Trading Metrics calculated at close of trading on 10-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,350.7 |
1,340.8 |
-9.9 |
-0.7% |
1,332.4 |
High |
1,353.2 |
1,344.9 |
-8.3 |
-0.6% |
1,355.0 |
Low |
1,326.6 |
1,327.5 |
0.9 |
0.1% |
1,326.6 |
Close |
1,338.2 |
1,341.5 |
3.3 |
0.2% |
1,338.2 |
Range |
26.6 |
17.4 |
-9.2 |
-34.6% |
28.4 |
ATR |
19.3 |
19.1 |
-0.1 |
-0.7% |
0.0 |
Volume |
178,466 |
126,040 |
-52,426 |
-29.4% |
713,384 |
|
Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,390.2 |
1,383.2 |
1,351.1 |
|
R3 |
1,372.8 |
1,365.8 |
1,346.3 |
|
R2 |
1,355.4 |
1,355.4 |
1,344.7 |
|
R1 |
1,348.4 |
1,348.4 |
1,343.1 |
1,351.9 |
PP |
1,338.0 |
1,338.0 |
1,338.0 |
1,339.7 |
S1 |
1,331.0 |
1,331.0 |
1,339.9 |
1,334.5 |
S2 |
1,320.6 |
1,320.6 |
1,338.3 |
|
S3 |
1,303.2 |
1,313.6 |
1,336.7 |
|
S4 |
1,285.8 |
1,296.2 |
1,331.9 |
|
|
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 |
1,353.9 |
1,326.6 |
27.3 |
2.0% |
19.5 |
1.5% |
55% |
False |
False |
135,936 |
10 |
1,355.0 |
1,319.3 |
35.7 |
2.7% |
18.5 |
1.4% |
62% |
False |
False |
136,804 |
20 |
1,355.0 |
1,264.7 |
90.3 |
6.7% |
17.8 |
1.3% |
85% |
False |
False |
133,566 |
40 |
1,355.0 |
1,227.3 |
127.7 |
9.5% |
18.3 |
1.4% |
89% |
False |
False |
100,530 |
60 |
1,355.0 |
1,182.3 |
172.7 |
12.9% |
18.9 |
1.4% |
92% |
False |
False |
69,386 |
80 |
1,355.0 |
1,182.3 |
172.7 |
12.9% |
19.2 |
1.4% |
92% |
False |
False |
53,119 |
100 |
1,361.1 |
1,182.3 |
178.8 |
13.3% |
19.1 |
1.4% |
89% |
False |
False |
42,814 |
120 |
1,375.3 |
1,182.3 |
193.0 |
14.4% |
20.1 |
1.5% |
82% |
False |
False |
35,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,418.9 |
2.618 |
1,390.5 |
1.618 |
1,373.1 |
1.000 |
1,362.3 |
0.618 |
1,355.7 |
HIGH |
1,344.9 |
0.618 |
1,338.3 |
0.500 |
1,336.2 |
0.382 |
1,334.1 |
LOW |
1,327.5 |
0.618 |
1,316.7 |
1.000 |
1,310.1 |
1.618 |
1,299.3 |
2.618 |
1,281.9 |
4.250 |
1,253.6 |
|
|
Fisher Pivots for day following 10-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,339.7 |
1,341.1 |
PP |
1,338.0 |
1,340.7 |
S1 |
1,336.2 |
1,340.3 |
|