Trading Metrics calculated at close of trading on 11-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
5,444.0 |
5,424.0 |
-20.0 |
-0.4% |
5,402.0 |
High |
5,445.0 |
5,434.0 |
-11.0 |
-0.2% |
5,472.0 |
Low |
5,406.0 |
5,404.0 |
-2.0 |
0.0% |
5,334.0 |
Close |
5,420.0 |
5,415.0 |
-5.0 |
-0.1% |
5,472.0 |
Range |
39.0 |
30.0 |
-9.0 |
-23.1% |
138.0 |
ATR |
47.7 |
46.5 |
-1.3 |
-2.7% |
0.0 |
Volume |
20,019 |
23,339 |
3,320 |
16.6% |
125,659 |
|
Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,507.7 |
5,491.3 |
5,431.5 |
|
R3 |
5,477.7 |
5,461.3 |
5,423.3 |
|
R2 |
5,447.7 |
5,447.7 |
5,420.5 |
|
R1 |
5,431.3 |
5,431.3 |
5,417.8 |
5,424.5 |
PP |
5,417.7 |
5,417.7 |
5,417.7 |
5,414.3 |
S1 |
5,401.3 |
5,401.3 |
5,412.3 |
5,394.5 |
S2 |
5,387.7 |
5,387.7 |
5,409.5 |
|
S3 |
5,357.7 |
5,371.3 |
5,406.8 |
|
S4 |
5,327.7 |
5,341.3 |
5,398.5 |
|
|
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 |
5,404.0 |
68.0 |
1.3% |
31.4 |
0.6% |
16% |
False |
True |
22,393 |
10 |
5,472.0 |
5,334.0 |
138.0 |
2.5% |
38.1 |
0.7% |
59% |
False |
False |
24,373 |
20 |
5,472.0 |
5,217.0 |
255.0 |
4.7% |
35.7 |
0.7% |
78% |
False |
False |
23,932 |
40 |
5,472.0 |
4,998.0 |
474.0 |
8.8% |
41.8 |
0.8% |
88% |
False |
False |
23,787 |
60 |
5,472.0 |
4,993.0 |
479.0 |
8.8% |
44.4 |
0.8% |
88% |
False |
False |
24,543 |
80 |
5,472.0 |
4,993.0 |
479.0 |
8.8% |
38.8 |
0.7% |
88% |
False |
False |
18,556 |
100 |
5,472.0 |
4,993.0 |
479.0 |
8.8% |
32.0 |
0.6% |
88% |
False |
False |
14,856 |
120 |
5,472.0 |
4,993.0 |
479.0 |
8.8% |
28.5 |
0.5% |
88% |
False |
False |
12,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,561.5 |
2.618 |
5,512.5 |
1.618 |
5,482.5 |
1.000 |
5,464.0 |
0.618 |
5,452.5 |
HIGH |
5,434.0 |
0.618 |
5,422.5 |
0.500 |
5,419.0 |
0.382 |
5,415.5 |
LOW |
5,404.0 |
0.618 |
5,385.5 |
1.000 |
5,374.0 |
1.618 |
5,355.5 |
2.618 |
5,325.5 |
4.250 |
5,276.5 |
|
|
Fisher Pivots for day following 11-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
5,419.0 |
5,438.0 |
PP |
5,417.7 |
5,430.3 |
S1 |
5,416.3 |
5,422.7 |
|