Trading Metrics calculated at close of trading on 12-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,869.50 |
1,857.50 |
-12.00 |
-0.6% |
1,840.00 |
High |
1,875.00 |
1,861.75 |
-13.25 |
-0.7% |
1,880.50 |
Low |
1,855.75 |
1,846.75 |
-9.00 |
-0.5% |
1,825.00 |
Close |
1,858.00 |
1,860.75 |
2.75 |
0.1% |
1,871.00 |
Range |
19.25 |
15.00 |
-4.25 |
-22.1% |
55.50 |
ATR |
19.05 |
18.76 |
-0.29 |
-1.5% |
0.00 |
Volume |
156,638 |
220,481 |
63,843 |
40.8% |
172,702 |
|
Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,901.50 |
1,896.00 |
1,869.00 |
|
R3 |
1,886.50 |
1,881.00 |
1,865.00 |
|
R2 |
1,871.50 |
1,871.50 |
1,863.50 |
|
R1 |
1,866.00 |
1,866.00 |
1,862.00 |
1,868.75 |
PP |
1,856.50 |
1,856.50 |
1,856.50 |
1,857.75 |
S1 |
1,851.00 |
1,851.00 |
1,859.50 |
1,853.75 |
S2 |
1,841.50 |
1,841.50 |
1,858.00 |
|
S3 |
1,826.50 |
1,836.00 |
1,856.50 |
|
S4 |
1,811.50 |
1,821.00 |
1,852.50 |
|
|
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 |
1,846.75 |
33.75 |
1.8% |
15.00 |
0.8% |
41% |
False |
True |
108,120 |
10 |
1,880.50 |
1,825.00 |
55.50 |
3.0% |
17.50 |
0.9% |
64% |
False |
False |
65,273 |
20 |
1,880.50 |
1,795.50 |
85.00 |
4.6% |
17.50 |
0.9% |
77% |
False |
False |
36,411 |
40 |
1,880.50 |
1,725.25 |
155.25 |
8.3% |
20.75 |
1.1% |
87% |
False |
False |
21,388 |
60 |
1,880.50 |
1,725.25 |
155.25 |
8.3% |
18.75 |
1.0% |
87% |
False |
False |
14,919 |
80 |
1,880.50 |
1,725.25 |
155.25 |
8.3% |
17.00 |
0.9% |
87% |
False |
False |
11,224 |
100 |
1,880.50 |
1,698.00 |
182.50 |
9.8% |
16.00 |
0.9% |
89% |
False |
False |
8,989 |
120 |
1,880.50 |
1,631.50 |
249.00 |
13.4% |
15.00 |
0.8% |
92% |
False |
False |
7,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,925.50 |
2.618 |
1,901.00 |
1.618 |
1,886.00 |
1.000 |
1,876.75 |
0.618 |
1,871.00 |
HIGH |
1,861.75 |
0.618 |
1,856.00 |
0.500 |
1,854.25 |
0.382 |
1,852.50 |
LOW |
1,846.75 |
0.618 |
1,837.50 |
1.000 |
1,831.75 |
1.618 |
1,822.50 |
2.618 |
1,807.50 |
4.250 |
1,783.00 |
|
|
Fisher Pivots for day following 12-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,858.50 |
1,861.00 |
PP |
1,856.50 |
1,860.75 |
S1 |
1,854.25 |
1,860.75 |
|