Trading Metrics calculated at close of trading on 17-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,847.25 |
1,839.50 |
-7.75 |
-0.4% |
1,875.50 |
High |
1,853.00 |
1,862.75 |
9.75 |
0.5% |
1,882.25 |
Low |
1,839.00 |
1,830.50 |
-8.50 |
-0.5% |
1,839.00 |
Close |
1,840.00 |
1,857.75 |
17.75 |
1.0% |
1,840.00 |
Range |
14.00 |
32.25 |
18.25 |
130.4% |
43.25 |
ATR |
19.67 |
20.57 |
0.90 |
4.6% |
0.00 |
Volume |
1,309,202 |
797,416 |
-511,786 |
-39.1% |
8,099,818 |
|
Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,947.00 |
1,934.75 |
1,875.50 |
|
R3 |
1,914.75 |
1,902.50 |
1,866.50 |
|
R2 |
1,882.50 |
1,882.50 |
1,863.75 |
|
R1 |
1,870.25 |
1,870.25 |
1,860.75 |
1,876.50 |
PP |
1,850.25 |
1,850.25 |
1,850.25 |
1,853.50 |
S1 |
1,838.00 |
1,838.00 |
1,854.75 |
1,844.00 |
S2 |
1,818.00 |
1,818.00 |
1,851.75 |
|
S3 |
1,785.75 |
1,805.75 |
1,849.00 |
|
S4 |
1,753.50 |
1,773.50 |
1,840.00 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,983.50 |
1,955.00 |
1,863.75 |
|
R3 |
1,940.25 |
1,911.75 |
1,852.00 |
|
R2 |
1,897.00 |
1,897.00 |
1,848.00 |
|
R1 |
1,868.50 |
1,868.50 |
1,844.00 |
1,861.00 |
PP |
1,853.75 |
1,853.75 |
1,853.75 |
1,850.00 |
S1 |
1,825.25 |
1,825.25 |
1,836.00 |
1,818.00 |
S2 |
1,810.50 |
1,810.50 |
1,832.00 |
|
S3 |
1,767.25 |
1,782.00 |
1,828.00 |
|
S4 |
1,724.00 |
1,738.75 |
1,816.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,882.25 |
1,830.50 |
51.75 |
2.8% |
22.75 |
1.2% |
53% |
False |
True |
1,545,895 |
10 |
1,887.50 |
1,830.50 |
57.00 |
3.1% |
19.50 |
1.0% |
48% |
False |
True |
1,494,160 |
20 |
1,887.50 |
1,817.25 |
70.25 |
3.8% |
18.75 |
1.0% |
58% |
False |
False |
1,579,515 |
40 |
1,887.50 |
1,732.00 |
155.50 |
8.4% |
22.00 |
1.2% |
81% |
False |
False |
1,742,617 |
60 |
1,887.50 |
1,732.00 |
155.50 |
8.4% |
19.75 |
1.1% |
81% |
False |
False |
1,549,884 |
80 |
1,887.50 |
1,732.00 |
155.50 |
8.4% |
18.50 |
1.0% |
81% |
False |
False |
1,247,608 |
100 |
1,887.50 |
1,728.75 |
158.75 |
8.5% |
17.75 |
1.0% |
81% |
False |
False |
999,146 |
120 |
1,887.50 |
1,633.50 |
254.00 |
13.7% |
17.75 |
1.0% |
88% |
False |
False |
833,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,999.75 |
2.618 |
1,947.25 |
1.618 |
1,915.00 |
1.000 |
1,895.00 |
0.618 |
1,882.75 |
HIGH |
1,862.75 |
0.618 |
1,850.50 |
0.500 |
1,846.50 |
0.382 |
1,842.75 |
LOW |
1,830.50 |
0.618 |
1,810.50 |
1.000 |
1,798.25 |
1.618 |
1,778.25 |
2.618 |
1,746.00 |
4.250 |
1,693.50 |
|
|
Fisher Pivots for day following 17-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,854.00 |
1,856.00 |
PP |
1,850.25 |
1,854.50 |
S1 |
1,846.50 |
1,852.75 |
|