Trading Metrics calculated at close of trading on 13-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
5,391.0 |
5,378.0 |
-13.0 |
-0.2% |
5,402.0 |
High |
5,394.0 |
5,427.0 |
33.0 |
0.6% |
5,472.0 |
Low |
5,342.0 |
5,377.0 |
35.0 |
0.7% |
5,334.0 |
Close |
5,373.0 |
5,413.0 |
40.0 |
0.7% |
5,472.0 |
Range |
52.0 |
50.0 |
-2.0 |
-3.8% |
138.0 |
ATR |
48.4 |
48.8 |
0.4 |
0.8% |
0.0 |
Volume |
31,523 |
25,154 |
-6,369 |
-20.2% |
125,659 |
|
Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,555.7 |
5,534.3 |
5,440.5 |
|
R3 |
5,505.7 |
5,484.3 |
5,426.8 |
|
R2 |
5,455.7 |
5,455.7 |
5,422.2 |
|
R1 |
5,434.3 |
5,434.3 |
5,417.6 |
5,445.0 |
PP |
5,405.7 |
5,405.7 |
5,405.7 |
5,411.0 |
S1 |
5,384.3 |
5,384.3 |
5,408.4 |
5,395.0 |
S2 |
5,355.7 |
5,355.7 |
5,403.8 |
|
S3 |
5,305.7 |
5,334.3 |
5,399.3 |
|
S4 |
5,255.7 |
5,284.3 |
5,385.5 |
|
|
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 |
5,342.0 |
130.0 |
2.4% |
40.8 |
0.8% |
55% |
False |
False |
22,963 |
10 |
5,472.0 |
5,334.0 |
138.0 |
2.5% |
42.1 |
0.8% |
57% |
False |
False |
25,393 |
20 |
5,472.0 |
5,279.0 |
193.0 |
3.6% |
36.6 |
0.7% |
69% |
False |
False |
24,539 |
40 |
5,472.0 |
4,998.0 |
474.0 |
8.8% |
42.2 |
0.8% |
88% |
False |
False |
23,977 |
60 |
5,472.0 |
4,998.0 |
474.0 |
8.8% |
43.5 |
0.8% |
88% |
False |
False |
25,111 |
80 |
5,472.0 |
4,993.0 |
479.0 |
8.8% |
40.1 |
0.7% |
88% |
False |
False |
19,264 |
100 |
5,472.0 |
4,993.0 |
479.0 |
8.8% |
33.0 |
0.6% |
88% |
False |
False |
15,422 |
120 |
5,472.0 |
4,993.0 |
479.0 |
8.8% |
29.2 |
0.5% |
88% |
False |
False |
12,860 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,639.5 |
2.618 |
5,557.9 |
1.618 |
5,507.9 |
1.000 |
5,477.0 |
0.618 |
5,457.9 |
HIGH |
5,427.0 |
0.618 |
5,407.9 |
0.500 |
5,402.0 |
0.382 |
5,396.1 |
LOW |
5,377.0 |
0.618 |
5,346.1 |
1.000 |
5,327.0 |
1.618 |
5,296.1 |
2.618 |
5,246.1 |
4.250 |
5,164.5 |
|
|
Fisher Pivots for day following 13-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
5,409.3 |
5,404.7 |
PP |
5,405.7 |
5,396.3 |
S1 |
5,402.0 |
5,388.0 |
|