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 |
3,673.75 |
3,690.25 |
16.50 |
0.4% |
3,621.50 |
High |
3,698.00 |
3,712.75 |
14.75 |
0.4% |
3,712.75 |
Low |
3,657.25 |
3,633.75 |
-23.50 |
-0.6% |
3,602.00 |
Close |
3,691.50 |
3,639.00 |
-52.50 |
-1.4% |
3,639.00 |
Range |
40.75 |
79.00 |
38.25 |
93.9% |
110.75 |
ATR |
46.74 |
49.05 |
2.30 |
4.9% |
0.00 |
Volume |
263,321 |
379,137 |
115,816 |
44.0% |
1,666,388 |
|
Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,898.75 |
3,848.00 |
3,682.50 |
|
R3 |
3,819.75 |
3,769.00 |
3,660.75 |
|
R2 |
3,740.75 |
3,740.75 |
3,653.50 |
|
R1 |
3,690.00 |
3,690.00 |
3,646.25 |
3,676.00 |
PP |
3,661.75 |
3,661.75 |
3,661.75 |
3,654.75 |
S1 |
3,611.00 |
3,611.00 |
3,631.75 |
3,597.00 |
S2 |
3,582.75 |
3,582.75 |
3,624.50 |
|
S3 |
3,503.75 |
3,532.00 |
3,617.25 |
|
S4 |
3,424.75 |
3,453.00 |
3,595.50 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,983.50 |
3,922.00 |
3,700.00 |
|
R3 |
3,872.75 |
3,811.25 |
3,669.50 |
|
R2 |
3,762.00 |
3,762.00 |
3,659.25 |
|
R1 |
3,700.50 |
3,700.50 |
3,649.25 |
3,731.25 |
PP |
3,651.25 |
3,651.25 |
3,651.25 |
3,666.50 |
S1 |
3,589.75 |
3,589.75 |
3,628.75 |
3,620.50 |
S2 |
3,540.50 |
3,540.50 |
3,618.75 |
|
S3 |
3,429.75 |
3,479.00 |
3,608.50 |
|
S4 |
3,319.00 |
3,368.25 |
3,578.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,712.75 |
3,602.00 |
110.75 |
3.0% |
61.25 |
1.7% |
33% |
True |
False |
333,277 |
10 |
3,719.00 |
3,602.00 |
117.00 |
3.2% |
54.75 |
1.5% |
32% |
False |
False |
223,545 |
20 |
3,733.25 |
3,602.00 |
131.25 |
3.6% |
47.75 |
1.3% |
28% |
False |
False |
112,609 |
40 |
3,733.25 |
3,408.00 |
325.25 |
8.9% |
48.00 |
1.3% |
71% |
False |
False |
56,574 |
60 |
3,733.25 |
3,408.00 |
325.25 |
8.9% |
40.25 |
1.1% |
71% |
False |
False |
37,728 |
80 |
3,733.25 |
3,408.00 |
325.25 |
8.9% |
33.00 |
0.9% |
71% |
False |
False |
28,297 |
100 |
3,733.25 |
3,307.00 |
426.25 |
11.7% |
27.00 |
0.7% |
78% |
False |
False |
22,638 |
120 |
3,733.25 |
3,119.75 |
613.50 |
16.9% |
23.00 |
0.6% |
85% |
False |
False |
18,865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,048.50 |
2.618 |
3,919.50 |
1.618 |
3,840.50 |
1.000 |
3,791.75 |
0.618 |
3,761.50 |
HIGH |
3,712.75 |
0.618 |
3,682.50 |
0.500 |
3,673.25 |
0.382 |
3,664.00 |
LOW |
3,633.75 |
0.618 |
3,585.00 |
1.000 |
3,554.75 |
1.618 |
3,506.00 |
2.618 |
3,427.00 |
4.250 |
3,298.00 |
|
|
Fisher Pivots for day following 21-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
3,673.25 |
3,673.25 |
PP |
3,661.75 |
3,661.75 |
S1 |
3,650.50 |
3,650.50 |
|