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 |
1,864.75 |
1,868.75 |
4.00 |
0.2% |
1,846.00 |
High |
1,869.00 |
1,875.00 |
6.00 |
0.3% |
1,887.50 |
Low |
1,853.75 |
1,841.50 |
-12.25 |
-0.7% |
1,832.25 |
Close |
1,867.75 |
1,846.75 |
-21.00 |
-1.1% |
1,878.00 |
Range |
15.25 |
33.50 |
18.25 |
119.7% |
55.25 |
ATR |
19.08 |
20.11 |
1.03 |
5.4% |
0.00 |
Volume |
1,666,288 |
2,346,907 |
680,619 |
40.8% |
8,421,064 |
|
Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,955.00 |
1,934.25 |
1,865.25 |
|
R3 |
1,921.50 |
1,900.75 |
1,856.00 |
|
R2 |
1,888.00 |
1,888.00 |
1,853.00 |
|
R1 |
1,867.25 |
1,867.25 |
1,849.75 |
1,861.00 |
PP |
1,854.50 |
1,854.50 |
1,854.50 |
1,851.25 |
S1 |
1,833.75 |
1,833.75 |
1,843.75 |
1,827.50 |
S2 |
1,821.00 |
1,821.00 |
1,840.50 |
|
S3 |
1,787.50 |
1,800.25 |
1,837.50 |
|
S4 |
1,754.00 |
1,766.75 |
1,828.25 |
|
|
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 |
1,841.50 |
46.00 |
2.5% |
19.75 |
1.1% |
11% |
False |
True |
1,709,357 |
10 |
1,887.50 |
1,832.25 |
55.25 |
3.0% |
18.75 |
1.0% |
26% |
False |
False |
1,731,818 |
20 |
1,887.50 |
1,802.25 |
85.25 |
4.6% |
19.00 |
1.0% |
52% |
False |
False |
1,624,708 |
40 |
1,887.50 |
1,732.00 |
155.50 |
8.4% |
21.50 |
1.2% |
74% |
False |
False |
1,745,266 |
60 |
1,887.50 |
1,732.00 |
155.50 |
8.4% |
19.75 |
1.1% |
74% |
False |
False |
1,575,098 |
80 |
1,887.50 |
1,732.00 |
155.50 |
8.4% |
18.00 |
1.0% |
74% |
False |
False |
1,221,408 |
100 |
1,887.50 |
1,720.50 |
167.00 |
9.0% |
17.50 |
0.9% |
76% |
False |
False |
978,157 |
120 |
1,887.50 |
1,633.50 |
254.00 |
13.8% |
17.75 |
1.0% |
84% |
False |
False |
815,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,017.50 |
2.618 |
1,962.75 |
1.618 |
1,929.25 |
1.000 |
1,908.50 |
0.618 |
1,895.75 |
HIGH |
1,875.00 |
0.618 |
1,862.25 |
0.500 |
1,858.25 |
0.382 |
1,854.25 |
LOW |
1,841.50 |
0.618 |
1,820.75 |
1.000 |
1,808.00 |
1.618 |
1,787.25 |
2.618 |
1,753.75 |
4.250 |
1,699.00 |
|
|
Fisher Pivots for day following 13-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,858.25 |
1,862.00 |
PP |
1,854.50 |
1,856.75 |
S1 |
1,850.50 |
1,851.75 |
|