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 |
16,267.77 |
16,324.22 |
56.45 |
0.3% |
16,303.28 |
High |
16,414.86 |
16,480.85 |
65.99 |
0.4% |
16,466.04 |
Low |
16,267.77 |
16,324.22 |
56.45 |
0.3% |
16,191.79 |
Close |
16,323.06 |
16,457.66 |
134.60 |
0.8% |
16,323.06 |
Range |
147.09 |
156.63 |
9.54 |
6.5% |
274.25 |
ATR |
158.67 |
158.61 |
-0.06 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,890.80 |
16,830.86 |
16,543.81 |
|
R3 |
16,734.17 |
16,674.23 |
16,500.73 |
|
R2 |
16,577.54 |
16,577.54 |
16,486.38 |
|
R1 |
16,517.60 |
16,517.60 |
16,472.02 |
16,547.57 |
PP |
16,420.91 |
16,420.91 |
16,420.91 |
16,435.90 |
S1 |
16,360.97 |
16,360.97 |
16,443.30 |
16,390.94 |
S2 |
16,264.28 |
16,264.28 |
16,428.94 |
|
S3 |
16,107.65 |
16,204.34 |
16,414.59 |
|
S4 |
15,951.02 |
16,047.71 |
16,371.51 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,149.71 |
17,010.64 |
16,473.90 |
|
R3 |
16,875.46 |
16,736.39 |
16,398.48 |
|
R2 |
16,601.21 |
16,601.21 |
16,373.34 |
|
R1 |
16,462.14 |
16,462.14 |
16,348.20 |
16,531.68 |
PP |
16,326.96 |
16,326.96 |
16,326.96 |
16,361.73 |
S1 |
16,187.89 |
16,187.89 |
16,297.92 |
16,257.43 |
S2 |
16,052.71 |
16,052.71 |
16,272.78 |
|
S3 |
15,778.46 |
15,913.64 |
16,247.64 |
|
S4 |
15,504.21 |
15,639.39 |
16,172.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,480.85 |
16,191.79 |
289.06 |
1.8% |
147.58 |
0.9% |
92% |
True |
False |
|
10 |
16,480.85 |
16,126.29 |
354.56 |
2.2% |
162.32 |
1.0% |
93% |
True |
False |
|
20 |
16,505.70 |
16,046.99 |
458.71 |
2.8% |
156.71 |
1.0% |
90% |
False |
False |
|
40 |
16,505.70 |
15,340.69 |
1,165.01 |
7.1% |
158.15 |
1.0% |
96% |
False |
False |
|
60 |
16,562.32 |
15,340.69 |
1,221.63 |
7.4% |
157.90 |
1.0% |
91% |
False |
False |
|
80 |
16,588.25 |
15,340.69 |
1,247.56 |
7.6% |
147.65 |
0.9% |
90% |
False |
False |
|
100 |
16,588.25 |
15,340.69 |
1,247.56 |
7.6% |
139.57 |
0.8% |
90% |
False |
False |
|
120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
137.64 |
0.8% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,146.53 |
2.618 |
16,890.91 |
1.618 |
16,734.28 |
1.000 |
16,637.48 |
0.618 |
16,577.65 |
HIGH |
16,480.85 |
0.618 |
16,421.02 |
0.500 |
16,402.54 |
0.382 |
16,384.05 |
LOW |
16,324.22 |
0.618 |
16,227.42 |
1.000 |
16,167.59 |
1.618 |
16,070.79 |
2.618 |
15,914.16 |
4.250 |
15,658.54 |
|
|
Fisher Pivots for day following 31-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
16,439.29 |
16,417.21 |
PP |
16,420.91 |
16,376.77 |
S1 |
16,402.54 |
16,336.32 |
|