Trading Metrics calculated at close of trading on 13-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,348.8 |
1,367.8 |
19.0 |
1.4% |
1,332.4 |
High |
1,371.3 |
1,375.7 |
4.4 |
0.3% |
1,355.0 |
Low |
1,345.6 |
1,364.9 |
19.3 |
1.4% |
1,326.6 |
Close |
1,370.5 |
1,372.4 |
1.9 |
0.1% |
1,338.2 |
Range |
25.7 |
10.8 |
-14.9 |
-58.0% |
28.4 |
ATR |
19.3 |
18.7 |
-0.6 |
-3.2% |
0.0 |
Volume |
223,878 |
175,113 |
-48,765 |
-21.8% |
713,384 |
|
Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,403.4 |
1,398.7 |
1,378.3 |
|
R3 |
1,392.6 |
1,387.9 |
1,375.4 |
|
R2 |
1,381.8 |
1,381.8 |
1,374.4 |
|
R1 |
1,377.1 |
1,377.1 |
1,373.4 |
1,379.5 |
PP |
1,371.0 |
1,371.0 |
1,371.0 |
1,372.2 |
S1 |
1,366.3 |
1,366.3 |
1,371.4 |
1,368.7 |
S2 |
1,360.2 |
1,360.2 |
1,370.4 |
|
S3 |
1,349.4 |
1,355.5 |
1,369.4 |
|
S4 |
1,338.6 |
1,344.7 |
1,366.5 |
|
|
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 |
1,375.7 |
1,326.6 |
49.1 |
3.6% |
19.1 |
1.4% |
93% |
True |
False |
170,802 |
10 |
1,375.7 |
1,319.3 |
56.4 |
4.1% |
18.8 |
1.4% |
94% |
True |
False |
152,171 |
20 |
1,375.7 |
1,286.2 |
89.5 |
6.5% |
18.0 |
1.3% |
96% |
True |
False |
142,995 |
40 |
1,375.7 |
1,230.8 |
144.9 |
10.6% |
18.4 |
1.3% |
98% |
True |
False |
112,570 |
60 |
1,375.7 |
1,182.3 |
193.4 |
14.1% |
18.8 |
1.4% |
98% |
True |
False |
78,378 |
80 |
1,375.7 |
1,182.3 |
193.4 |
14.1% |
19.2 |
1.4% |
98% |
True |
False |
59,873 |
100 |
1,375.7 |
1,182.3 |
193.4 |
14.1% |
18.7 |
1.4% |
98% |
True |
False |
48,262 |
120 |
1,375.7 |
1,182.3 |
193.4 |
14.1% |
19.7 |
1.4% |
98% |
True |
False |
40,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,421.6 |
2.618 |
1,404.0 |
1.618 |
1,393.2 |
1.000 |
1,386.5 |
0.618 |
1,382.4 |
HIGH |
1,375.7 |
0.618 |
1,371.6 |
0.500 |
1,370.3 |
0.382 |
1,369.0 |
LOW |
1,364.9 |
0.618 |
1,358.2 |
1.000 |
1,354.1 |
1.618 |
1,347.4 |
2.618 |
1,336.6 |
4.250 |
1,319.0 |
|
|
Fisher Pivots for day following 13-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,371.7 |
1,367.2 |
PP |
1,371.0 |
1,362.0 |
S1 |
1,370.3 |
1,356.8 |
|