Trading Metrics calculated at close of trading on 17-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
5,350.0 |
5,295.0 |
-55.0 |
-1.0% |
5,444.0 |
High |
5,354.0 |
5,333.0 |
-21.0 |
-0.4% |
5,445.0 |
Low |
5,321.0 |
5,290.0 |
-31.0 |
-0.6% |
5,321.0 |
Close |
5,325.0 |
5,322.0 |
-3.0 |
-0.1% |
5,325.0 |
Range |
33.0 |
43.0 |
10.0 |
30.3% |
124.0 |
ATR |
51.9 |
51.2 |
-0.6 |
-1.2% |
0.0 |
Volume |
50,743 |
77,522 |
26,779 |
52.8% |
150,778 |
|
Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,444.0 |
5,426.0 |
5,345.7 |
|
R3 |
5,401.0 |
5,383.0 |
5,333.8 |
|
R2 |
5,358.0 |
5,358.0 |
5,329.9 |
|
R1 |
5,340.0 |
5,340.0 |
5,325.9 |
5,349.0 |
PP |
5,315.0 |
5,315.0 |
5,315.0 |
5,319.5 |
S1 |
5,297.0 |
5,297.0 |
5,318.1 |
5,306.0 |
S2 |
5,272.0 |
5,272.0 |
5,314.1 |
|
S3 |
5,229.0 |
5,254.0 |
5,310.2 |
|
S4 |
5,186.0 |
5,211.0 |
5,298.4 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,735.7 |
5,654.3 |
5,393.2 |
|
R3 |
5,611.7 |
5,530.3 |
5,359.1 |
|
R2 |
5,487.7 |
5,487.7 |
5,347.7 |
|
R1 |
5,406.3 |
5,406.3 |
5,336.4 |
5,385.0 |
PP |
5,363.7 |
5,363.7 |
5,363.7 |
5,353.0 |
S1 |
5,282.3 |
5,282.3 |
5,313.6 |
5,261.0 |
S2 |
5,239.7 |
5,239.7 |
5,302.3 |
|
S3 |
5,115.7 |
5,158.3 |
5,290.9 |
|
S4 |
4,991.7 |
5,034.3 |
5,256.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,434.0 |
5,290.0 |
144.0 |
2.7% |
41.6 |
0.8% |
22% |
False |
True |
41,656 |
10 |
5,472.0 |
5,290.0 |
182.0 |
3.4% |
37.6 |
0.7% |
18% |
False |
True |
32,214 |
20 |
5,472.0 |
5,290.0 |
182.0 |
3.4% |
37.7 |
0.7% |
18% |
False |
True |
28,761 |
40 |
5,472.0 |
4,998.0 |
474.0 |
8.9% |
42.2 |
0.8% |
68% |
False |
False |
26,265 |
60 |
5,472.0 |
4,998.0 |
474.0 |
8.9% |
43.2 |
0.8% |
68% |
False |
False |
24,015 |
80 |
5,472.0 |
4,993.0 |
479.0 |
9.0% |
40.7 |
0.8% |
69% |
False |
False |
20,865 |
100 |
5,472.0 |
4,993.0 |
479.0 |
9.0% |
33.8 |
0.6% |
69% |
False |
False |
16,702 |
120 |
5,472.0 |
4,993.0 |
479.0 |
9.0% |
29.8 |
0.6% |
69% |
False |
False |
13,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,515.8 |
2.618 |
5,445.6 |
1.618 |
5,402.6 |
1.000 |
5,376.0 |
0.618 |
5,359.6 |
HIGH |
5,333.0 |
0.618 |
5,316.6 |
0.500 |
5,311.5 |
0.382 |
5,306.4 |
LOW |
5,290.0 |
0.618 |
5,263.4 |
1.000 |
5,247.0 |
1.618 |
5,220.4 |
2.618 |
5,177.4 |
4.250 |
5,107.3 |
|
|
Fisher Pivots for day following 17-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
5,318.5 |
5,358.5 |
PP |
5,315.0 |
5,346.3 |
S1 |
5,311.5 |
5,334.2 |
|