Trading Metrics calculated at close of trading on 20-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,871.00 |
1,858.50 |
-12.50 |
-0.7% |
1,875.50 |
High |
1,874.50 |
1,874.25 |
-0.25 |
0.0% |
1,882.25 |
Low |
1,849.50 |
1,852.50 |
3.00 |
0.2% |
1,839.00 |
Close |
1,859.75 |
1,873.75 |
14.00 |
0.8% |
1,840.00 |
Range |
25.00 |
21.75 |
-3.25 |
-13.0% |
43.25 |
ATR |
20.95 |
21.01 |
0.06 |
0.3% |
0.00 |
Volume |
640,709 |
344,340 |
-296,369 |
-46.3% |
8,099,818 |
|
Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,932.00 |
1,924.75 |
1,885.75 |
|
R3 |
1,910.25 |
1,903.00 |
1,879.75 |
|
R2 |
1,888.50 |
1,888.50 |
1,877.75 |
|
R1 |
1,881.25 |
1,881.25 |
1,875.75 |
1,885.00 |
PP |
1,866.75 |
1,866.75 |
1,866.75 |
1,868.75 |
S1 |
1,859.50 |
1,859.50 |
1,871.75 |
1,863.00 |
S2 |
1,845.00 |
1,845.00 |
1,869.75 |
|
S3 |
1,823.25 |
1,837.75 |
1,867.75 |
|
S4 |
1,801.50 |
1,816.00 |
1,861.75 |
|
|
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 |
1,874.50 |
1,830.50 |
44.00 |
2.3% |
23.00 |
1.2% |
98% |
False |
False |
792,552 |
10 |
1,887.50 |
1,830.50 |
57.00 |
3.0% |
21.50 |
1.1% |
76% |
False |
False |
1,250,954 |
20 |
1,887.50 |
1,829.25 |
58.25 |
3.1% |
19.50 |
1.0% |
76% |
False |
False |
1,442,813 |
40 |
1,887.50 |
1,732.00 |
155.50 |
8.3% |
22.75 |
1.2% |
91% |
False |
False |
1,702,669 |
60 |
1,887.50 |
1,732.00 |
155.50 |
8.3% |
19.50 |
1.0% |
91% |
False |
False |
1,487,903 |
80 |
1,887.50 |
1,732.00 |
155.50 |
8.3% |
18.50 |
1.0% |
91% |
False |
False |
1,270,650 |
100 |
1,887.50 |
1,729.50 |
158.00 |
8.4% |
18.00 |
1.0% |
91% |
False |
False |
1,017,562 |
120 |
1,887.50 |
1,633.50 |
254.00 |
13.6% |
18.25 |
1.0% |
95% |
False |
False |
848,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,966.75 |
2.618 |
1,931.25 |
1.618 |
1,909.50 |
1.000 |
1,896.00 |
0.618 |
1,887.75 |
HIGH |
1,874.25 |
0.618 |
1,866.00 |
0.500 |
1,863.50 |
0.382 |
1,860.75 |
LOW |
1,852.50 |
0.618 |
1,839.00 |
1.000 |
1,830.75 |
1.618 |
1,817.25 |
2.618 |
1,795.50 |
4.250 |
1,760.00 |
|
|
Fisher Pivots for day following 20-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,870.25 |
1,869.75 |
PP |
1,866.75 |
1,866.00 |
S1 |
1,863.50 |
1,862.00 |
|