Trading Metrics calculated at close of trading on 21-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,851.25 |
1,864.75 |
13.50 |
0.7% |
1,832.25 |
High |
1,866.50 |
1,876.75 |
10.25 |
0.5% |
1,876.75 |
Low |
1,844.75 |
1,855.50 |
10.75 |
0.6% |
1,823.50 |
Close |
1,866.00 |
1,857.00 |
-9.00 |
-0.5% |
1,857.00 |
Range |
21.75 |
21.25 |
-0.50 |
-2.3% |
53.25 |
ATR |
20.83 |
20.86 |
0.03 |
0.1% |
0.00 |
Volume |
1,671,773 |
1,750,423 |
78,650 |
4.7% |
9,335,236 |
|
Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,926.75 |
1,913.25 |
1,868.75 |
|
R3 |
1,905.50 |
1,892.00 |
1,862.75 |
|
R2 |
1,884.25 |
1,884.25 |
1,861.00 |
|
R1 |
1,870.75 |
1,870.75 |
1,859.00 |
1,867.00 |
PP |
1,863.00 |
1,863.00 |
1,863.00 |
1,861.25 |
S1 |
1,849.50 |
1,849.50 |
1,855.00 |
1,845.50 |
S2 |
1,841.75 |
1,841.75 |
1,853.00 |
|
S3 |
1,820.50 |
1,828.25 |
1,851.25 |
|
S4 |
1,799.25 |
1,807.00 |
1,845.25 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,012.25 |
1,987.75 |
1,886.25 |
|
R3 |
1,959.00 |
1,934.50 |
1,871.75 |
|
R2 |
1,905.75 |
1,905.75 |
1,866.75 |
|
R1 |
1,881.25 |
1,881.25 |
1,862.00 |
1,893.50 |
PP |
1,852.50 |
1,852.50 |
1,852.50 |
1,858.50 |
S1 |
1,828.00 |
1,828.00 |
1,852.00 |
1,840.25 |
S2 |
1,799.25 |
1,799.25 |
1,847.25 |
|
S3 |
1,746.00 |
1,774.75 |
1,842.25 |
|
S4 |
1,692.75 |
1,721.50 |
1,827.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,876.75 |
1,823.50 |
53.25 |
2.9% |
24.50 |
1.3% |
63% |
True |
False |
1,867,047 |
10 |
1,876.75 |
1,823.50 |
53.25 |
2.9% |
21.75 |
1.2% |
63% |
True |
False |
1,312,219 |
20 |
1,880.50 |
1,822.50 |
58.00 |
3.1% |
20.00 |
1.1% |
59% |
False |
False |
667,443 |
40 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
22.25 |
1.2% |
85% |
False |
False |
337,761 |
60 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
19.50 |
1.0% |
85% |
False |
False |
226,120 |
80 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
18.25 |
1.0% |
85% |
False |
False |
169,685 |
100 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
17.00 |
0.9% |
85% |
False |
False |
135,758 |
120 |
1,880.50 |
1,631.50 |
249.00 |
13.4% |
16.00 |
0.9% |
91% |
False |
False |
113,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,967.00 |
2.618 |
1,932.50 |
1.618 |
1,911.25 |
1.000 |
1,898.00 |
0.618 |
1,890.00 |
HIGH |
1,876.75 |
0.618 |
1,868.75 |
0.500 |
1,866.00 |
0.382 |
1,863.50 |
LOW |
1,855.50 |
0.618 |
1,842.25 |
1.000 |
1,834.25 |
1.618 |
1,821.00 |
2.618 |
1,799.75 |
4.250 |
1,765.25 |
|
|
Fisher Pivots for day following 21-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,866.00 |
1,859.50 |
PP |
1,863.00 |
1,858.50 |
S1 |
1,860.00 |
1,857.75 |
|