Trading Metrics calculated at close of trading on 10-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,350.8 |
1,339.4 |
-11.4 |
-0.8% |
1,330.6 |
High |
1,352.5 |
1,345.1 |
-7.4 |
-0.5% |
1,355.3 |
Low |
1,327.7 |
1,328.0 |
0.3 |
0.0% |
1,327.7 |
Close |
1,338.5 |
1,341.8 |
3.3 |
0.2% |
1,338.5 |
Range |
24.8 |
17.1 |
-7.7 |
-31.0% |
27.6 |
ATR |
18.3 |
18.2 |
-0.1 |
-0.5% |
0.0 |
Volume |
23,699 |
17,737 |
-5,962 |
-25.2% |
61,334 |
|
Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,389.6 |
1,382.8 |
1,351.2 |
|
R3 |
1,372.5 |
1,365.7 |
1,346.5 |
|
R2 |
1,355.4 |
1,355.4 |
1,344.9 |
|
R1 |
1,348.6 |
1,348.6 |
1,343.4 |
1,352.0 |
PP |
1,338.3 |
1,338.3 |
1,338.3 |
1,340.0 |
S1 |
1,331.5 |
1,331.5 |
1,340.2 |
1,334.9 |
S2 |
1,321.2 |
1,321.2 |
1,338.7 |
|
S3 |
1,304.1 |
1,314.4 |
1,337.1 |
|
S4 |
1,287.0 |
1,297.3 |
1,332.4 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,423.3 |
1,408.5 |
1,353.7 |
|
R3 |
1,395.7 |
1,380.9 |
1,346.1 |
|
R2 |
1,368.1 |
1,368.1 |
1,343.6 |
|
R1 |
1,353.3 |
1,353.3 |
1,341.0 |
1,360.7 |
PP |
1,340.5 |
1,340.5 |
1,340.5 |
1,344.2 |
S1 |
1,325.7 |
1,325.7 |
1,336.0 |
1,333.1 |
S2 |
1,312.9 |
1,312.9 |
1,333.4 |
|
S3 |
1,285.3 |
1,298.1 |
1,330.9 |
|
S4 |
1,257.7 |
1,270.5 |
1,323.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,354.1 |
1,327.7 |
26.4 |
2.0% |
18.7 |
1.4% |
53% |
False |
False |
13,070 |
10 |
1,355.3 |
1,319.9 |
35.4 |
2.6% |
17.9 |
1.3% |
62% |
False |
False |
10,799 |
20 |
1,355.3 |
1,265.4 |
89.9 |
6.7% |
16.9 |
1.3% |
85% |
False |
False |
8,165 |
40 |
1,355.3 |
1,228.9 |
126.4 |
9.4% |
16.9 |
1.3% |
89% |
False |
False |
6,033 |
60 |
1,355.3 |
1,186.7 |
168.6 |
12.6% |
17.4 |
1.3% |
92% |
False |
False |
4,416 |
80 |
1,355.3 |
1,186.7 |
168.6 |
12.6% |
17.7 |
1.3% |
92% |
False |
False |
3,681 |
100 |
1,362.0 |
1,186.7 |
175.3 |
13.1% |
17.6 |
1.3% |
88% |
False |
False |
3,104 |
120 |
1,376.1 |
1,186.7 |
189.4 |
14.1% |
17.9 |
1.3% |
82% |
False |
False |
2,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,417.8 |
2.618 |
1,389.9 |
1.618 |
1,372.8 |
1.000 |
1,362.2 |
0.618 |
1,355.7 |
HIGH |
1,345.1 |
0.618 |
1,338.6 |
0.500 |
1,336.6 |
0.382 |
1,334.5 |
LOW |
1,328.0 |
0.618 |
1,317.4 |
1.000 |
1,310.9 |
1.618 |
1,300.3 |
2.618 |
1,283.2 |
4.250 |
1,255.3 |
|
|
Fisher Pivots for day following 10-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,340.1 |
1,341.5 |
PP |
1,338.3 |
1,341.2 |
S1 |
1,336.6 |
1,340.9 |
|