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 |
3,655.75 |
3,629.25 |
-26.50 |
-0.7% |
3,701.50 |
High |
3,661.00 |
3,679.50 |
18.50 |
0.5% |
3,726.00 |
Low |
3,625.75 |
3,608.50 |
-17.25 |
-0.5% |
3,625.75 |
Close |
3,627.75 |
3,658.25 |
30.50 |
0.8% |
3,627.75 |
Range |
35.25 |
71.00 |
35.75 |
101.4% |
100.25 |
ATR |
45.65 |
47.47 |
1.81 |
4.0% |
0.00 |
Volume |
168,047 |
82,750 |
-85,297 |
-50.8% |
1,389,954 |
|
Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,861.75 |
3,831.00 |
3,697.25 |
|
R3 |
3,790.75 |
3,760.00 |
3,677.75 |
|
R2 |
3,719.75 |
3,719.75 |
3,671.25 |
|
R1 |
3,689.00 |
3,689.00 |
3,664.75 |
3,704.50 |
PP |
3,648.75 |
3,648.75 |
3,648.75 |
3,656.50 |
S1 |
3,618.00 |
3,618.00 |
3,651.75 |
3,633.50 |
S2 |
3,577.75 |
3,577.75 |
3,645.25 |
|
S3 |
3,506.75 |
3,547.00 |
3,638.75 |
|
S4 |
3,435.75 |
3,476.00 |
3,619.25 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,960.50 |
3,894.50 |
3,683.00 |
|
R3 |
3,860.25 |
3,794.25 |
3,655.25 |
|
R2 |
3,760.00 |
3,760.00 |
3,646.25 |
|
R1 |
3,694.00 |
3,694.00 |
3,637.00 |
3,677.00 |
PP |
3,659.75 |
3,659.75 |
3,659.75 |
3,651.25 |
S1 |
3,593.75 |
3,593.75 |
3,618.50 |
3,576.50 |
S2 |
3,559.50 |
3,559.50 |
3,609.25 |
|
S3 |
3,459.25 |
3,493.50 |
3,600.25 |
|
S4 |
3,359.00 |
3,393.25 |
3,572.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,726.00 |
3,608.50 |
117.50 |
3.2% |
57.25 |
1.6% |
42% |
False |
True |
256,108 |
10 |
3,740.50 |
3,608.50 |
132.00 |
3.6% |
47.00 |
1.3% |
38% |
False |
True |
246,254 |
20 |
3,740.50 |
3,608.50 |
132.00 |
3.6% |
43.00 |
1.2% |
38% |
False |
True |
254,869 |
40 |
3,740.50 |
3,412.00 |
328.50 |
9.0% |
48.50 |
1.3% |
75% |
False |
False |
278,977 |
60 |
3,740.50 |
3,412.00 |
328.50 |
9.0% |
45.00 |
1.2% |
75% |
False |
False |
250,194 |
80 |
3,740.50 |
3,354.00 |
386.50 |
10.6% |
41.00 |
1.1% |
79% |
False |
False |
200,213 |
100 |
3,740.50 |
3,308.25 |
432.25 |
11.8% |
38.75 |
1.1% |
81% |
False |
False |
160,194 |
120 |
3,740.50 |
3,110.00 |
630.50 |
17.2% |
38.00 |
1.0% |
87% |
False |
False |
133,536 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,981.25 |
2.618 |
3,865.50 |
1.618 |
3,794.50 |
1.000 |
3,750.50 |
0.618 |
3,723.50 |
HIGH |
3,679.50 |
0.618 |
3,652.50 |
0.500 |
3,644.00 |
0.382 |
3,635.50 |
LOW |
3,608.50 |
0.618 |
3,564.50 |
1.000 |
3,537.50 |
1.618 |
3,493.50 |
2.618 |
3,422.50 |
4.250 |
3,306.75 |
|
|
Fisher Pivots for day following 17-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
3,653.50 |
3,665.50 |
PP |
3,648.75 |
3,663.00 |
S1 |
3,644.00 |
3,660.50 |
|