Trading Metrics calculated at close of trading on 07-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,337.0 |
1,350.7 |
13.7 |
1.0% |
1,332.4 |
High |
1,353.9 |
1,353.2 |
-0.7 |
-0.1% |
1,355.0 |
Low |
1,331.3 |
1,326.6 |
-4.7 |
-0.4% |
1,326.6 |
Close |
1,351.8 |
1,338.2 |
-13.6 |
-1.0% |
1,338.2 |
Range |
22.6 |
26.6 |
4.0 |
17.7% |
28.4 |
ATR |
18.7 |
19.3 |
0.6 |
3.0% |
0.0 |
Volume |
142,468 |
178,466 |
35,998 |
25.3% |
713,384 |
|
Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,419.1 |
1,405.3 |
1,352.8 |
|
R3 |
1,392.5 |
1,378.7 |
1,345.5 |
|
R2 |
1,365.9 |
1,365.9 |
1,343.1 |
|
R1 |
1,352.1 |
1,352.1 |
1,340.6 |
1,345.7 |
PP |
1,339.3 |
1,339.3 |
1,339.3 |
1,336.2 |
S1 |
1,325.5 |
1,325.5 |
1,335.8 |
1,319.1 |
S2 |
1,312.7 |
1,312.7 |
1,333.3 |
|
S3 |
1,286.1 |
1,298.9 |
1,330.9 |
|
S4 |
1,259.5 |
1,272.3 |
1,323.6 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,425.1 |
1,410.1 |
1,353.8 |
|
R3 |
1,396.7 |
1,381.7 |
1,346.0 |
|
R2 |
1,368.3 |
1,368.3 |
1,343.4 |
|
R1 |
1,353.3 |
1,353.3 |
1,340.8 |
1,360.8 |
PP |
1,339.9 |
1,339.9 |
1,339.9 |
1,343.7 |
S1 |
1,324.9 |
1,324.9 |
1,335.6 |
1,332.4 |
S2 |
1,311.5 |
1,311.5 |
1,333.0 |
|
S3 |
1,283.1 |
1,296.5 |
1,330.4 |
|
S4 |
1,254.7 |
1,268.1 |
1,322.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,355.0 |
1,326.6 |
28.4 |
2.1% |
20.9 |
1.6% |
41% |
False |
True |
142,676 |
10 |
1,355.0 |
1,318.7 |
36.3 |
2.7% |
18.8 |
1.4% |
54% |
False |
False |
137,177 |
20 |
1,355.0 |
1,255.5 |
99.5 |
7.4% |
17.7 |
1.3% |
83% |
False |
False |
134,066 |
40 |
1,355.0 |
1,223.8 |
131.2 |
9.8% |
18.0 |
1.3% |
87% |
False |
False |
98,262 |
60 |
1,355.0 |
1,182.3 |
172.7 |
12.9% |
19.1 |
1.4% |
90% |
False |
False |
67,313 |
80 |
1,355.0 |
1,182.3 |
172.7 |
12.9% |
19.1 |
1.4% |
90% |
False |
False |
51,611 |
100 |
1,361.1 |
1,182.3 |
178.8 |
13.4% |
19.1 |
1.4% |
87% |
False |
False |
41,572 |
120 |
1,375.3 |
1,182.3 |
193.0 |
14.4% |
20.2 |
1.5% |
81% |
False |
False |
34,802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,466.3 |
2.618 |
1,422.8 |
1.618 |
1,396.2 |
1.000 |
1,379.8 |
0.618 |
1,369.6 |
HIGH |
1,353.2 |
0.618 |
1,343.0 |
0.500 |
1,339.9 |
0.382 |
1,336.8 |
LOW |
1,326.6 |
0.618 |
1,310.2 |
1.000 |
1,300.0 |
1.618 |
1,283.6 |
2.618 |
1,257.0 |
4.250 |
1,213.6 |
|
|
Fisher Pivots for day following 07-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,339.9 |
1,340.3 |
PP |
1,339.3 |
1,339.6 |
S1 |
1,338.8 |
1,338.9 |
|