Trading Metrics calculated at close of trading on 13-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,857.50 |
1,861.50 |
4.00 |
0.2% |
1,840.00 |
High |
1,861.75 |
1,867.75 |
6.00 |
0.3% |
1,880.50 |
Low |
1,846.75 |
1,834.50 |
-12.25 |
-0.7% |
1,825.00 |
Close |
1,860.75 |
1,839.75 |
-21.00 |
-1.1% |
1,871.00 |
Range |
15.00 |
33.25 |
18.25 |
121.7% |
55.50 |
ATR |
18.76 |
19.79 |
1.04 |
5.5% |
0.00 |
Volume |
220,481 |
1,144,194 |
923,713 |
419.0% |
172,702 |
|
Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,947.00 |
1,926.75 |
1,858.00 |
|
R3 |
1,913.75 |
1,893.50 |
1,849.00 |
|
R2 |
1,880.50 |
1,880.50 |
1,845.75 |
|
R1 |
1,860.25 |
1,860.25 |
1,842.75 |
1,853.75 |
PP |
1,847.25 |
1,847.25 |
1,847.25 |
1,844.00 |
S1 |
1,827.00 |
1,827.00 |
1,836.75 |
1,820.50 |
S2 |
1,814.00 |
1,814.00 |
1,833.75 |
|
S3 |
1,780.75 |
1,793.75 |
1,830.50 |
|
S4 |
1,747.50 |
1,760.50 |
1,821.50 |
|
|
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 |
1,834.50 |
46.00 |
2.5% |
19.75 |
1.1% |
11% |
False |
True |
327,670 |
10 |
1,880.50 |
1,825.00 |
55.50 |
3.0% |
18.50 |
1.0% |
27% |
False |
False |
178,108 |
20 |
1,880.50 |
1,795.50 |
85.00 |
4.6% |
18.50 |
1.0% |
52% |
False |
False |
93,148 |
40 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
21.00 |
1.1% |
74% |
False |
False |
49,927 |
60 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
19.25 |
1.0% |
74% |
False |
False |
33,978 |
80 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
17.50 |
0.9% |
74% |
False |
False |
25,525 |
100 |
1,880.50 |
1,714.00 |
166.50 |
9.1% |
16.00 |
0.9% |
76% |
False |
False |
20,429 |
120 |
1,880.50 |
1,631.50 |
249.00 |
13.5% |
15.25 |
0.8% |
84% |
False |
False |
17,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,009.00 |
2.618 |
1,954.75 |
1.618 |
1,921.50 |
1.000 |
1,901.00 |
0.618 |
1,888.25 |
HIGH |
1,867.75 |
0.618 |
1,855.00 |
0.500 |
1,851.00 |
0.382 |
1,847.25 |
LOW |
1,834.50 |
0.618 |
1,814.00 |
1.000 |
1,801.25 |
1.618 |
1,780.75 |
2.618 |
1,747.50 |
4.250 |
1,693.25 |
|
|
Fisher Pivots for day following 13-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,851.00 |
1,854.75 |
PP |
1,847.25 |
1,849.75 |
S1 |
1,843.50 |
1,844.75 |
|