Trading Metrics calculated at close of trading on 20-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
5,362.0 |
5,316.0 |
-46.0 |
-0.9% |
5,444.0 |
High |
5,365.0 |
5,344.0 |
-21.0 |
-0.4% |
5,445.0 |
Low |
5,329.0 |
5,316.0 |
-13.0 |
-0.2% |
5,321.0 |
Close |
5,358.0 |
5,344.0 |
-14.0 |
-0.3% |
5,325.0 |
Range |
36.0 |
28.0 |
-8.0 |
-22.2% |
124.0 |
ATR |
49.5 |
49.0 |
-0.5 |
-1.1% |
0.0 |
Volume |
79,044 |
1,811 |
-77,233 |
-97.7% |
150,778 |
|
Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,418.7 |
5,409.3 |
5,359.4 |
|
R3 |
5,390.7 |
5,381.3 |
5,351.7 |
|
R2 |
5,362.7 |
5,362.7 |
5,349.1 |
|
R1 |
5,353.3 |
5,353.3 |
5,346.6 |
5,358.0 |
PP |
5,334.7 |
5,334.7 |
5,334.7 |
5,337.0 |
S1 |
5,325.3 |
5,325.3 |
5,341.4 |
5,330.0 |
S2 |
5,306.7 |
5,306.7 |
5,338.9 |
|
S3 |
5,278.7 |
5,297.3 |
5,336.3 |
|
S4 |
5,250.7 |
5,269.3 |
5,328.6 |
|
|
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 |
5,365.0 |
5,290.0 |
75.0 |
1.4% |
32.4 |
0.6% |
72% |
False |
False |
74,132 |
10 |
5,472.0 |
5,290.0 |
182.0 |
3.4% |
36.6 |
0.7% |
30% |
False |
False |
48,547 |
20 |
5,472.0 |
5,290.0 |
182.0 |
3.4% |
37.2 |
0.7% |
30% |
False |
False |
36,734 |
40 |
5,472.0 |
4,998.0 |
474.0 |
8.9% |
40.7 |
0.8% |
73% |
False |
False |
31,012 |
60 |
5,472.0 |
4,998.0 |
474.0 |
8.9% |
41.2 |
0.8% |
73% |
False |
False |
25,947 |
80 |
5,472.0 |
4,993.0 |
479.0 |
9.0% |
41.1 |
0.8% |
73% |
False |
False |
23,890 |
100 |
5,472.0 |
4,993.0 |
479.0 |
9.0% |
34.6 |
0.6% |
73% |
False |
False |
19,125 |
120 |
5,472.0 |
4,993.0 |
479.0 |
9.0% |
30.3 |
0.6% |
73% |
False |
False |
15,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,463.0 |
2.618 |
5,417.3 |
1.618 |
5,389.3 |
1.000 |
5,372.0 |
0.618 |
5,361.3 |
HIGH |
5,344.0 |
0.618 |
5,333.3 |
0.500 |
5,330.0 |
0.382 |
5,326.7 |
LOW |
5,316.0 |
0.618 |
5,298.7 |
1.000 |
5,288.0 |
1.618 |
5,270.7 |
2.618 |
5,242.7 |
4.250 |
5,197.0 |
|
|
Fisher Pivots for day following 20-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
5,339.3 |
5,342.8 |
PP |
5,334.7 |
5,341.7 |
S1 |
5,330.0 |
5,340.5 |
|