Trading Metrics calculated at close of trading on 07-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
5,439.0 |
5,447.0 |
8.0 |
0.1% |
5,402.0 |
High |
5,446.0 |
5,472.0 |
26.0 |
0.5% |
5,472.0 |
Low |
5,418.0 |
5,439.0 |
21.0 |
0.4% |
5,334.0 |
Close |
5,441.0 |
5,472.0 |
31.0 |
0.6% |
5,472.0 |
Range |
28.0 |
33.0 |
5.0 |
17.9% |
138.0 |
ATR |
47.4 |
46.3 |
-1.0 |
-2.2% |
0.0 |
Volume |
23,179 |
14,782 |
-8,397 |
-36.2% |
125,659 |
|
Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,560.0 |
5,549.0 |
5,490.2 |
|
R3 |
5,527.0 |
5,516.0 |
5,481.1 |
|
R2 |
5,494.0 |
5,494.0 |
5,478.1 |
|
R1 |
5,483.0 |
5,483.0 |
5,475.0 |
5,488.5 |
PP |
5,461.0 |
5,461.0 |
5,461.0 |
5,463.8 |
S1 |
5,450.0 |
5,450.0 |
5,469.0 |
5,455.5 |
S2 |
5,428.0 |
5,428.0 |
5,466.0 |
|
S3 |
5,395.0 |
5,417.0 |
5,462.9 |
|
S4 |
5,362.0 |
5,384.0 |
5,453.9 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,840.0 |
5,794.0 |
5,547.9 |
|
R3 |
5,702.0 |
5,656.0 |
5,510.0 |
|
R2 |
5,564.0 |
5,564.0 |
5,497.3 |
|
R1 |
5,518.0 |
5,518.0 |
5,484.7 |
5,541.0 |
PP |
5,426.0 |
5,426.0 |
5,426.0 |
5,437.5 |
S1 |
5,380.0 |
5,380.0 |
5,459.4 |
5,403.0 |
S2 |
5,288.0 |
5,288.0 |
5,446.7 |
|
S3 |
5,150.0 |
5,242.0 |
5,434.1 |
|
S4 |
5,012.0 |
5,104.0 |
5,396.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,472.0 |
5,334.0 |
138.0 |
2.5% |
40.2 |
0.7% |
100% |
True |
False |
25,131 |
10 |
5,472.0 |
5,334.0 |
138.0 |
2.5% |
38.5 |
0.7% |
100% |
True |
False |
24,261 |
20 |
5,472.0 |
5,135.0 |
337.0 |
6.2% |
37.5 |
0.7% |
100% |
True |
False |
24,115 |
40 |
5,472.0 |
4,998.0 |
474.0 |
8.7% |
41.9 |
0.8% |
100% |
True |
False |
23,359 |
60 |
5,472.0 |
4,993.0 |
479.0 |
8.8% |
44.6 |
0.8% |
100% |
True |
False |
23,965 |
80 |
5,472.0 |
4,993.0 |
479.0 |
8.8% |
38.6 |
0.7% |
100% |
True |
False |
18,014 |
100 |
5,472.0 |
4,993.0 |
479.0 |
8.8% |
31.7 |
0.6% |
100% |
True |
False |
14,425 |
120 |
5,472.0 |
4,993.0 |
479.0 |
8.8% |
27.9 |
0.5% |
100% |
True |
False |
12,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,612.3 |
2.618 |
5,558.4 |
1.618 |
5,525.4 |
1.000 |
5,505.0 |
0.618 |
5,492.4 |
HIGH |
5,472.0 |
0.618 |
5,459.4 |
0.500 |
5,455.5 |
0.382 |
5,451.6 |
LOW |
5,439.0 |
0.618 |
5,418.6 |
1.000 |
5,406.0 |
1.618 |
5,385.6 |
2.618 |
5,352.6 |
4.250 |
5,298.8 |
|
|
Fisher Pivots for day following 07-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
5,466.5 |
5,463.0 |
PP |
5,461.0 |
5,454.0 |
S1 |
5,455.5 |
5,445.0 |
|