Trading Metrics calculated at close of trading on 12-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
5,424.0 |
5,391.0 |
-33.0 |
-0.6% |
5,402.0 |
High |
5,434.0 |
5,394.0 |
-40.0 |
-0.7% |
5,472.0 |
Low |
5,404.0 |
5,342.0 |
-62.0 |
-1.1% |
5,334.0 |
Close |
5,415.0 |
5,373.0 |
-42.0 |
-0.8% |
5,472.0 |
Range |
30.0 |
52.0 |
22.0 |
73.3% |
138.0 |
ATR |
46.5 |
48.4 |
1.9 |
4.1% |
0.0 |
Volume |
23,339 |
31,523 |
8,184 |
35.1% |
125,659 |
|
Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,525.7 |
5,501.3 |
5,401.6 |
|
R3 |
5,473.7 |
5,449.3 |
5,387.3 |
|
R2 |
5,421.7 |
5,421.7 |
5,382.5 |
|
R1 |
5,397.3 |
5,397.3 |
5,377.8 |
5,383.5 |
PP |
5,369.7 |
5,369.7 |
5,369.7 |
5,362.8 |
S1 |
5,345.3 |
5,345.3 |
5,368.2 |
5,331.5 |
S2 |
5,317.7 |
5,317.7 |
5,363.5 |
|
S3 |
5,265.7 |
5,293.3 |
5,358.7 |
|
S4 |
5,213.7 |
5,241.3 |
5,344.4 |
|
|
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 |
5,342.0 |
130.0 |
2.4% |
36.4 |
0.7% |
24% |
False |
True |
22,568 |
10 |
5,472.0 |
5,334.0 |
138.0 |
2.6% |
39.8 |
0.7% |
28% |
False |
False |
25,274 |
20 |
5,472.0 |
5,256.0 |
216.0 |
4.0% |
35.6 |
0.7% |
54% |
False |
False |
24,266 |
40 |
5,472.0 |
4,998.0 |
474.0 |
8.8% |
41.6 |
0.8% |
79% |
False |
False |
23,793 |
60 |
5,472.0 |
4,998.0 |
474.0 |
8.8% |
43.8 |
0.8% |
79% |
False |
False |
24,959 |
80 |
5,472.0 |
4,993.0 |
479.0 |
8.9% |
39.4 |
0.7% |
79% |
False |
False |
18,950 |
100 |
5,472.0 |
4,993.0 |
479.0 |
8.9% |
32.5 |
0.6% |
79% |
False |
False |
15,170 |
120 |
5,472.0 |
4,993.0 |
479.0 |
8.9% |
28.8 |
0.5% |
79% |
False |
False |
12,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,615.0 |
2.618 |
5,530.1 |
1.618 |
5,478.1 |
1.000 |
5,446.0 |
0.618 |
5,426.1 |
HIGH |
5,394.0 |
0.618 |
5,374.1 |
0.500 |
5,368.0 |
0.382 |
5,361.9 |
LOW |
5,342.0 |
0.618 |
5,309.9 |
1.000 |
5,290.0 |
1.618 |
5,257.9 |
2.618 |
5,205.9 |
4.250 |
5,121.0 |
|
|
Fisher Pivots for day following 12-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
5,371.3 |
5,393.5 |
PP |
5,369.7 |
5,386.7 |
S1 |
5,368.0 |
5,379.8 |
|