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 |
1,184.2 |
1,192.4 |
8.2 |
0.7% |
1,174.3 |
High |
1,192.4 |
1,196.5 |
4.1 |
0.3% |
1,212.7 |
Low |
1,175.6 |
1,170.0 |
-5.6 |
-0.5% |
1,162.1 |
Close |
1,191.4 |
1,175.4 |
-16.0 |
-1.3% |
1,203.9 |
Range |
16.8 |
26.5 |
9.7 |
57.7% |
50.6 |
ATR |
17.3 |
18.0 |
0.7 |
3.8% |
0.0 |
Volume |
142,735 |
233,568 |
90,833 |
63.6% |
700,009 |
|
Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,260.3 |
1,244.3 |
1,190.0 |
|
R3 |
1,233.8 |
1,217.8 |
1,182.8 |
|
R2 |
1,207.3 |
1,207.3 |
1,180.3 |
|
R1 |
1,191.3 |
1,191.3 |
1,177.8 |
1,186.0 |
PP |
1,180.8 |
1,180.8 |
1,180.8 |
1,178.0 |
S1 |
1,164.8 |
1,164.8 |
1,173.0 |
1,159.5 |
S2 |
1,154.3 |
1,154.3 |
1,170.5 |
|
S3 |
1,127.8 |
1,138.3 |
1,168.0 |
|
S4 |
1,101.3 |
1,111.8 |
1,160.8 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,344.8 |
1,325.0 |
1,231.8 |
|
R3 |
1,294.0 |
1,274.3 |
1,217.8 |
|
R2 |
1,243.5 |
1,243.5 |
1,213.3 |
|
R1 |
1,223.8 |
1,223.8 |
1,208.5 |
1,233.5 |
PP |
1,193.0 |
1,193.0 |
1,193.0 |
1,197.8 |
S1 |
1,173.0 |
1,173.0 |
1,199.3 |
1,183.0 |
S2 |
1,142.3 |
1,142.3 |
1,194.5 |
|
S3 |
1,091.8 |
1,122.5 |
1,190.0 |
|
S4 |
1,041.0 |
1,072.0 |
1,176.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,212.7 |
1,170.0 |
42.7 |
3.6% |
18.8 |
1.6% |
13% |
False |
True |
150,781 |
10 |
1,212.7 |
1,162.1 |
50.6 |
4.3% |
18.3 |
1.6% |
26% |
False |
False |
149,545 |
20 |
1,212.7 |
1,119.2 |
93.5 |
8.0% |
17.3 |
1.5% |
60% |
False |
False |
129,906 |
40 |
1,212.7 |
1,078.0 |
134.7 |
11.5% |
18.5 |
1.6% |
72% |
False |
False |
129,257 |
60 |
1,212.7 |
1,078.0 |
134.7 |
11.5% |
17.0 |
1.4% |
72% |
False |
False |
116,003 |
80 |
1,212.7 |
1,078.0 |
134.7 |
11.5% |
15.3 |
1.3% |
72% |
False |
False |
90,567 |
100 |
1,212.7 |
1,078.0 |
134.7 |
11.5% |
12.8 |
1.1% |
72% |
False |
False |
72,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,309.0 |
2.618 |
1,266.0 |
1.618 |
1,239.5 |
1.000 |
1,223.0 |
0.618 |
1,213.0 |
HIGH |
1,196.5 |
0.618 |
1,186.5 |
0.500 |
1,183.3 |
0.382 |
1,180.0 |
LOW |
1,170.0 |
0.618 |
1,153.5 |
1.000 |
1,143.5 |
1.618 |
1,127.0 |
2.618 |
1,100.5 |
4.250 |
1,057.5 |
|
|
Fisher Pivots for day following 13-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,183.3 |
1,187.3 |
PP |
1,180.8 |
1,183.3 |
S1 |
1,178.0 |
1,179.3 |
|