Trading Metrics calculated at close of trading on 13-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
3,683.25 |
3,701.00 |
17.75 |
0.5% |
3,677.50 |
High |
3,702.50 |
3,715.50 |
13.00 |
0.4% |
3,733.25 |
Low |
3,654.50 |
3,629.25 |
-25.25 |
-0.7% |
3,630.25 |
Close |
3,699.75 |
3,644.50 |
-55.25 |
-1.5% |
3,697.25 |
Range |
48.00 |
86.25 |
38.25 |
79.7% |
103.00 |
ATR |
41.05 |
44.28 |
3.23 |
7.9% |
0.00 |
Volume |
43,180 |
145,416 |
102,236 |
236.8% |
10,311 |
|
Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,921.75 |
3,869.50 |
3,692.00 |
|
R3 |
3,835.50 |
3,783.25 |
3,668.25 |
|
R2 |
3,749.25 |
3,749.25 |
3,660.25 |
|
R1 |
3,697.00 |
3,697.00 |
3,652.50 |
3,680.00 |
PP |
3,663.00 |
3,663.00 |
3,663.00 |
3,654.50 |
S1 |
3,610.75 |
3,610.75 |
3,636.50 |
3,593.75 |
S2 |
3,576.75 |
3,576.75 |
3,628.75 |
|
S3 |
3,490.50 |
3,524.50 |
3,620.75 |
|
S4 |
3,404.25 |
3,438.25 |
3,597.00 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,996.00 |
3,949.50 |
3,754.00 |
|
R3 |
3,893.00 |
3,846.50 |
3,725.50 |
|
R2 |
3,790.00 |
3,790.00 |
3,716.25 |
|
R1 |
3,743.50 |
3,743.50 |
3,706.75 |
3,766.75 |
PP |
3,687.00 |
3,687.00 |
3,687.00 |
3,698.50 |
S1 |
3,640.50 |
3,640.50 |
3,687.75 |
3,663.75 |
S2 |
3,584.00 |
3,584.00 |
3,678.25 |
|
S3 |
3,481.00 |
3,537.50 |
3,669.00 |
|
S4 |
3,378.00 |
3,434.50 |
3,640.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,733.25 |
3,629.25 |
104.00 |
2.9% |
52.25 |
1.4% |
15% |
False |
True |
40,315 |
10 |
3,733.25 |
3,629.25 |
104.00 |
2.9% |
46.25 |
1.3% |
15% |
False |
True |
21,227 |
20 |
3,733.25 |
3,591.50 |
141.75 |
3.9% |
40.50 |
1.1% |
37% |
False |
False |
11,044 |
40 |
3,733.25 |
3,408.00 |
325.25 |
8.9% |
42.75 |
1.2% |
73% |
False |
False |
5,713 |
60 |
3,733.25 |
3,408.00 |
325.25 |
8.9% |
37.00 |
1.0% |
73% |
False |
False |
3,813 |
80 |
3,733.25 |
3,354.00 |
379.25 |
10.4% |
29.00 |
0.8% |
77% |
False |
False |
2,860 |
100 |
3,733.25 |
3,307.00 |
426.25 |
11.7% |
23.75 |
0.6% |
79% |
False |
False |
2,288 |
120 |
3,733.25 |
3,119.75 |
613.50 |
16.8% |
20.00 |
0.5% |
86% |
False |
False |
1,907 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,082.00 |
2.618 |
3,941.25 |
1.618 |
3,855.00 |
1.000 |
3,801.75 |
0.618 |
3,768.75 |
HIGH |
3,715.50 |
0.618 |
3,682.50 |
0.500 |
3,672.50 |
0.382 |
3,662.25 |
LOW |
3,629.25 |
0.618 |
3,576.00 |
1.000 |
3,543.00 |
1.618 |
3,489.75 |
2.618 |
3,403.50 |
4.250 |
3,262.75 |
|
|
Fisher Pivots for day following 13-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
3,672.50 |
3,674.00 |
PP |
3,663.00 |
3,664.25 |
S1 |
3,653.75 |
3,654.50 |
|