Trading Metrics calculated at close of trading on 25-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2014 |
25-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,855.50 |
1,850.25 |
-5.25 |
-0.3% |
1,832.25 |
High |
1,866.00 |
1,864.50 |
-1.50 |
-0.1% |
1,876.75 |
Low |
1,841.25 |
1,848.00 |
6.75 |
0.4% |
1,823.50 |
Close |
1,849.50 |
1,859.25 |
9.75 |
0.5% |
1,857.00 |
Range |
24.75 |
16.50 |
-8.25 |
-33.3% |
53.25 |
ATR |
21.14 |
20.81 |
-0.33 |
-1.6% |
0.00 |
Volume |
1,835,881 |
1,657,649 |
-178,232 |
-9.7% |
9,335,236 |
|
Daily Pivots for day following 25-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,906.75 |
1,899.50 |
1,868.25 |
|
R3 |
1,890.25 |
1,883.00 |
1,863.75 |
|
R2 |
1,873.75 |
1,873.75 |
1,862.25 |
|
R1 |
1,866.50 |
1,866.50 |
1,860.75 |
1,870.00 |
PP |
1,857.25 |
1,857.25 |
1,857.25 |
1,859.00 |
S1 |
1,850.00 |
1,850.00 |
1,857.75 |
1,853.50 |
S2 |
1,840.75 |
1,840.75 |
1,856.25 |
|
S3 |
1,824.25 |
1,833.50 |
1,854.75 |
|
S4 |
1,807.75 |
1,817.00 |
1,850.25 |
|
|
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 |
1,841.25 |
35.50 |
1.9% |
22.00 |
1.2% |
51% |
False |
False |
1,783,999 |
10 |
1,876.75 |
1,823.50 |
53.25 |
2.9% |
22.50 |
1.2% |
67% |
False |
False |
1,639,127 |
20 |
1,880.50 |
1,823.50 |
57.00 |
3.1% |
20.00 |
1.1% |
63% |
False |
False |
841,377 |
40 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
21.50 |
1.2% |
86% |
False |
False |
424,708 |
60 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
19.75 |
1.1% |
86% |
False |
False |
284,323 |
80 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
18.50 |
1.0% |
86% |
False |
False |
213,353 |
100 |
1,880.50 |
1,725.25 |
155.25 |
8.4% |
17.25 |
0.9% |
86% |
False |
False |
170,693 |
120 |
1,880.50 |
1,631.50 |
249.00 |
13.4% |
16.25 |
0.9% |
91% |
False |
False |
142,258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,934.50 |
2.618 |
1,907.75 |
1.618 |
1,891.25 |
1.000 |
1,881.00 |
0.618 |
1,874.75 |
HIGH |
1,864.50 |
0.618 |
1,858.25 |
0.500 |
1,856.25 |
0.382 |
1,854.25 |
LOW |
1,848.00 |
0.618 |
1,837.75 |
1.000 |
1,831.50 |
1.618 |
1,821.25 |
2.618 |
1,804.75 |
4.250 |
1,778.00 |
|
|
Fisher Pivots for day following 25-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,858.25 |
1,859.25 |
PP |
1,857.25 |
1,859.00 |
S1 |
1,856.25 |
1,859.00 |
|