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 |
1,836.50 |
1,847.75 |
11.25 |
0.6% |
1,848.50 |
High |
1,852.25 |
1,860.75 |
8.50 |
0.5% |
1,861.50 |
Low |
1,834.50 |
1,847.75 |
13.25 |
0.7% |
1,827.00 |
Close |
1,843.25 |
1,857.50 |
14.25 |
0.8% |
1,843.25 |
Range |
17.75 |
13.00 |
-4.75 |
-26.8% |
34.50 |
ATR |
19.19 |
19.07 |
-0.12 |
-0.6% |
0.00 |
Volume |
2,480 |
1,636 |
-844 |
-34.0% |
8,337 |
|
Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,894.25 |
1,889.00 |
1,864.75 |
|
R3 |
1,881.25 |
1,876.00 |
1,861.00 |
|
R2 |
1,868.25 |
1,868.25 |
1,860.00 |
|
R1 |
1,863.00 |
1,863.00 |
1,858.75 |
1,865.50 |
PP |
1,855.25 |
1,855.25 |
1,855.25 |
1,856.75 |
S1 |
1,850.00 |
1,850.00 |
1,856.25 |
1,852.50 |
S2 |
1,842.25 |
1,842.25 |
1,855.00 |
|
S3 |
1,829.25 |
1,837.00 |
1,854.00 |
|
S4 |
1,816.25 |
1,824.00 |
1,850.25 |
|
|
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% |
17.50 |
0.9% |
88% |
False |
False |
1,740 |
10 |
1,869.00 |
1,827.00 |
42.00 |
2.3% |
19.75 |
1.1% |
73% |
False |
False |
1,293 |
20 |
1,873.00 |
1,818.50 |
54.50 |
2.9% |
18.75 |
1.0% |
72% |
False |
False |
847 |
40 |
1,873.00 |
1,719.25 |
153.75 |
8.3% |
18.25 |
1.0% |
90% |
False |
False |
567 |
60 |
1,873.00 |
1,719.25 |
153.75 |
8.3% |
17.00 |
0.9% |
90% |
False |
False |
444 |
80 |
1,873.00 |
1,719.25 |
153.75 |
8.3% |
14.00 |
0.8% |
90% |
False |
False |
337 |
100 |
1,873.00 |
1,719.25 |
153.75 |
8.3% |
11.50 |
0.6% |
90% |
False |
False |
275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,916.00 |
2.618 |
1,894.75 |
1.618 |
1,881.75 |
1.000 |
1,873.75 |
0.618 |
1,868.75 |
HIGH |
1,860.75 |
0.618 |
1,855.75 |
0.500 |
1,854.25 |
0.382 |
1,852.75 |
LOW |
1,847.75 |
0.618 |
1,839.75 |
1.000 |
1,834.75 |
1.618 |
1,826.75 |
2.618 |
1,813.75 |
4.250 |
1,792.50 |
|
|
Fisher Pivots for day following 31-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,856.50 |
1,853.00 |
PP |
1,855.25 |
1,848.50 |
S1 |
1,854.25 |
1,844.00 |
|