Trading Metrics calculated at close of trading on 21-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,858.50 |
1,873.00 |
14.50 |
0.8% |
1,839.50 |
High |
1,874.25 |
1,893.30 |
19.05 |
1.0% |
1,893.30 |
Low |
1,852.50 |
1,870.75 |
18.25 |
1.0% |
1,830.50 |
Close |
1,873.75 |
1,893.30 |
19.55 |
1.0% |
1,893.30 |
Range |
21.75 |
22.55 |
0.80 |
3.7% |
62.80 |
ATR |
21.01 |
21.12 |
0.11 |
0.5% |
0.00 |
Volume |
344,340 |
47,872 |
-296,468 |
-86.1% |
2,701,431 |
|
Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,953.50 |
1,946.00 |
1,905.75 |
|
R3 |
1,931.00 |
1,923.25 |
1,899.50 |
|
R2 |
1,908.25 |
1,908.25 |
1,897.50 |
|
R1 |
1,900.75 |
1,900.75 |
1,895.25 |
1,904.50 |
PP |
1,885.75 |
1,885.75 |
1,885.75 |
1,887.75 |
S1 |
1,878.25 |
1,878.25 |
1,891.25 |
1,882.00 |
S2 |
1,863.25 |
1,863.25 |
1,889.25 |
|
S3 |
1,840.75 |
1,855.75 |
1,887.00 |
|
S4 |
1,818.25 |
1,833.25 |
1,881.00 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,060.75 |
2,039.75 |
1,927.75 |
|
R3 |
1,998.00 |
1,977.00 |
1,910.50 |
|
R2 |
1,935.25 |
1,935.25 |
1,904.75 |
|
R1 |
1,914.25 |
1,914.25 |
1,899.00 |
1,924.75 |
PP |
1,872.25 |
1,872.25 |
1,872.25 |
1,877.50 |
S1 |
1,851.50 |
1,851.50 |
1,887.50 |
1,862.00 |
S2 |
1,809.50 |
1,809.50 |
1,881.75 |
|
S3 |
1,746.75 |
1,788.75 |
1,876.00 |
|
S4 |
1,684.00 |
1,725.75 |
1,858.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,893.30 |
1,830.50 |
62.80 |
3.3% |
24.50 |
1.3% |
100% |
True |
False |
540,286 |
10 |
1,893.30 |
1,830.50 |
62.80 |
3.3% |
21.75 |
1.2% |
100% |
True |
False |
1,080,124 |
20 |
1,893.30 |
1,829.25 |
64.05 |
3.4% |
20.25 |
1.1% |
100% |
True |
False |
1,379,374 |
40 |
1,893.30 |
1,732.00 |
161.30 |
8.5% |
22.50 |
1.2% |
100% |
True |
False |
1,658,478 |
60 |
1,893.30 |
1,732.00 |
161.30 |
8.5% |
19.75 |
1.0% |
100% |
True |
False |
1,476,415 |
80 |
1,893.30 |
1,732.00 |
161.30 |
8.5% |
18.75 |
1.0% |
100% |
True |
False |
1,271,179 |
100 |
1,893.30 |
1,729.50 |
163.80 |
8.7% |
18.25 |
1.0% |
100% |
True |
False |
1,018,006 |
120 |
1,893.30 |
1,633.50 |
259.80 |
13.7% |
18.25 |
1.0% |
100% |
True |
False |
849,226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,989.25 |
2.618 |
1,952.25 |
1.618 |
1,929.75 |
1.000 |
1,915.75 |
0.618 |
1,907.25 |
HIGH |
1,893.25 |
0.618 |
1,884.75 |
0.500 |
1,882.00 |
0.382 |
1,879.25 |
LOW |
1,870.75 |
0.618 |
1,856.75 |
1.000 |
1,848.25 |
1.618 |
1,834.25 |
2.618 |
1,811.75 |
4.250 |
1,775.00 |
|
|
Fisher Pivots for day following 21-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,889.50 |
1,886.00 |
PP |
1,885.75 |
1,878.75 |
S1 |
1,882.00 |
1,871.50 |
|