Trading Metrics calculated at close of trading on 20-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,356.1 |
1,331.7 |
-24.4 |
-1.8% |
1,340.8 |
High |
1,360.2 |
1,335.3 |
-24.9 |
-1.8% |
1,388.4 |
Low |
1,328.1 |
1,320.8 |
-7.3 |
-0.5% |
1,327.5 |
Close |
1,341.3 |
1,330.5 |
-10.8 |
-0.8% |
1,379.0 |
Range |
32.1 |
14.5 |
-17.6 |
-54.8% |
60.9 |
ATR |
20.7 |
20.7 |
0.0 |
-0.1% |
0.0 |
Volume |
194,615 |
167,021 |
-27,594 |
-14.2% |
860,805 |
|
Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,372.4 |
1,365.9 |
1,338.5 |
|
R3 |
1,357.9 |
1,351.4 |
1,334.5 |
|
R2 |
1,343.4 |
1,343.4 |
1,333.2 |
|
R1 |
1,336.9 |
1,336.9 |
1,331.8 |
1,332.9 |
PP |
1,328.9 |
1,328.9 |
1,328.9 |
1,326.9 |
S1 |
1,322.4 |
1,322.4 |
1,329.2 |
1,318.4 |
S2 |
1,314.4 |
1,314.4 |
1,327.8 |
|
S3 |
1,299.9 |
1,307.9 |
1,326.5 |
|
S4 |
1,285.4 |
1,293.4 |
1,322.5 |
|
|
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 |
1,320.8 |
71.8 |
5.4% |
22.9 |
1.7% |
14% |
False |
True |
171,749 |
10 |
1,392.6 |
1,320.8 |
71.8 |
5.4% |
21.0 |
1.6% |
14% |
False |
True |
171,275 |
20 |
1,392.6 |
1,315.9 |
76.7 |
5.8% |
19.2 |
1.4% |
19% |
False |
False |
150,808 |
40 |
1,392.6 |
1,230.8 |
161.8 |
12.2% |
19.5 |
1.5% |
62% |
False |
False |
132,062 |
60 |
1,392.6 |
1,182.3 |
210.3 |
15.8% |
18.5 |
1.4% |
70% |
False |
False |
92,357 |
80 |
1,392.6 |
1,182.3 |
210.3 |
15.8% |
19.7 |
1.5% |
70% |
False |
False |
70,435 |
100 |
1,392.6 |
1,182.3 |
210.3 |
15.8% |
19.0 |
1.4% |
70% |
False |
False |
56,784 |
120 |
1,392.6 |
1,182.3 |
210.3 |
15.8% |
19.8 |
1.5% |
70% |
False |
False |
47,549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,396.9 |
2.618 |
1,373.3 |
1.618 |
1,358.8 |
1.000 |
1,349.8 |
0.618 |
1,344.3 |
HIGH |
1,335.3 |
0.618 |
1,329.8 |
0.500 |
1,328.1 |
0.382 |
1,326.3 |
LOW |
1,320.8 |
0.618 |
1,311.8 |
1.000 |
1,306.3 |
1.618 |
1,297.3 |
2.618 |
1,282.8 |
4.250 |
1,259.2 |
|
|
Fisher Pivots for day following 20-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,329.7 |
1,344.4 |
PP |
1,328.9 |
1,339.7 |
S1 |
1,328.1 |
1,335.1 |
|