Trading Metrics calculated at close of trading on 18-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
5,295.0 |
5,349.0 |
54.0 |
1.0% |
5,444.0 |
High |
5,333.0 |
5,364.0 |
31.0 |
0.6% |
5,445.0 |
Low |
5,290.0 |
5,342.0 |
52.0 |
1.0% |
5,321.0 |
Close |
5,322.0 |
5,348.0 |
26.0 |
0.5% |
5,325.0 |
Range |
43.0 |
22.0 |
-21.0 |
-48.8% |
124.0 |
ATR |
51.2 |
50.6 |
-0.7 |
-1.3% |
0.0 |
Volume |
77,522 |
161,540 |
84,018 |
108.4% |
150,778 |
|
Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,417.3 |
5,404.7 |
5,360.1 |
|
R3 |
5,395.3 |
5,382.7 |
5,354.1 |
|
R2 |
5,373.3 |
5,373.3 |
5,352.0 |
|
R1 |
5,360.7 |
5,360.7 |
5,350.0 |
5,356.0 |
PP |
5,351.3 |
5,351.3 |
5,351.3 |
5,349.0 |
S1 |
5,338.7 |
5,338.7 |
5,346.0 |
5,334.0 |
S2 |
5,329.3 |
5,329.3 |
5,344.0 |
|
S3 |
5,307.3 |
5,316.7 |
5,342.0 |
|
S4 |
5,285.3 |
5,294.7 |
5,335.9 |
|
|
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 |
5,427.0 |
5,290.0 |
137.0 |
2.6% |
40.0 |
0.7% |
42% |
False |
False |
69,296 |
10 |
5,472.0 |
5,290.0 |
182.0 |
3.4% |
35.7 |
0.7% |
32% |
False |
False |
45,844 |
20 |
5,472.0 |
5,290.0 |
182.0 |
3.4% |
37.8 |
0.7% |
32% |
False |
False |
35,896 |
40 |
5,472.0 |
4,998.0 |
474.0 |
8.9% |
41.7 |
0.8% |
74% |
False |
False |
29,807 |
60 |
5,472.0 |
4,998.0 |
474.0 |
8.9% |
42.9 |
0.8% |
74% |
False |
False |
25,491 |
80 |
5,472.0 |
4,993.0 |
479.0 |
9.0% |
40.7 |
0.8% |
74% |
False |
False |
22,884 |
100 |
5,472.0 |
4,993.0 |
479.0 |
9.0% |
34.0 |
0.6% |
74% |
False |
False |
18,318 |
120 |
5,472.0 |
4,993.0 |
479.0 |
9.0% |
29.7 |
0.6% |
74% |
False |
False |
15,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,457.5 |
2.618 |
5,421.6 |
1.618 |
5,399.6 |
1.000 |
5,386.0 |
0.618 |
5,377.6 |
HIGH |
5,364.0 |
0.618 |
5,355.6 |
0.500 |
5,353.0 |
0.382 |
5,350.4 |
LOW |
5,342.0 |
0.618 |
5,328.4 |
1.000 |
5,320.0 |
1.618 |
5,306.4 |
2.618 |
5,284.4 |
4.250 |
5,248.5 |
|
|
Fisher Pivots for day following 18-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
5,353.0 |
5,341.0 |
PP |
5,351.3 |
5,334.0 |
S1 |
5,349.7 |
5,327.0 |
|