Trading Metrics calculated at close of trading on 11-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,868.75 |
1,869.50 |
0.75 |
0.0% |
1,840.00 |
High |
1,871.75 |
1,875.00 |
3.25 |
0.2% |
1,880.50 |
Low |
1,858.75 |
1,855.75 |
-3.00 |
-0.2% |
1,825.00 |
Close |
1,870.00 |
1,858.00 |
-12.00 |
-0.6% |
1,871.00 |
Range |
13.00 |
19.25 |
6.25 |
48.1% |
55.50 |
ATR |
19.03 |
19.05 |
0.02 |
0.1% |
0.00 |
Volume |
67,815 |
156,638 |
88,823 |
131.0% |
172,702 |
|
Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,920.75 |
1,908.50 |
1,868.50 |
|
R3 |
1,901.50 |
1,889.25 |
1,863.25 |
|
R2 |
1,882.25 |
1,882.25 |
1,861.50 |
|
R1 |
1,870.00 |
1,870.00 |
1,859.75 |
1,866.50 |
PP |
1,863.00 |
1,863.00 |
1,863.00 |
1,861.00 |
S1 |
1,850.75 |
1,850.75 |
1,856.25 |
1,847.25 |
S2 |
1,843.75 |
1,843.75 |
1,854.50 |
|
S3 |
1,824.50 |
1,831.50 |
1,852.75 |
|
S4 |
1,805.25 |
1,812.25 |
1,847.50 |
|
|
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 |
1,855.75 |
24.75 |
1.3% |
13.50 |
0.7% |
9% |
False |
True |
69,461 |
10 |
1,880.50 |
1,825.00 |
55.50 |
3.0% |
17.50 |
0.9% |
59% |
False |
False |
43,628 |
20 |
1,880.50 |
1,787.50 |
93.00 |
5.0% |
18.00 |
1.0% |
76% |
False |
False |
25,714 |
40 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
21.00 |
1.1% |
86% |
False |
False |
15,957 |
60 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
18.75 |
1.0% |
86% |
False |
False |
11,250 |
80 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
17.25 |
0.9% |
86% |
False |
False |
8,468 |
100 |
1,880.50 |
1,684.75 |
195.75 |
10.5% |
16.00 |
0.9% |
89% |
False |
False |
6,787 |
120 |
1,880.50 |
1,631.50 |
249.00 |
13.4% |
15.00 |
0.8% |
91% |
False |
False |
5,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,956.75 |
2.618 |
1,925.50 |
1.618 |
1,906.25 |
1.000 |
1,894.25 |
0.618 |
1,887.00 |
HIGH |
1,875.00 |
0.618 |
1,867.75 |
0.500 |
1,865.50 |
0.382 |
1,863.00 |
LOW |
1,855.75 |
0.618 |
1,843.75 |
1.000 |
1,836.50 |
1.618 |
1,824.50 |
2.618 |
1,805.25 |
4.250 |
1,774.00 |
|
|
Fisher Pivots for day following 11-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,865.50 |
1,868.00 |
PP |
1,863.00 |
1,864.75 |
S1 |
1,860.50 |
1,861.50 |
|