Trading Metrics calculated at close of trading on 18-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,383.1 |
1,367.1 |
-16.0 |
-1.2% |
1,340.8 |
High |
1,392.6 |
1,367.9 |
-24.7 |
-1.8% |
1,388.4 |
Low |
1,361.9 |
1,351.1 |
-10.8 |
-0.8% |
1,327.5 |
Close |
1,372.9 |
1,359.0 |
-13.9 |
-1.0% |
1,379.0 |
Range |
30.7 |
16.8 |
-13.9 |
-45.3% |
60.9 |
ATR |
19.7 |
19.8 |
0.2 |
0.8% |
0.0 |
Volume |
154,349 |
157,502 |
3,153 |
2.0% |
860,805 |
|
Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,409.7 |
1,401.2 |
1,368.2 |
|
R3 |
1,392.9 |
1,384.4 |
1,363.6 |
|
R2 |
1,376.1 |
1,376.1 |
1,362.1 |
|
R1 |
1,367.6 |
1,367.6 |
1,360.5 |
1,363.5 |
PP |
1,359.3 |
1,359.3 |
1,359.3 |
1,357.3 |
S1 |
1,350.8 |
1,350.8 |
1,357.5 |
1,346.7 |
S2 |
1,342.5 |
1,342.5 |
1,355.9 |
|
S3 |
1,325.7 |
1,334.0 |
1,354.4 |
|
S4 |
1,308.9 |
1,317.2 |
1,349.8 |
|
|
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 |
1,345.6 |
47.0 |
3.5% |
20.8 |
1.5% |
29% |
False |
False |
179,220 |
10 |
1,392.6 |
1,326.6 |
66.0 |
4.9% |
19.5 |
1.4% |
49% |
False |
False |
159,069 |
20 |
1,392.6 |
1,307.1 |
85.5 |
6.3% |
18.5 |
1.4% |
61% |
False |
False |
144,790 |
40 |
1,392.6 |
1,230.8 |
161.8 |
11.9% |
19.2 |
1.4% |
79% |
False |
False |
124,070 |
60 |
1,392.6 |
1,182.3 |
210.3 |
15.5% |
18.7 |
1.4% |
84% |
False |
False |
86,482 |
80 |
1,392.6 |
1,182.3 |
210.3 |
15.5% |
19.6 |
1.4% |
84% |
False |
False |
66,031 |
100 |
1,392.6 |
1,182.3 |
210.3 |
15.5% |
18.8 |
1.4% |
84% |
False |
False |
53,217 |
120 |
1,392.6 |
1,182.3 |
210.3 |
15.5% |
19.7 |
1.4% |
84% |
False |
False |
44,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,439.3 |
2.618 |
1,411.9 |
1.618 |
1,395.1 |
1.000 |
1,384.7 |
0.618 |
1,378.3 |
HIGH |
1,367.9 |
0.618 |
1,361.5 |
0.500 |
1,359.5 |
0.382 |
1,357.5 |
LOW |
1,351.1 |
0.618 |
1,340.7 |
1.000 |
1,334.3 |
1.618 |
1,323.9 |
2.618 |
1,307.1 |
4.250 |
1,279.7 |
|
|
Fisher Pivots for day following 18-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,359.5 |
1,371.9 |
PP |
1,359.3 |
1,367.6 |
S1 |
1,359.2 |
1,363.3 |
|