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 |
5,352.0 |
5,367.0 |
15.0 |
0.3% |
5,447.0 |
High |
5,368.0 |
5,369.0 |
1.0 |
0.0% |
5,447.0 |
Low |
5,346.0 |
5,331.0 |
-15.0 |
-0.3% |
5,324.0 |
Close |
5,351.0 |
5,362.0 |
11.0 |
0.2% |
5,328.0 |
Range |
22.0 |
38.0 |
16.0 |
72.7% |
123.0 |
ATR |
42.2 |
41.9 |
-0.3 |
-0.7% |
0.0 |
Volume |
146,623 |
72,209 |
-74,414 |
-50.8% |
27,466 |
|
Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,468.0 |
5,453.0 |
5,382.9 |
|
R3 |
5,430.0 |
5,415.0 |
5,372.5 |
|
R2 |
5,392.0 |
5,392.0 |
5,369.0 |
|
R1 |
5,377.0 |
5,377.0 |
5,365.5 |
5,365.5 |
PP |
5,354.0 |
5,354.0 |
5,354.0 |
5,348.3 |
S1 |
5,339.0 |
5,339.0 |
5,358.5 |
5,327.5 |
S2 |
5,316.0 |
5,316.0 |
5,355.0 |
|
S3 |
5,278.0 |
5,301.0 |
5,351.6 |
|
S4 |
5,240.0 |
5,263.0 |
5,341.1 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,735.3 |
5,654.7 |
5,395.7 |
|
R3 |
5,612.3 |
5,531.7 |
5,361.8 |
|
R2 |
5,489.3 |
5,489.3 |
5,350.6 |
|
R1 |
5,408.7 |
5,408.7 |
5,339.3 |
5,387.5 |
PP |
5,366.3 |
5,366.3 |
5,366.3 |
5,355.8 |
S1 |
5,285.7 |
5,285.7 |
5,316.7 |
5,264.5 |
S2 |
5,243.3 |
5,243.3 |
5,305.5 |
|
S3 |
5,120.3 |
5,162.7 |
5,294.2 |
|
S4 |
4,997.3 |
5,039.7 |
5,260.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,430.0 |
5,293.0 |
137.0 |
2.6% |
35.2 |
0.7% |
50% |
False |
False |
60,215 |
10 |
5,473.0 |
5,293.0 |
180.0 |
3.4% |
30.7 |
0.6% |
38% |
False |
False |
30,279 |
20 |
5,473.0 |
5,293.0 |
180.0 |
3.4% |
27.8 |
0.5% |
38% |
False |
False |
15,205 |
40 |
5,473.0 |
4,998.0 |
475.0 |
8.9% |
20.7 |
0.4% |
77% |
False |
False |
7,652 |
60 |
5,473.0 |
4,998.0 |
475.0 |
8.9% |
16.0 |
0.3% |
77% |
False |
False |
5,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,530.5 |
2.618 |
5,468.5 |
1.618 |
5,430.5 |
1.000 |
5,407.0 |
0.618 |
5,392.5 |
HIGH |
5,369.0 |
0.618 |
5,354.5 |
0.500 |
5,350.0 |
0.382 |
5,345.5 |
LOW |
5,331.0 |
0.618 |
5,307.5 |
1.000 |
5,293.0 |
1.618 |
5,269.5 |
2.618 |
5,231.5 |
4.250 |
5,169.5 |
|
|
Fisher Pivots for day following 19-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
5,358.0 |
5,351.7 |
PP |
5,354.0 |
5,341.3 |
S1 |
5,350.0 |
5,331.0 |
|