Trading Metrics calculated at close of trading on 11-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,875.50 |
1,876.25 |
0.75 |
0.0% |
1,846.00 |
High |
1,878.75 |
1,882.25 |
3.50 |
0.2% |
1,887.50 |
Low |
1,865.75 |
1,863.00 |
-2.75 |
-0.1% |
1,832.25 |
Close |
1,877.25 |
1,865.25 |
-12.00 |
-0.6% |
1,878.00 |
Range |
13.00 |
19.25 |
6.25 |
48.1% |
55.25 |
ATR |
19.38 |
19.37 |
-0.01 |
0.0% |
0.00 |
Volume |
1,167,755 |
1,609,666 |
441,911 |
37.8% |
8,421,064 |
|
Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,928.00 |
1,915.75 |
1,875.75 |
|
R3 |
1,908.75 |
1,896.50 |
1,870.50 |
|
R2 |
1,889.50 |
1,889.50 |
1,868.75 |
|
R1 |
1,877.25 |
1,877.25 |
1,867.00 |
1,873.75 |
PP |
1,870.25 |
1,870.25 |
1,870.25 |
1,868.50 |
S1 |
1,858.00 |
1,858.00 |
1,863.50 |
1,854.50 |
S2 |
1,851.00 |
1,851.00 |
1,861.75 |
|
S3 |
1,831.75 |
1,838.75 |
1,860.00 |
|
S4 |
1,812.50 |
1,819.50 |
1,854.75 |
|
|
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 |
1,863.00 |
24.50 |
1.3% |
13.75 |
0.7% |
9% |
False |
True |
1,414,279 |
10 |
1,887.50 |
1,832.25 |
55.25 |
3.0% |
17.50 |
0.9% |
60% |
False |
False |
1,638,514 |
20 |
1,887.50 |
1,794.25 |
93.25 |
5.0% |
18.25 |
1.0% |
76% |
False |
False |
1,581,564 |
40 |
1,887.50 |
1,732.00 |
155.50 |
8.3% |
21.50 |
1.2% |
86% |
False |
False |
1,727,576 |
60 |
1,887.50 |
1,732.00 |
155.50 |
8.3% |
19.25 |
1.0% |
86% |
False |
False |
1,548,081 |
80 |
1,887.50 |
1,732.00 |
155.50 |
8.3% |
18.00 |
1.0% |
86% |
False |
False |
1,171,359 |
100 |
1,887.50 |
1,685.00 |
202.50 |
10.9% |
17.50 |
0.9% |
89% |
False |
False |
938,133 |
120 |
1,887.50 |
1,633.50 |
254.00 |
13.6% |
17.75 |
1.0% |
91% |
False |
False |
782,528 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,964.00 |
2.618 |
1,932.75 |
1.618 |
1,913.50 |
1.000 |
1,901.50 |
0.618 |
1,894.25 |
HIGH |
1,882.25 |
0.618 |
1,875.00 |
0.500 |
1,872.50 |
0.382 |
1,870.25 |
LOW |
1,863.00 |
0.618 |
1,851.00 |
1.000 |
1,843.75 |
1.618 |
1,831.75 |
2.618 |
1,812.50 |
4.250 |
1,781.25 |
|
|
Fisher Pivots for day following 11-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,872.50 |
1,875.25 |
PP |
1,870.25 |
1,872.00 |
S1 |
1,867.75 |
1,868.50 |
|