Trading Metrics calculated at close of trading on 21-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,331.7 |
1,329.3 |
-2.4 |
-0.2% |
1,383.1 |
High |
1,335.3 |
1,343.0 |
7.7 |
0.6% |
1,392.6 |
Low |
1,320.8 |
1,328.0 |
7.2 |
0.5% |
1,320.8 |
Close |
1,330.5 |
1,336.0 |
5.5 |
0.4% |
1,336.0 |
Range |
14.5 |
15.0 |
0.5 |
3.4% |
71.8 |
ATR |
20.7 |
20.3 |
-0.4 |
-2.0% |
0.0 |
Volume |
167,021 |
148,313 |
-18,708 |
-11.2% |
821,800 |
|
Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,380.7 |
1,373.3 |
1,344.3 |
|
R3 |
1,365.7 |
1,358.3 |
1,340.1 |
|
R2 |
1,350.7 |
1,350.7 |
1,338.8 |
|
R1 |
1,343.3 |
1,343.3 |
1,337.4 |
1,347.0 |
PP |
1,335.7 |
1,335.7 |
1,335.7 |
1,337.5 |
S1 |
1,328.3 |
1,328.3 |
1,334.6 |
1,332.0 |
S2 |
1,320.7 |
1,320.7 |
1,333.3 |
|
S3 |
1,305.7 |
1,313.3 |
1,331.9 |
|
S4 |
1,290.7 |
1,298.3 |
1,327.8 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,565.2 |
1,522.4 |
1,375.5 |
|
R3 |
1,493.4 |
1,450.6 |
1,355.7 |
|
R2 |
1,421.6 |
1,421.6 |
1,349.2 |
|
R1 |
1,378.8 |
1,378.8 |
1,342.6 |
1,364.3 |
PP |
1,349.8 |
1,349.8 |
1,349.8 |
1,342.6 |
S1 |
1,307.0 |
1,307.0 |
1,329.4 |
1,292.5 |
S2 |
1,278.0 |
1,278.0 |
1,322.8 |
|
S3 |
1,206.2 |
1,235.2 |
1,316.3 |
|
S4 |
1,134.4 |
1,163.4 |
1,296.5 |
|
|
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% |
21.8 |
1.6% |
21% |
False |
False |
164,360 |
10 |
1,392.6 |
1,320.8 |
71.8 |
5.4% |
19.8 |
1.5% |
21% |
False |
False |
168,260 |
20 |
1,392.6 |
1,318.7 |
73.9 |
5.5% |
19.3 |
1.4% |
23% |
False |
False |
152,719 |
40 |
1,392.6 |
1,237.5 |
155.1 |
11.6% |
18.9 |
1.4% |
64% |
False |
False |
134,677 |
60 |
1,392.6 |
1,182.3 |
210.3 |
15.7% |
18.6 |
1.4% |
73% |
False |
False |
94,723 |
80 |
1,392.6 |
1,182.3 |
210.3 |
15.7% |
19.8 |
1.5% |
73% |
False |
False |
72,159 |
100 |
1,392.6 |
1,182.3 |
210.3 |
15.7% |
19.0 |
1.4% |
73% |
False |
False |
58,263 |
120 |
1,392.6 |
1,182.3 |
210.3 |
15.7% |
19.7 |
1.5% |
73% |
False |
False |
48,777 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,406.8 |
2.618 |
1,382.3 |
1.618 |
1,367.3 |
1.000 |
1,358.0 |
0.618 |
1,352.3 |
HIGH |
1,343.0 |
0.618 |
1,337.3 |
0.500 |
1,335.5 |
0.382 |
1,333.7 |
LOW |
1,328.0 |
0.618 |
1,318.7 |
1.000 |
1,313.0 |
1.618 |
1,303.7 |
2.618 |
1,288.7 |
4.250 |
1,264.3 |
|
|
Fisher Pivots for day following 21-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,335.8 |
1,340.5 |
PP |
1,335.7 |
1,339.0 |
S1 |
1,335.5 |
1,337.5 |
|