Trading Metrics calculated at close of trading on 07-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,873.75 |
1,876.25 |
2.50 |
0.1% |
1,846.00 |
High |
1,881.00 |
1,887.50 |
6.50 |
0.3% |
1,887.50 |
Low |
1,871.00 |
1,869.25 |
-1.75 |
-0.1% |
1,832.25 |
Close |
1,876.25 |
1,878.00 |
1.75 |
0.1% |
1,878.00 |
Range |
10.00 |
18.25 |
8.25 |
82.5% |
55.25 |
ATR |
20.00 |
19.88 |
-0.13 |
-0.6% |
0.00 |
Volume |
1,283,006 |
1,756,169 |
473,163 |
36.9% |
8,421,064 |
|
Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,933.00 |
1,923.75 |
1,888.00 |
|
R3 |
1,914.75 |
1,905.50 |
1,883.00 |
|
R2 |
1,896.50 |
1,896.50 |
1,881.25 |
|
R1 |
1,887.25 |
1,887.25 |
1,879.75 |
1,892.00 |
PP |
1,878.25 |
1,878.25 |
1,878.25 |
1,880.50 |
S1 |
1,869.00 |
1,869.00 |
1,876.25 |
1,873.50 |
S2 |
1,860.00 |
1,860.00 |
1,874.75 |
|
S3 |
1,841.75 |
1,850.75 |
1,873.00 |
|
S4 |
1,823.50 |
1,832.50 |
1,868.00 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,031.75 |
2,010.00 |
1,908.50 |
|
R3 |
1,976.50 |
1,954.75 |
1,893.25 |
|
R2 |
1,921.25 |
1,921.25 |
1,888.25 |
|
R1 |
1,899.50 |
1,899.50 |
1,883.00 |
1,910.50 |
PP |
1,866.00 |
1,866.00 |
1,866.00 |
1,871.25 |
S1 |
1,844.25 |
1,844.25 |
1,873.00 |
1,855.00 |
S2 |
1,810.75 |
1,810.75 |
1,867.75 |
|
S3 |
1,755.50 |
1,789.00 |
1,862.75 |
|
S4 |
1,700.25 |
1,733.75 |
1,847.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,887.50 |
1,832.25 |
55.25 |
2.9% |
17.00 |
0.9% |
83% |
True |
False |
1,684,212 |
10 |
1,887.50 |
1,829.25 |
58.25 |
3.1% |
18.50 |
1.0% |
84% |
True |
False |
1,678,624 |
20 |
1,887.50 |
1,758.25 |
129.25 |
6.9% |
19.00 |
1.0% |
93% |
True |
False |
1,617,367 |
40 |
1,887.50 |
1,732.00 |
155.50 |
8.3% |
21.50 |
1.1% |
94% |
True |
False |
1,727,653 |
60 |
1,887.50 |
1,732.00 |
155.50 |
8.3% |
19.25 |
1.0% |
94% |
True |
False |
1,510,145 |
80 |
1,887.50 |
1,732.00 |
155.50 |
8.3% |
17.75 |
0.9% |
94% |
True |
False |
1,136,782 |
100 |
1,887.50 |
1,674.25 |
213.25 |
11.4% |
17.75 |
0.9% |
96% |
True |
False |
910,447 |
120 |
1,887.50 |
1,633.50 |
254.00 |
13.5% |
17.75 |
0.9% |
96% |
True |
False |
759,388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,965.00 |
2.618 |
1,935.25 |
1.618 |
1,917.00 |
1.000 |
1,905.75 |
0.618 |
1,898.75 |
HIGH |
1,887.50 |
0.618 |
1,880.50 |
0.500 |
1,878.50 |
0.382 |
1,876.25 |
LOW |
1,869.25 |
0.618 |
1,858.00 |
1.000 |
1,851.00 |
1.618 |
1,839.75 |
2.618 |
1,821.50 |
4.250 |
1,791.75 |
|
|
Fisher Pivots for day following 07-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,878.50 |
1,878.00 |
PP |
1,878.25 |
1,877.75 |
S1 |
1,878.00 |
1,877.50 |
|