Trading Metrics calculated at close of trading on 20-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,864.00 |
1,851.25 |
-12.75 |
-0.7% |
1,868.75 |
High |
1,867.50 |
1,866.50 |
-1.00 |
-0.1% |
1,875.00 |
Low |
1,842.00 |
1,844.75 |
2.75 |
0.1% |
1,832.00 |
Close |
1,852.25 |
1,866.00 |
13.75 |
0.7% |
1,833.00 |
Range |
25.50 |
21.75 |
-3.75 |
-14.7% |
43.00 |
ATR |
20.76 |
20.83 |
0.07 |
0.3% |
0.00 |
Volume |
2,004,270 |
1,671,773 |
-332,497 |
-16.6% |
3,786,961 |
|
Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,924.25 |
1,917.00 |
1,878.00 |
|
R3 |
1,902.50 |
1,895.25 |
1,872.00 |
|
R2 |
1,880.75 |
1,880.75 |
1,870.00 |
|
R1 |
1,873.50 |
1,873.50 |
1,868.00 |
1,877.00 |
PP |
1,859.00 |
1,859.00 |
1,859.00 |
1,861.00 |
S1 |
1,851.75 |
1,851.75 |
1,864.00 |
1,855.50 |
S2 |
1,837.25 |
1,837.25 |
1,862.00 |
|
S3 |
1,815.50 |
1,830.00 |
1,860.00 |
|
S4 |
1,793.75 |
1,808.25 |
1,854.00 |
|
|
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 |
1,867.50 |
1,823.50 |
44.00 |
2.4% |
23.00 |
1.2% |
97% |
False |
False |
1,956,529 |
10 |
1,880.50 |
1,823.50 |
57.00 |
3.1% |
21.50 |
1.1% |
75% |
False |
False |
1,142,099 |
20 |
1,880.50 |
1,822.50 |
58.00 |
3.1% |
19.50 |
1.0% |
75% |
False |
False |
580,357 |
40 |
1,880.50 |
1,725.25 |
155.25 |
8.3% |
22.50 |
1.2% |
91% |
False |
False |
294,074 |
60 |
1,880.50 |
1,725.25 |
155.25 |
8.3% |
19.25 |
1.0% |
91% |
False |
False |
196,978 |
80 |
1,880.50 |
1,725.25 |
155.25 |
8.3% |
18.00 |
1.0% |
91% |
False |
False |
147,805 |
100 |
1,880.50 |
1,725.25 |
155.25 |
8.3% |
16.75 |
0.9% |
91% |
False |
False |
118,255 |
120 |
1,880.50 |
1,631.50 |
249.00 |
13.3% |
15.75 |
0.8% |
94% |
False |
False |
98,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,959.00 |
2.618 |
1,923.50 |
1.618 |
1,901.75 |
1.000 |
1,888.25 |
0.618 |
1,880.00 |
HIGH |
1,866.50 |
0.618 |
1,858.25 |
0.500 |
1,855.50 |
0.382 |
1,853.00 |
LOW |
1,844.75 |
0.618 |
1,831.25 |
1.000 |
1,823.00 |
1.618 |
1,809.50 |
2.618 |
1,787.75 |
4.250 |
1,752.25 |
|
|
Fisher Pivots for day following 20-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,862.50 |
1,862.25 |
PP |
1,859.00 |
1,858.50 |
S1 |
1,855.50 |
1,854.75 |
|