Trading Metrics calculated at close of trading on 17-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,840.00 |
1,832.25 |
-7.75 |
-0.4% |
1,868.75 |
High |
1,846.25 |
1,855.75 |
9.50 |
0.5% |
1,875.00 |
Low |
1,832.00 |
1,823.50 |
-8.50 |
-0.5% |
1,832.00 |
Close |
1,833.00 |
1,850.75 |
17.75 |
1.0% |
1,833.00 |
Range |
14.25 |
32.25 |
18.00 |
126.3% |
43.00 |
ATR |
19.40 |
20.31 |
0.92 |
4.7% |
0.00 |
Volume |
2,197,833 |
1,854,428 |
-343,405 |
-15.6% |
3,786,961 |
|
Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,940.00 |
1,927.75 |
1,868.50 |
|
R3 |
1,907.75 |
1,895.50 |
1,859.50 |
|
R2 |
1,875.50 |
1,875.50 |
1,856.75 |
|
R1 |
1,863.25 |
1,863.25 |
1,853.75 |
1,869.50 |
PP |
1,843.25 |
1,843.25 |
1,843.25 |
1,846.50 |
S1 |
1,831.00 |
1,831.00 |
1,847.75 |
1,837.00 |
S2 |
1,811.00 |
1,811.00 |
1,844.75 |
|
S3 |
1,778.75 |
1,798.75 |
1,842.00 |
|
S4 |
1,746.50 |
1,766.50 |
1,833.00 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,975.75 |
1,947.25 |
1,856.75 |
|
R3 |
1,932.75 |
1,904.25 |
1,844.75 |
|
R2 |
1,889.75 |
1,889.75 |
1,841.00 |
|
R1 |
1,861.25 |
1,861.25 |
1,837.00 |
1,854.00 |
PP |
1,846.75 |
1,846.75 |
1,846.75 |
1,843.00 |
S1 |
1,818.25 |
1,818.25 |
1,829.00 |
1,811.00 |
S2 |
1,803.75 |
1,803.75 |
1,825.00 |
|
S3 |
1,760.75 |
1,775.25 |
1,821.25 |
|
S4 |
1,717.75 |
1,732.25 |
1,809.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,875.00 |
1,823.50 |
51.50 |
2.8% |
22.75 |
1.2% |
53% |
False |
True |
1,114,714 |
10 |
1,880.50 |
1,823.50 |
57.00 |
3.1% |
19.25 |
1.0% |
48% |
False |
True |
578,226 |
20 |
1,880.50 |
1,810.50 |
70.00 |
3.8% |
18.50 |
1.0% |
58% |
False |
False |
294,804 |
40 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
21.75 |
1.2% |
81% |
False |
False |
151,046 |
60 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
19.25 |
1.0% |
81% |
False |
False |
101,502 |
80 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
17.75 |
1.0% |
81% |
False |
False |
76,177 |
100 |
1,880.50 |
1,723.25 |
157.25 |
8.5% |
16.50 |
0.9% |
81% |
False |
False |
60,951 |
120 |
1,880.50 |
1,631.50 |
249.00 |
13.5% |
15.50 |
0.8% |
88% |
False |
False |
50,809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,992.75 |
2.618 |
1,940.25 |
1.618 |
1,908.00 |
1.000 |
1,888.00 |
0.618 |
1,875.75 |
HIGH |
1,855.75 |
0.618 |
1,843.50 |
0.500 |
1,839.50 |
0.382 |
1,835.75 |
LOW |
1,823.50 |
0.618 |
1,803.50 |
1.000 |
1,791.25 |
1.618 |
1,771.25 |
2.618 |
1,739.00 |
4.250 |
1,686.50 |
|
|
Fisher Pivots for day following 17-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,847.00 |
1,849.00 |
PP |
1,843.25 |
1,847.25 |
S1 |
1,839.50 |
1,845.50 |
|