Trading Metrics calculated at close of trading on 19-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
5,349.0 |
5,362.0 |
13.0 |
0.2% |
5,444.0 |
High |
5,364.0 |
5,365.0 |
1.0 |
0.0% |
5,445.0 |
Low |
5,342.0 |
5,329.0 |
-13.0 |
-0.2% |
5,321.0 |
Close |
5,348.0 |
5,358.0 |
10.0 |
0.2% |
5,325.0 |
Range |
22.0 |
36.0 |
14.0 |
63.6% |
124.0 |
ATR |
50.6 |
49.5 |
-1.0 |
-2.1% |
0.0 |
Volume |
161,540 |
79,044 |
-82,496 |
-51.1% |
150,778 |
|
Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,458.7 |
5,444.3 |
5,377.8 |
|
R3 |
5,422.7 |
5,408.3 |
5,367.9 |
|
R2 |
5,386.7 |
5,386.7 |
5,364.6 |
|
R1 |
5,372.3 |
5,372.3 |
5,361.3 |
5,361.5 |
PP |
5,350.7 |
5,350.7 |
5,350.7 |
5,345.3 |
S1 |
5,336.3 |
5,336.3 |
5,354.7 |
5,325.5 |
S2 |
5,314.7 |
5,314.7 |
5,351.4 |
|
S3 |
5,278.7 |
5,300.3 |
5,348.1 |
|
S4 |
5,242.7 |
5,264.3 |
5,338.2 |
|
|
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% |
36.8 |
0.7% |
50% |
False |
False |
78,800 |
10 |
5,472.0 |
5,290.0 |
182.0 |
3.4% |
36.6 |
0.7% |
37% |
False |
False |
50,684 |
20 |
5,472.0 |
5,290.0 |
182.0 |
3.4% |
38.1 |
0.7% |
37% |
False |
False |
38,161 |
40 |
5,472.0 |
4,998.0 |
474.0 |
8.8% |
41.0 |
0.8% |
76% |
False |
False |
31,437 |
60 |
5,472.0 |
4,998.0 |
474.0 |
8.8% |
42.0 |
0.8% |
76% |
False |
False |
26,319 |
80 |
5,472.0 |
4,993.0 |
479.0 |
8.9% |
41.0 |
0.8% |
76% |
False |
False |
23,871 |
100 |
5,472.0 |
4,993.0 |
479.0 |
8.9% |
34.3 |
0.6% |
76% |
False |
False |
19,107 |
120 |
5,472.0 |
4,993.0 |
479.0 |
8.9% |
30.0 |
0.6% |
76% |
False |
False |
15,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,518.0 |
2.618 |
5,459.2 |
1.618 |
5,423.2 |
1.000 |
5,401.0 |
0.618 |
5,387.2 |
HIGH |
5,365.0 |
0.618 |
5,351.2 |
0.500 |
5,347.0 |
0.382 |
5,342.8 |
LOW |
5,329.0 |
0.618 |
5,306.8 |
1.000 |
5,293.0 |
1.618 |
5,270.8 |
2.618 |
5,234.8 |
4.250 |
5,176.0 |
|
|
Fisher Pivots for day following 19-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
5,354.3 |
5,347.8 |
PP |
5,350.7 |
5,337.7 |
S1 |
5,347.0 |
5,327.5 |
|