Trading Metrics calculated at close of trading on 12-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,876.25 |
1,864.75 |
-11.50 |
-0.6% |
1,846.00 |
High |
1,882.25 |
1,869.00 |
-13.25 |
-0.7% |
1,887.50 |
Low |
1,863.00 |
1,853.75 |
-9.25 |
-0.5% |
1,832.25 |
Close |
1,865.25 |
1,867.75 |
2.50 |
0.1% |
1,878.00 |
Range |
19.25 |
15.25 |
-4.00 |
-20.8% |
55.25 |
ATR |
19.37 |
19.08 |
-0.29 |
-1.5% |
0.00 |
Volume |
1,609,666 |
1,666,288 |
56,622 |
3.5% |
8,421,064 |
|
Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,909.25 |
1,903.75 |
1,876.25 |
|
R3 |
1,894.00 |
1,888.50 |
1,872.00 |
|
R2 |
1,878.75 |
1,878.75 |
1,870.50 |
|
R1 |
1,873.25 |
1,873.25 |
1,869.25 |
1,876.00 |
PP |
1,863.50 |
1,863.50 |
1,863.50 |
1,865.00 |
S1 |
1,858.00 |
1,858.00 |
1,866.25 |
1,860.75 |
S2 |
1,848.25 |
1,848.25 |
1,865.00 |
|
S3 |
1,833.00 |
1,842.75 |
1,863.50 |
|
S4 |
1,817.75 |
1,827.50 |
1,859.25 |
|
|
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 |
1,853.75 |
33.75 |
1.8% |
15.25 |
0.8% |
41% |
False |
True |
1,496,576 |
10 |
1,887.50 |
1,832.25 |
55.25 |
3.0% |
17.50 |
0.9% |
64% |
False |
False |
1,658,710 |
20 |
1,887.50 |
1,802.25 |
85.25 |
4.6% |
17.75 |
1.0% |
77% |
False |
False |
1,576,659 |
40 |
1,887.50 |
1,732.00 |
155.50 |
8.3% |
21.25 |
1.1% |
87% |
False |
False |
1,726,473 |
60 |
1,887.50 |
1,732.00 |
155.50 |
8.3% |
19.25 |
1.0% |
87% |
False |
False |
1,561,958 |
80 |
1,887.50 |
1,732.00 |
155.50 |
8.3% |
17.75 |
1.0% |
87% |
False |
False |
1,192,133 |
100 |
1,887.50 |
1,700.25 |
187.25 |
10.0% |
17.50 |
0.9% |
89% |
False |
False |
954,739 |
120 |
1,887.50 |
1,633.50 |
254.00 |
13.6% |
17.50 |
0.9% |
92% |
False |
False |
796,412 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,933.75 |
2.618 |
1,909.00 |
1.618 |
1,893.75 |
1.000 |
1,884.25 |
0.618 |
1,878.50 |
HIGH |
1,869.00 |
0.618 |
1,863.25 |
0.500 |
1,861.50 |
0.382 |
1,859.50 |
LOW |
1,853.75 |
0.618 |
1,844.25 |
1.000 |
1,838.50 |
1.618 |
1,829.00 |
2.618 |
1,813.75 |
4.250 |
1,789.00 |
|
|
Fisher Pivots for day following 12-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,865.50 |
1,868.00 |
PP |
1,863.50 |
1,868.00 |
S1 |
1,861.50 |
1,867.75 |
|