Trading Metrics calculated at close of trading on 14-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,367.8 |
1,370.9 |
3.1 |
0.2% |
1,340.8 |
High |
1,375.7 |
1,388.4 |
12.7 |
0.9% |
1,388.4 |
Low |
1,364.9 |
1,368.2 |
3.3 |
0.2% |
1,327.5 |
Close |
1,372.4 |
1,379.0 |
6.6 |
0.5% |
1,379.0 |
Range |
10.8 |
20.2 |
9.4 |
87.0% |
60.9 |
ATR |
18.7 |
18.8 |
0.1 |
0.6% |
0.0 |
Volume |
175,113 |
185,259 |
10,146 |
5.8% |
860,805 |
|
Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,439.1 |
1,429.3 |
1,390.1 |
|
R3 |
1,418.9 |
1,409.1 |
1,384.6 |
|
R2 |
1,398.7 |
1,398.7 |
1,382.7 |
|
R1 |
1,388.9 |
1,388.9 |
1,380.9 |
1,393.8 |
PP |
1,378.5 |
1,378.5 |
1,378.5 |
1,381.0 |
S1 |
1,368.7 |
1,368.7 |
1,377.1 |
1,373.6 |
S2 |
1,358.3 |
1,358.3 |
1,375.3 |
|
S3 |
1,338.1 |
1,348.5 |
1,373.4 |
|
S4 |
1,317.9 |
1,328.3 |
1,367.9 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,547.7 |
1,524.2 |
1,412.5 |
|
R3 |
1,486.8 |
1,463.3 |
1,395.7 |
|
R2 |
1,425.9 |
1,425.9 |
1,390.2 |
|
R1 |
1,402.4 |
1,402.4 |
1,384.6 |
1,414.2 |
PP |
1,365.0 |
1,365.0 |
1,365.0 |
1,370.8 |
S1 |
1,341.5 |
1,341.5 |
1,373.4 |
1,353.3 |
S2 |
1,304.1 |
1,304.1 |
1,367.8 |
|
S3 |
1,243.2 |
1,280.6 |
1,362.3 |
|
S4 |
1,182.3 |
1,219.7 |
1,345.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,388.4 |
1,327.5 |
60.9 |
4.4% |
17.9 |
1.3% |
85% |
True |
False |
172,161 |
10 |
1,388.4 |
1,326.6 |
61.8 |
4.5% |
19.4 |
1.4% |
85% |
True |
False |
157,418 |
20 |
1,388.4 |
1,299.9 |
88.5 |
6.4% |
18.2 |
1.3% |
89% |
True |
False |
145,955 |
40 |
1,388.4 |
1,230.8 |
157.6 |
11.4% |
18.6 |
1.4% |
94% |
True |
False |
116,999 |
60 |
1,388.4 |
1,182.3 |
206.1 |
14.9% |
18.7 |
1.4% |
95% |
True |
False |
81,426 |
80 |
1,388.4 |
1,182.3 |
206.1 |
14.9% |
19.4 |
1.4% |
95% |
True |
False |
62,169 |
100 |
1,388.4 |
1,182.3 |
206.1 |
14.9% |
18.8 |
1.4% |
95% |
True |
False |
50,111 |
120 |
1,388.4 |
1,182.3 |
206.1 |
14.9% |
19.5 |
1.4% |
95% |
True |
False |
41,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,474.3 |
2.618 |
1,441.3 |
1.618 |
1,421.1 |
1.000 |
1,408.6 |
0.618 |
1,400.9 |
HIGH |
1,388.4 |
0.618 |
1,380.7 |
0.500 |
1,378.3 |
0.382 |
1,375.9 |
LOW |
1,368.2 |
0.618 |
1,355.7 |
1.000 |
1,348.0 |
1.618 |
1,335.5 |
2.618 |
1,315.3 |
4.250 |
1,282.4 |
|
|
Fisher Pivots for day following 14-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,378.8 |
1,375.0 |
PP |
1,378.5 |
1,371.0 |
S1 |
1,378.3 |
1,367.0 |
|