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 |
16,203 |
16,197 |
-6 |
0.0% |
16,214 |
High |
16,229 |
16,341 |
112 |
0.7% |
16,392 |
Low |
16,112 |
16,181 |
69 |
0.4% |
16,112 |
Close |
16,182 |
16,240 |
58 |
0.4% |
16,240 |
Range |
117 |
160 |
43 |
36.8% |
280 |
ATR |
171 |
170 |
-1 |
-0.5% |
0 |
Volume |
190,508 |
155,051 |
-35,457 |
-18.6% |
903,432 |
|
Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,734 |
16,647 |
16,328 |
|
R3 |
16,574 |
16,487 |
16,284 |
|
R2 |
16,414 |
16,414 |
16,269 |
|
R1 |
16,327 |
16,327 |
16,255 |
16,371 |
PP |
16,254 |
16,254 |
16,254 |
16,276 |
S1 |
16,167 |
16,167 |
16,225 |
16,211 |
S2 |
16,094 |
16,094 |
16,211 |
|
S3 |
15,934 |
16,007 |
16,196 |
|
S4 |
15,774 |
15,847 |
16,152 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,088 |
16,944 |
16,394 |
|
R3 |
16,808 |
16,664 |
16,317 |
|
R2 |
16,528 |
16,528 |
16,291 |
|
R1 |
16,384 |
16,384 |
16,266 |
16,456 |
PP |
16,248 |
16,248 |
16,248 |
16,284 |
S1 |
16,104 |
16,104 |
16,214 |
16,176 |
S2 |
15,968 |
15,968 |
16,189 |
|
S3 |
15,688 |
15,824 |
16,163 |
|
S4 |
15,408 |
15,544 |
16,086 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,392 |
16,112 |
280 |
1.7% |
162 |
1.0% |
46% |
False |
False |
180,686 |
10 |
16,392 |
15,911 |
481 |
3.0% |
190 |
1.2% |
68% |
False |
False |
179,867 |
20 |
16,435 |
15,911 |
524 |
3.2% |
172 |
1.1% |
63% |
False |
False |
102,524 |
40 |
16,435 |
15,216 |
1,219 |
7.5% |
166 |
1.0% |
84% |
False |
False |
51,329 |
60 |
16,435 |
15,216 |
1,219 |
7.5% |
154 |
1.0% |
84% |
False |
False |
34,227 |
80 |
16,439 |
15,216 |
1,223 |
7.5% |
130 |
0.8% |
84% |
False |
False |
25,674 |
100 |
16,439 |
15,216 |
1,223 |
7.5% |
107 |
0.7% |
84% |
False |
False |
20,540 |
120 |
16,439 |
14,579 |
1,860 |
11.5% |
93 |
0.6% |
89% |
False |
False |
17,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,021 |
2.618 |
16,760 |
1.618 |
16,600 |
1.000 |
16,501 |
0.618 |
16,440 |
HIGH |
16,341 |
0.618 |
16,280 |
0.500 |
16,261 |
0.382 |
16,242 |
LOW |
16,181 |
0.618 |
16,082 |
1.000 |
16,021 |
1.618 |
15,922 |
2.618 |
15,762 |
4.250 |
15,501 |
|
|
Fisher Pivots for day following 28-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
16,261 |
16,252 |
PP |
16,254 |
16,248 |
S1 |
16,247 |
16,244 |
|