Trading Metrics calculated at close of trading on 06-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,863.50 |
1,866.00 |
2.50 |
0.1% |
1,828.25 |
High |
1,868.25 |
1,874.00 |
5.75 |
0.3% |
1,859.25 |
Low |
1,860.75 |
1,864.25 |
3.50 |
0.2% |
1,822.50 |
Close |
1,865.25 |
1,869.00 |
3.75 |
0.2% |
1,850.50 |
Range |
7.50 |
9.75 |
2.25 |
30.0% |
36.75 |
ATR |
20.35 |
19.59 |
-0.76 |
-3.7% |
0.00 |
Volume |
27,182 |
46,447 |
19,265 |
70.9% |
53,978 |
|
Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,898.25 |
1,893.50 |
1,874.25 |
|
R3 |
1,888.50 |
1,883.75 |
1,871.75 |
|
R2 |
1,878.75 |
1,878.75 |
1,870.75 |
|
R1 |
1,874.00 |
1,874.00 |
1,870.00 |
1,876.50 |
PP |
1,869.00 |
1,869.00 |
1,869.00 |
1,870.25 |
S1 |
1,864.25 |
1,864.25 |
1,868.00 |
1,866.50 |
S2 |
1,859.25 |
1,859.25 |
1,867.25 |
|
S3 |
1,849.50 |
1,854.50 |
1,866.25 |
|
S4 |
1,839.75 |
1,844.75 |
1,863.75 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,954.25 |
1,939.25 |
1,870.75 |
|
R3 |
1,917.50 |
1,902.50 |
1,860.50 |
|
R2 |
1,880.75 |
1,880.75 |
1,857.25 |
|
R1 |
1,865.75 |
1,865.75 |
1,853.75 |
1,873.25 |
PP |
1,844.00 |
1,844.00 |
1,844.00 |
1,848.00 |
S1 |
1,829.00 |
1,829.00 |
1,847.25 |
1,836.50 |
S2 |
1,807.25 |
1,807.25 |
1,843.75 |
|
S3 |
1,770.50 |
1,792.25 |
1,840.50 |
|
S4 |
1,733.75 |
1,755.50 |
1,830.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,874.00 |
1,825.00 |
49.00 |
2.6% |
17.25 |
0.9% |
90% |
True |
False |
28,547 |
10 |
1,874.00 |
1,822.50 |
51.50 |
2.8% |
17.50 |
0.9% |
90% |
True |
False |
18,614 |
20 |
1,874.00 |
1,737.25 |
136.75 |
7.3% |
19.00 |
1.0% |
96% |
True |
False |
13,241 |
40 |
1,874.00 |
1,725.25 |
148.75 |
8.0% |
20.75 |
1.1% |
97% |
True |
False |
9,382 |
60 |
1,874.00 |
1,725.25 |
148.75 |
8.0% |
18.50 |
1.0% |
97% |
True |
False |
6,698 |
80 |
1,874.00 |
1,725.25 |
148.75 |
8.0% |
17.00 |
0.9% |
97% |
True |
False |
5,053 |
100 |
1,874.00 |
1,670.25 |
203.75 |
10.9% |
16.00 |
0.9% |
98% |
True |
False |
4,053 |
120 |
1,874.00 |
1,631.50 |
242.50 |
13.0% |
15.00 |
0.8% |
98% |
True |
False |
3,388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,915.50 |
2.618 |
1,899.50 |
1.618 |
1,889.75 |
1.000 |
1,883.75 |
0.618 |
1,880.00 |
HIGH |
1,874.00 |
0.618 |
1,870.25 |
0.500 |
1,869.00 |
0.382 |
1,868.00 |
LOW |
1,864.25 |
0.618 |
1,858.25 |
1.000 |
1,854.50 |
1.618 |
1,848.50 |
2.618 |
1,838.75 |
4.250 |
1,822.75 |
|
|
Fisher Pivots for day following 06-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,869.00 |
1,864.50 |
PP |
1,869.00 |
1,860.00 |
S1 |
1,869.00 |
1,855.50 |
|