844.00 |
1,844.00 |
1,844.00 |
1,839.75 |
S1 |
1,826.25 |
1,826.25 |
1,840.00 |
1,818.00 |
S2 |
1,809.50 |
1,809.50 |
1,837.00 |
|
S3 |
1,775.00 |
1,791.75 |
1,833.75 |
|
S4 |
1,740.50 |
1,757.25 |
1,824.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,861.50 |
1,827.00 |
34.50 |
1.9% |
19.75 |
1.1% |
47% |
False |
False |
1,667 |
10 |
1,869.00 |
1,818.50 |
50.50 |
2.7% |
21.50 |
1.2% |
49% |
False |
False |
1,182 |
20 |
1,873.00 |
1,818.50 |
54.50 |
3.0% |
18.75 |
1.0% |
45% |
False |
False |
772 |
40 |
1,873.00 |
1,719.25 |
153.75 |
8.3% |
18.50 |
1.0% |
81% |
False |
False |
529 |
60 |
1,873.00 |
1,719.25 |
153.75 |
8.3% |
16.75 |
0.9% |
81% |
False |
False |
417 |
80 |
1,873.00 |
1,719.25 |
153.75 |
8.3% |
14.00 |
0.8% |
81% |
False |
False |
316 |
100 |
1,873.00 |
1,719.25 |
153.75 |
8.3% |
11.50 |
0.6% |
81% |
False |
False |
259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,927.75 |
2.618 |
1,898.75 |
1.618 |
1,881.00 |
1.000 |
1,870.00 |
0.618 |
1,863.25 |
HIGH |
1,852.25 |
0.618 |
1,845.50 |
0.500 |
1,843.50 |
0.382 |
1,841.25 |
LOW |
1,834.50 |
0.618 |
1,823.50 |
1.000 |
1,816.75 |
1.618 |
1,805.75 |
2.618 |
1,788.00 |
4.250 |
1,759.00 |
|
|
Fisher Pivots for day following 28-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,843.50 |
1,844.25 |
PP |
1,843.25 |
1,844.00 |
S1 |
1,843.25 |
1,843.50 |
|