Trading Metrics calculated at close of trading on 07-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,866.00 |
1,869.50 |
3.50 |
0.2% |
1,840.00 |
High |
1,874.00 |
1,880.50 |
6.50 |
0.3% |
1,880.50 |
Low |
1,864.25 |
1,862.25 |
-2.00 |
-0.1% |
1,825.00 |
Close |
1,869.00 |
1,871.00 |
2.00 |
0.1% |
1,871.00 |
Range |
9.75 |
18.25 |
8.50 |
87.2% |
55.50 |
ATR |
19.59 |
19.49 |
-0.10 |
-0.5% |
0.00 |
Volume |
46,447 |
49,223 |
2,776 |
6.0% |
172,702 |
|
Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,926.00 |
1,916.75 |
1,881.00 |
|
R3 |
1,907.75 |
1,898.50 |
1,876.00 |
|
R2 |
1,889.50 |
1,889.50 |
1,874.25 |
|
R1 |
1,880.25 |
1,880.25 |
1,872.75 |
1,885.00 |
PP |
1,871.25 |
1,871.25 |
1,871.25 |
1,873.50 |
S1 |
1,862.00 |
1,862.00 |
1,869.25 |
1,866.50 |
S2 |
1,853.00 |
1,853.00 |
1,867.75 |
|
S3 |
1,834.75 |
1,843.75 |
1,866.00 |
|
S4 |
1,816.50 |
1,825.50 |
1,861.00 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,025.25 |
2,003.75 |
1,901.50 |
|
R3 |
1,969.75 |
1,948.25 |
1,886.25 |
|
R2 |
1,914.25 |
1,914.25 |
1,881.25 |
|
R1 |
1,892.75 |
1,892.75 |
1,876.00 |
1,903.50 |
PP |
1,858.75 |
1,858.75 |
1,858.75 |
1,864.25 |
S1 |
1,837.25 |
1,837.25 |
1,866.00 |
1,848.00 |
S2 |
1,803.25 |
1,803.25 |
1,860.75 |
|
S3 |
1,747.75 |
1,781.75 |
1,855.75 |
|
S4 |
1,692.25 |
1,726.25 |
1,840.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,880.50 |
1,825.00 |
55.50 |
3.0% |
16.75 |
0.9% |
83% |
True |
False |
34,540 |
10 |
1,880.50 |
1,822.50 |
58.00 |
3.1% |
18.25 |
1.0% |
84% |
True |
False |
22,668 |
20 |
1,880.50 |
1,752.00 |
128.50 |
6.9% |
18.50 |
1.0% |
93% |
True |
False |
15,248 |
40 |
1,880.50 |
1,725.25 |
155.25 |
8.3% |
21.00 |
1.1% |
94% |
True |
False |
10,494 |
60 |
1,880.50 |
1,725.25 |
155.25 |
8.3% |
18.75 |
1.0% |
94% |
True |
False |
7,514 |
80 |
1,880.50 |
1,725.25 |
155.25 |
8.3% |
17.00 |
0.9% |
94% |
True |
False |
5,666 |
100 |
1,880.50 |
1,670.50 |
210.00 |
11.2% |
16.00 |
0.9% |
95% |
True |
False |
4,544 |
120 |
1,880.50 |
1,631.50 |
249.00 |
13.3% |
15.00 |
0.8% |
96% |
True |
False |
3,798 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,958.00 |
2.618 |
1,928.25 |
1.618 |
1,910.00 |
1.000 |
1,898.75 |
0.618 |
1,891.75 |
HIGH |
1,880.50 |
0.618 |
1,873.50 |
0.500 |
1,871.50 |
0.382 |
1,869.25 |
LOW |
1,862.25 |
0.618 |
1,851.00 |
1.000 |
1,844.00 |
1.618 |
1,832.75 |
2.618 |
1,814.50 |
4.250 |
1,784.75 |
|
|
Fisher Pivots for day following 07-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,871.50 |
1,871.00 |
PP |
1,871.25 |
1,870.75 |
S1 |
1,871.00 |
1,870.50 |
|