Trading Metrics calculated at close of trading on 10-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,876.25 |
1,875.50 |
-0.75 |
0.0% |
1,846.00 |
High |
1,887.50 |
1,878.75 |
-8.75 |
-0.5% |
1,887.50 |
Low |
1,869.25 |
1,865.75 |
-3.50 |
-0.2% |
1,832.25 |
Close |
1,878.00 |
1,877.25 |
-0.75 |
0.0% |
1,878.00 |
Range |
18.25 |
13.00 |
-5.25 |
-28.8% |
55.25 |
ATR |
19.88 |
19.38 |
-0.49 |
-2.5% |
0.00 |
Volume |
1,756,169 |
1,167,755 |
-588,414 |
-33.5% |
8,421,064 |
|
Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,913.00 |
1,908.00 |
1,884.50 |
|
R3 |
1,900.00 |
1,895.00 |
1,880.75 |
|
R2 |
1,887.00 |
1,887.00 |
1,879.75 |
|
R1 |
1,882.00 |
1,882.00 |
1,878.50 |
1,884.50 |
PP |
1,874.00 |
1,874.00 |
1,874.00 |
1,875.00 |
S1 |
1,869.00 |
1,869.00 |
1,876.00 |
1,871.50 |
S2 |
1,861.00 |
1,861.00 |
1,874.75 |
|
S3 |
1,848.00 |
1,856.00 |
1,873.75 |
|
S4 |
1,835.00 |
1,843.00 |
1,870.00 |
|
|
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 |
1,843.50 |
44.00 |
2.3% |
16.00 |
0.9% |
77% |
False |
False |
1,442,426 |
10 |
1,887.50 |
1,832.25 |
55.25 |
2.9% |
17.00 |
0.9% |
81% |
False |
False |
1,634,167 |
20 |
1,887.50 |
1,786.25 |
101.25 |
5.4% |
17.75 |
1.0% |
90% |
False |
False |
1,558,509 |
40 |
1,887.50 |
1,732.00 |
155.50 |
8.3% |
21.50 |
1.1% |
93% |
False |
False |
1,723,731 |
60 |
1,887.50 |
1,732.00 |
155.50 |
8.3% |
19.25 |
1.0% |
93% |
False |
False |
1,527,428 |
80 |
1,887.50 |
1,732.00 |
155.50 |
8.3% |
18.00 |
1.0% |
93% |
False |
False |
1,151,299 |
100 |
1,887.50 |
1,683.75 |
203.75 |
10.9% |
17.50 |
0.9% |
95% |
False |
False |
922,082 |
120 |
1,887.50 |
1,633.50 |
254.00 |
13.5% |
17.75 |
0.9% |
96% |
False |
False |
769,119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,934.00 |
2.618 |
1,912.75 |
1.618 |
1,899.75 |
1.000 |
1,891.75 |
0.618 |
1,886.75 |
HIGH |
1,878.75 |
0.618 |
1,873.75 |
0.500 |
1,872.25 |
0.382 |
1,870.75 |
LOW |
1,865.75 |
0.618 |
1,857.75 |
1.000 |
1,852.75 |
1.618 |
1,844.75 |
2.618 |
1,831.75 |
4.250 |
1,810.50 |
|
|
Fisher Pivots for day following 10-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,875.50 |
1,877.00 |
PP |
1,874.00 |
1,876.75 |
S1 |
1,872.25 |
1,876.50 |
|