Trading Metrics calculated at close of trading on 19-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,851.75 |
1,864.00 |
12.25 |
0.7% |
1,868.75 |
High |
1,867.00 |
1,867.50 |
0.50 |
0.0% |
1,875.00 |
Low |
1,845.50 |
1,842.00 |
-3.50 |
-0.2% |
1,832.00 |
Close |
1,863.75 |
1,852.25 |
-11.50 |
-0.6% |
1,833.00 |
Range |
21.50 |
25.50 |
4.00 |
18.6% |
43.00 |
ATR |
20.40 |
20.76 |
0.36 |
1.8% |
0.00 |
Volume |
2,054,342 |
2,004,270 |
-50,072 |
-2.4% |
3,786,961 |
|
Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,930.50 |
1,916.75 |
1,866.25 |
|
R3 |
1,905.00 |
1,891.25 |
1,859.25 |
|
R2 |
1,879.50 |
1,879.50 |
1,857.00 |
|
R1 |
1,865.75 |
1,865.75 |
1,854.50 |
1,860.00 |
PP |
1,854.00 |
1,854.00 |
1,854.00 |
1,851.00 |
S1 |
1,840.25 |
1,840.25 |
1,850.00 |
1,834.50 |
S2 |
1,828.50 |
1,828.50 |
1,847.50 |
|
S3 |
1,803.00 |
1,814.75 |
1,845.25 |
|
S4 |
1,777.50 |
1,789.25 |
1,838.25 |
|
|
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% |
25.25 |
1.4% |
65% |
False |
False |
1,851,013 |
10 |
1,880.50 |
1,823.50 |
57.00 |
3.1% |
20.25 |
1.1% |
50% |
False |
False |
979,567 |
20 |
1,880.50 |
1,810.50 |
70.00 |
3.8% |
19.50 |
1.1% |
60% |
False |
False |
497,130 |
40 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
22.00 |
1.2% |
82% |
False |
False |
252,369 |
60 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
19.00 |
1.0% |
82% |
False |
False |
169,127 |
80 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
18.00 |
1.0% |
82% |
False |
False |
126,908 |
100 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
16.75 |
0.9% |
82% |
False |
False |
101,537 |
120 |
1,880.50 |
1,631.50 |
249.00 |
13.4% |
15.75 |
0.8% |
89% |
False |
False |
84,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,976.00 |
2.618 |
1,934.25 |
1.618 |
1,908.75 |
1.000 |
1,893.00 |
0.618 |
1,883.25 |
HIGH |
1,867.50 |
0.618 |
1,857.75 |
0.500 |
1,854.75 |
0.382 |
1,851.75 |
LOW |
1,842.00 |
0.618 |
1,826.25 |
1.000 |
1,816.50 |
1.618 |
1,800.75 |
2.618 |
1,775.25 |
4.250 |
1,733.50 |
|
|
Fisher Pivots for day following 19-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,854.75 |
1,850.00 |
PP |
1,854.00 |
1,847.75 |
S1 |
1,853.00 |
1,845.50 |
|