Trading Metrics calculated at close of trading on 19-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,858.75 |
1,871.00 |
12.25 |
0.7% |
1,875.50 |
High |
1,874.00 |
1,874.50 |
0.50 |
0.0% |
1,882.25 |
Low |
1,852.50 |
1,849.50 |
-3.00 |
-0.2% |
1,839.00 |
Close |
1,870.75 |
1,859.75 |
-11.00 |
-0.6% |
1,840.00 |
Range |
21.50 |
25.00 |
3.50 |
16.3% |
43.25 |
ATR |
20.64 |
20.95 |
0.31 |
1.5% |
0.00 |
Volume |
871,094 |
640,709 |
-230,385 |
-26.4% |
8,099,818 |
|
Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,936.25 |
1,923.00 |
1,873.50 |
|
R3 |
1,911.25 |
1,898.00 |
1,866.50 |
|
R2 |
1,886.25 |
1,886.25 |
1,864.25 |
|
R1 |
1,873.00 |
1,873.00 |
1,862.00 |
1,867.00 |
PP |
1,861.25 |
1,861.25 |
1,861.25 |
1,858.25 |
S1 |
1,848.00 |
1,848.00 |
1,857.50 |
1,842.00 |
S2 |
1,836.25 |
1,836.25 |
1,855.25 |
|
S3 |
1,811.25 |
1,823.00 |
1,853.00 |
|
S4 |
1,786.25 |
1,798.00 |
1,846.00 |
|
|
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 |
1,875.00 |
1,830.50 |
44.50 |
2.4% |
25.25 |
1.4% |
66% |
False |
False |
1,193,065 |
10 |
1,887.50 |
1,830.50 |
57.00 |
3.1% |
20.25 |
1.1% |
51% |
False |
False |
1,344,821 |
20 |
1,887.50 |
1,817.25 |
70.25 |
3.8% |
19.75 |
1.1% |
60% |
False |
False |
1,506,026 |
40 |
1,887.50 |
1,732.00 |
155.50 |
8.4% |
22.50 |
1.2% |
82% |
False |
False |
1,717,601 |
60 |
1,887.50 |
1,732.00 |
155.50 |
8.4% |
19.50 |
1.0% |
82% |
False |
False |
1,504,766 |
80 |
1,887.50 |
1,732.00 |
155.50 |
8.4% |
18.50 |
1.0% |
82% |
False |
False |
1,266,389 |
100 |
1,887.50 |
1,729.50 |
158.00 |
8.5% |
18.00 |
1.0% |
82% |
False |
False |
1,014,155 |
120 |
1,887.50 |
1,633.50 |
254.00 |
13.7% |
18.00 |
1.0% |
89% |
False |
False |
846,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,980.75 |
2.618 |
1,940.00 |
1.618 |
1,915.00 |
1.000 |
1,899.50 |
0.618 |
1,890.00 |
HIGH |
1,874.50 |
0.618 |
1,865.00 |
0.500 |
1,862.00 |
0.382 |
1,859.00 |
LOW |
1,849.50 |
0.618 |
1,834.00 |
1.000 |
1,824.50 |
1.618 |
1,809.00 |
2.618 |
1,784.00 |
4.250 |
1,743.25 |
|
|
Fisher Pivots for day following 19-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,862.00 |
1,857.25 |
PP |
1,861.25 |
1,855.00 |
S1 |
1,860.50 |
1,852.50 |
|