Trading Metrics calculated at close of trading on 19-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,367.1 |
1,356.1 |
-11.0 |
-0.8% |
1,340.8 |
High |
1,367.9 |
1,360.2 |
-7.7 |
-0.6% |
1,388.4 |
Low |
1,351.1 |
1,328.1 |
-23.0 |
-1.7% |
1,327.5 |
Close |
1,359.0 |
1,341.3 |
-17.7 |
-1.3% |
1,379.0 |
Range |
16.8 |
32.1 |
15.3 |
91.1% |
60.9 |
ATR |
19.8 |
20.7 |
0.9 |
4.4% |
0.0 |
Volume |
157,502 |
194,615 |
37,113 |
23.6% |
860,805 |
|
Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,439.5 |
1,422.5 |
1,359.0 |
|
R3 |
1,407.4 |
1,390.4 |
1,350.1 |
|
R2 |
1,375.3 |
1,375.3 |
1,347.2 |
|
R1 |
1,358.3 |
1,358.3 |
1,344.2 |
1,350.8 |
PP |
1,343.2 |
1,343.2 |
1,343.2 |
1,339.4 |
S1 |
1,326.2 |
1,326.2 |
1,338.4 |
1,318.7 |
S2 |
1,311.1 |
1,311.1 |
1,335.4 |
|
S3 |
1,279.0 |
1,294.1 |
1,332.5 |
|
S4 |
1,246.9 |
1,262.0 |
1,323.6 |
|
|
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 |
1,328.1 |
64.5 |
4.8% |
22.1 |
1.6% |
20% |
False |
True |
173,367 |
10 |
1,392.6 |
1,326.6 |
66.0 |
4.9% |
21.8 |
1.6% |
22% |
False |
False |
168,820 |
20 |
1,392.6 |
1,307.1 |
85.5 |
6.4% |
19.4 |
1.4% |
40% |
False |
False |
148,908 |
40 |
1,392.6 |
1,230.8 |
161.8 |
12.1% |
19.3 |
1.4% |
68% |
False |
False |
128,314 |
60 |
1,392.6 |
1,182.3 |
210.3 |
15.7% |
18.6 |
1.4% |
76% |
False |
False |
89,665 |
80 |
1,392.6 |
1,182.3 |
210.3 |
15.7% |
19.6 |
1.5% |
76% |
False |
False |
68,386 |
100 |
1,392.6 |
1,182.3 |
210.3 |
15.7% |
19.1 |
1.4% |
76% |
False |
False |
55,122 |
120 |
1,392.6 |
1,182.3 |
210.3 |
15.7% |
19.8 |
1.5% |
76% |
False |
False |
46,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,496.6 |
2.618 |
1,444.2 |
1.618 |
1,412.1 |
1.000 |
1,392.3 |
0.618 |
1,380.0 |
HIGH |
1,360.2 |
0.618 |
1,347.9 |
0.500 |
1,344.2 |
0.382 |
1,340.4 |
LOW |
1,328.1 |
0.618 |
1,308.3 |
1.000 |
1,296.0 |
1.618 |
1,276.2 |
2.618 |
1,244.1 |
4.250 |
1,191.7 |
|
|
Fisher Pivots for day following 19-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,344.2 |
1,360.4 |
PP |
1,343.2 |
1,354.0 |
S1 |
1,342.3 |
1,347.7 |
|