Trading Metrics calculated at close of trading on 10-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,869.50 |
1,868.75 |
-0.75 |
0.0% |
1,840.00 |
High |
1,880.50 |
1,871.75 |
-8.75 |
-0.5% |
1,880.50 |
Low |
1,862.25 |
1,858.75 |
-3.50 |
-0.2% |
1,825.00 |
Close |
1,871.00 |
1,870.00 |
-1.00 |
-0.1% |
1,871.00 |
Range |
18.25 |
13.00 |
-5.25 |
-28.8% |
55.50 |
ATR |
19.49 |
19.03 |
-0.46 |
-2.4% |
0.00 |
Volume |
49,223 |
67,815 |
18,592 |
37.8% |
172,702 |
|
Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,905.75 |
1,901.00 |
1,877.25 |
|
R3 |
1,892.75 |
1,888.00 |
1,873.50 |
|
R2 |
1,879.75 |
1,879.75 |
1,872.50 |
|
R1 |
1,875.00 |
1,875.00 |
1,871.25 |
1,877.50 |
PP |
1,866.75 |
1,866.75 |
1,866.75 |
1,868.00 |
S1 |
1,862.00 |
1,862.00 |
1,868.75 |
1,864.50 |
S2 |
1,853.75 |
1,853.75 |
1,867.50 |
|
S3 |
1,840.75 |
1,849.00 |
1,866.50 |
|
S4 |
1,827.75 |
1,836.00 |
1,862.75 |
|
|
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 |
1,836.75 |
43.75 |
2.3% |
16.00 |
0.9% |
76% |
False |
False |
41,739 |
10 |
1,880.50 |
1,825.00 |
55.50 |
3.0% |
16.75 |
0.9% |
81% |
False |
False |
28,780 |
20 |
1,880.50 |
1,779.50 |
101.00 |
5.4% |
17.50 |
0.9% |
90% |
False |
False |
18,202 |
40 |
1,880.50 |
1,725.25 |
155.25 |
8.3% |
21.00 |
1.1% |
93% |
False |
False |
12,117 |
60 |
1,880.50 |
1,725.25 |
155.25 |
8.3% |
19.00 |
1.0% |
93% |
False |
False |
8,642 |
80 |
1,880.50 |
1,725.25 |
155.25 |
8.3% |
17.00 |
0.9% |
93% |
False |
False |
6,510 |
100 |
1,880.50 |
1,678.50 |
202.00 |
10.8% |
15.75 |
0.8% |
95% |
False |
False |
5,221 |
120 |
1,880.50 |
1,631.50 |
249.00 |
13.3% |
15.00 |
0.8% |
96% |
False |
False |
4,363 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,927.00 |
2.618 |
1,905.75 |
1.618 |
1,892.75 |
1.000 |
1,884.75 |
0.618 |
1,879.75 |
HIGH |
1,871.75 |
0.618 |
1,866.75 |
0.500 |
1,865.25 |
0.382 |
1,863.75 |
LOW |
1,858.75 |
0.618 |
1,850.75 |
1.000 |
1,845.75 |
1.618 |
1,837.75 |
2.618 |
1,824.75 |
4.250 |
1,803.50 |
|
|
Fisher Pivots for day following 10-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,868.50 |
1,870.00 |
PP |
1,866.75 |
1,869.75 |
S1 |
1,865.25 |
1,869.50 |
|