Trading Metrics calculated at close of trading on 18-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,832.25 |
1,851.75 |
19.50 |
1.1% |
1,868.75 |
High |
1,855.75 |
1,867.00 |
11.25 |
0.6% |
1,875.00 |
Low |
1,823.50 |
1,845.50 |
22.00 |
1.2% |
1,832.00 |
Close |
1,850.75 |
1,863.75 |
13.00 |
0.7% |
1,833.00 |
Range |
32.25 |
21.50 |
-10.75 |
-33.3% |
43.00 |
ATR |
20.31 |
20.40 |
0.08 |
0.4% |
0.00 |
Volume |
1,854,428 |
2,054,342 |
199,914 |
10.8% |
3,786,961 |
|
Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,923.25 |
1,915.00 |
1,875.50 |
|
R3 |
1,901.75 |
1,893.50 |
1,869.75 |
|
R2 |
1,880.25 |
1,880.25 |
1,867.75 |
|
R1 |
1,872.00 |
1,872.00 |
1,865.75 |
1,876.00 |
PP |
1,858.75 |
1,858.75 |
1,858.75 |
1,860.75 |
S1 |
1,850.50 |
1,850.50 |
1,861.75 |
1,854.50 |
S2 |
1,837.25 |
1,837.25 |
1,859.75 |
|
S3 |
1,815.75 |
1,829.00 |
1,857.75 |
|
S4 |
1,794.25 |
1,807.50 |
1,852.00 |
|
|
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 |
1,867.75 |
1,823.50 |
44.25 |
2.4% |
23.25 |
1.2% |
91% |
False |
False |
1,494,255 |
10 |
1,880.50 |
1,823.50 |
57.00 |
3.1% |
18.50 |
1.0% |
71% |
False |
False |
781,858 |
20 |
1,880.50 |
1,810.50 |
70.00 |
3.8% |
19.25 |
1.0% |
76% |
False |
False |
397,191 |
40 |
1,880.50 |
1,725.25 |
155.25 |
8.3% |
21.75 |
1.2% |
89% |
False |
False |
202,324 |
60 |
1,880.50 |
1,725.25 |
155.25 |
8.3% |
18.75 |
1.0% |
89% |
False |
False |
135,737 |
80 |
1,880.50 |
1,725.25 |
155.25 |
8.3% |
17.75 |
1.0% |
89% |
False |
False |
101,855 |
100 |
1,880.50 |
1,723.25 |
157.25 |
8.4% |
16.50 |
0.9% |
89% |
False |
False |
81,495 |
120 |
1,880.50 |
1,631.50 |
249.00 |
13.4% |
15.50 |
0.8% |
93% |
False |
False |
67,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,958.50 |
2.618 |
1,923.25 |
1.618 |
1,901.75 |
1.000 |
1,888.50 |
0.618 |
1,880.25 |
HIGH |
1,867.00 |
0.618 |
1,858.75 |
0.500 |
1,856.25 |
0.382 |
1,853.75 |
LOW |
1,845.50 |
0.618 |
1,832.25 |
1.000 |
1,824.00 |
1.618 |
1,810.75 |
2.618 |
1,789.25 |
4.250 |
1,754.00 |
|
|
Fisher Pivots for day following 18-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,861.25 |
1,857.50 |
PP |
1,858.75 |
1,851.50 |
S1 |
1,856.25 |
1,845.25 |
|