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 |
5,335.0 |
5,321.0 |
-14.0 |
-0.3% |
5,298.0 |
High |
5,346.0 |
5,345.0 |
-1.0 |
0.0% |
5,369.0 |
Low |
5,286.0 |
5,300.0 |
14.0 |
0.3% |
5,286.0 |
Close |
5,297.0 |
5,328.0 |
31.0 |
0.6% |
5,328.0 |
Range |
60.0 |
45.0 |
-15.0 |
-25.0% |
83.0 |
ATR |
44.3 |
44.6 |
0.3 |
0.6% |
0.0 |
Volume |
30,757 |
21,715 |
-9,042 |
-29.4% |
327,544 |
|
Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,459.3 |
5,438.7 |
5,352.8 |
|
R3 |
5,414.3 |
5,393.7 |
5,340.4 |
|
R2 |
5,369.3 |
5,369.3 |
5,336.3 |
|
R1 |
5,348.7 |
5,348.7 |
5,332.1 |
5,359.0 |
PP |
5,324.3 |
5,324.3 |
5,324.3 |
5,329.5 |
S1 |
5,303.7 |
5,303.7 |
5,323.9 |
5,314.0 |
S2 |
5,279.3 |
5,279.3 |
5,319.8 |
|
S3 |
5,234.3 |
5,258.7 |
5,315.6 |
|
S4 |
5,189.3 |
5,213.7 |
5,303.3 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,576.7 |
5,535.3 |
5,373.7 |
|
R3 |
5,493.7 |
5,452.3 |
5,350.8 |
|
R2 |
5,410.7 |
5,410.7 |
5,343.2 |
|
R1 |
5,369.3 |
5,369.3 |
5,335.6 |
5,390.0 |
PP |
5,327.7 |
5,327.7 |
5,327.7 |
5,338.0 |
S1 |
5,286.3 |
5,286.3 |
5,320.4 |
5,307.0 |
S2 |
5,244.7 |
5,244.7 |
5,312.8 |
|
S3 |
5,161.7 |
5,203.3 |
5,305.2 |
|
S4 |
5,078.7 |
5,120.3 |
5,282.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,369.0 |
5,286.0 |
83.0 |
1.6% |
41.4 |
0.8% |
51% |
False |
False |
65,508 |
10 |
5,447.0 |
5,286.0 |
161.0 |
3.0% |
37.4 |
0.7% |
26% |
False |
False |
35,501 |
20 |
5,473.0 |
5,286.0 |
187.0 |
3.5% |
31.0 |
0.6% |
22% |
False |
False |
17,816 |
40 |
5,473.0 |
4,998.0 |
475.0 |
8.9% |
22.2 |
0.4% |
69% |
False |
False |
8,959 |
60 |
5,473.0 |
4,998.0 |
475.0 |
8.9% |
17.5 |
0.3% |
69% |
False |
False |
5,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,536.3 |
2.618 |
5,462.8 |
1.618 |
5,417.8 |
1.000 |
5,390.0 |
0.618 |
5,372.8 |
HIGH |
5,345.0 |
0.618 |
5,327.8 |
0.500 |
5,322.5 |
0.382 |
5,317.2 |
LOW |
5,300.0 |
0.618 |
5,272.2 |
1.000 |
5,255.0 |
1.618 |
5,227.2 |
2.618 |
5,182.2 |
4.250 |
5,108.8 |
|
|
Fisher Pivots for day following 21-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
5,326.2 |
5,327.8 |
PP |
5,324.3 |
5,327.7 |
S1 |
5,322.5 |
5,327.5 |
|