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 |
1,370.9 |
1,383.1 |
12.2 |
0.9% |
1,340.8 |
High |
1,388.4 |
1,392.6 |
4.2 |
0.3% |
1,388.4 |
Low |
1,368.2 |
1,361.9 |
-6.3 |
-0.5% |
1,327.5 |
Close |
1,379.0 |
1,372.9 |
-6.1 |
-0.4% |
1,379.0 |
Range |
20.2 |
30.7 |
10.5 |
52.0% |
60.9 |
ATR |
18.8 |
19.7 |
0.8 |
4.5% |
0.0 |
Volume |
185,259 |
154,349 |
-30,910 |
-16.7% |
860,805 |
|
Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,467.9 |
1,451.1 |
1,389.8 |
|
R3 |
1,437.2 |
1,420.4 |
1,381.3 |
|
R2 |
1,406.5 |
1,406.5 |
1,378.5 |
|
R1 |
1,389.7 |
1,389.7 |
1,375.7 |
1,382.8 |
PP |
1,375.8 |
1,375.8 |
1,375.8 |
1,372.3 |
S1 |
1,359.0 |
1,359.0 |
1,370.1 |
1,352.1 |
S2 |
1,345.1 |
1,345.1 |
1,367.3 |
|
S3 |
1,314.4 |
1,328.3 |
1,364.5 |
|
S4 |
1,283.7 |
1,297.6 |
1,356.0 |
|
|
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 |
1,392.6 |
1,337.8 |
54.8 |
4.0% |
20.5 |
1.5% |
64% |
True |
False |
177,822 |
10 |
1,392.6 |
1,326.6 |
66.0 |
4.8% |
20.0 |
1.5% |
70% |
True |
False |
156,879 |
20 |
1,392.6 |
1,307.1 |
85.5 |
6.2% |
18.6 |
1.4% |
77% |
True |
False |
146,140 |
40 |
1,392.6 |
1,230.8 |
161.8 |
11.8% |
19.2 |
1.4% |
88% |
True |
False |
120,351 |
60 |
1,392.6 |
1,182.3 |
210.3 |
15.3% |
18.9 |
1.4% |
91% |
True |
False |
83,946 |
80 |
1,392.6 |
1,182.3 |
210.3 |
15.3% |
19.5 |
1.4% |
91% |
True |
False |
64,082 |
100 |
1,392.6 |
1,182.3 |
210.3 |
15.3% |
19.0 |
1.4% |
91% |
True |
False |
51,645 |
120 |
1,392.6 |
1,182.3 |
210.3 |
15.3% |
19.7 |
1.4% |
91% |
True |
False |
43,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,523.1 |
2.618 |
1,473.0 |
1.618 |
1,442.3 |
1.000 |
1,423.3 |
0.618 |
1,411.6 |
HIGH |
1,392.6 |
0.618 |
1,380.9 |
0.500 |
1,377.3 |
0.382 |
1,373.6 |
LOW |
1,361.9 |
0.618 |
1,342.9 |
1.000 |
1,331.2 |
1.618 |
1,312.2 |
2.618 |
1,281.5 |
4.250 |
1,231.4 |
|
|
Fisher Pivots for day following 17-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,377.3 |
1,377.3 |
PP |
1,375.8 |
1,375.8 |
S1 |
1,374.4 |
1,374.4 |
|