Trading Metrics calculated at close of trading on 24-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,864.75 |
1,855.50 |
-9.25 |
-0.5% |
1,832.25 |
High |
1,876.75 |
1,866.00 |
-10.75 |
-0.6% |
1,876.75 |
Low |
1,855.50 |
1,841.25 |
-14.25 |
-0.8% |
1,823.50 |
Close |
1,857.00 |
1,849.50 |
-7.50 |
-0.4% |
1,857.00 |
Range |
21.25 |
24.75 |
3.50 |
16.5% |
53.25 |
ATR |
20.86 |
21.14 |
0.28 |
1.3% |
0.00 |
Volume |
1,750,423 |
1,835,881 |
85,458 |
4.9% |
9,335,236 |
|
Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,926.50 |
1,912.75 |
1,863.00 |
|
R3 |
1,901.75 |
1,888.00 |
1,856.25 |
|
R2 |
1,877.00 |
1,877.00 |
1,854.00 |
|
R1 |
1,863.25 |
1,863.25 |
1,851.75 |
1,857.75 |
PP |
1,852.25 |
1,852.25 |
1,852.25 |
1,849.50 |
S1 |
1,838.50 |
1,838.50 |
1,847.25 |
1,833.00 |
S2 |
1,827.50 |
1,827.50 |
1,845.00 |
|
S3 |
1,802.75 |
1,813.75 |
1,842.75 |
|
S4 |
1,778.00 |
1,789.00 |
1,836.00 |
|
|
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 |
1,841.25 |
35.50 |
1.9% |
23.00 |
1.2% |
23% |
False |
True |
1,863,337 |
10 |
1,876.75 |
1,823.50 |
53.25 |
2.9% |
23.00 |
1.2% |
49% |
False |
False |
1,489,026 |
20 |
1,880.50 |
1,823.50 |
57.00 |
3.1% |
19.75 |
1.1% |
46% |
False |
False |
758,903 |
40 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
21.50 |
1.2% |
80% |
False |
False |
383,515 |
60 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
19.75 |
1.1% |
80% |
False |
False |
256,701 |
80 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
18.25 |
1.0% |
80% |
False |
False |
192,633 |
100 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
17.25 |
0.9% |
80% |
False |
False |
154,116 |
120 |
1,880.50 |
1,631.50 |
249.00 |
13.5% |
16.00 |
0.9% |
88% |
False |
False |
128,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,971.25 |
2.618 |
1,930.75 |
1.618 |
1,906.00 |
1.000 |
1,890.75 |
0.618 |
1,881.25 |
HIGH |
1,866.00 |
0.618 |
1,856.50 |
0.500 |
1,853.50 |
0.382 |
1,850.75 |
LOW |
1,841.25 |
0.618 |
1,826.00 |
1.000 |
1,816.50 |
1.618 |
1,801.25 |
2.618 |
1,776.50 |
4.250 |
1,736.00 |
|
|
Fisher Pivots for day following 24-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,853.50 |
1,859.00 |
PP |
1,852.25 |
1,855.75 |
S1 |
1,851.00 |
1,852.75 |
|