Trading Metrics calculated at close of trading on 11-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,339.4 |
1,340.0 |
0.6 |
0.0% |
1,330.6 |
High |
1,345.1 |
1,353.0 |
7.9 |
0.6% |
1,355.3 |
Low |
1,328.0 |
1,338.1 |
10.1 |
0.8% |
1,327.7 |
Close |
1,341.8 |
1,347.0 |
5.2 |
0.4% |
1,338.5 |
Range |
17.1 |
14.9 |
-2.2 |
-12.9% |
27.6 |
ATR |
18.2 |
18.0 |
-0.2 |
-1.3% |
0.0 |
Volume |
17,737 |
19,764 |
2,027 |
11.4% |
61,334 |
|
Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,390.7 |
1,383.8 |
1,355.2 |
|
R3 |
1,375.8 |
1,368.9 |
1,351.1 |
|
R2 |
1,360.9 |
1,360.9 |
1,349.7 |
|
R1 |
1,354.0 |
1,354.0 |
1,348.4 |
1,357.5 |
PP |
1,346.0 |
1,346.0 |
1,346.0 |
1,347.8 |
S1 |
1,339.1 |
1,339.1 |
1,345.6 |
1,342.6 |
S2 |
1,331.1 |
1,331.1 |
1,344.3 |
|
S3 |
1,316.2 |
1,324.2 |
1,342.9 |
|
S4 |
1,301.3 |
1,309.3 |
1,338.8 |
|
|
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% |
17.6 |
1.3% |
73% |
False |
False |
15,154 |
10 |
1,355.3 |
1,319.9 |
35.4 |
2.6% |
18.2 |
1.3% |
77% |
False |
False |
12,019 |
20 |
1,355.3 |
1,277.2 |
78.1 |
5.8% |
17.0 |
1.3% |
89% |
False |
False |
8,967 |
40 |
1,355.3 |
1,233.0 |
122.3 |
9.1% |
16.8 |
1.2% |
93% |
False |
False |
6,461 |
60 |
1,355.3 |
1,186.7 |
168.6 |
12.5% |
17.5 |
1.3% |
95% |
False |
False |
4,724 |
80 |
1,355.3 |
1,186.7 |
168.6 |
12.5% |
17.7 |
1.3% |
95% |
False |
False |
3,921 |
100 |
1,362.0 |
1,186.7 |
175.3 |
13.0% |
17.5 |
1.3% |
91% |
False |
False |
3,299 |
120 |
1,376.1 |
1,186.7 |
189.4 |
14.1% |
17.9 |
1.3% |
85% |
False |
False |
2,835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,416.3 |
2.618 |
1,392.0 |
1.618 |
1,377.1 |
1.000 |
1,367.9 |
0.618 |
1,362.2 |
HIGH |
1,353.0 |
0.618 |
1,347.3 |
0.500 |
1,345.6 |
0.382 |
1,343.8 |
LOW |
1,338.1 |
0.618 |
1,328.9 |
1.000 |
1,323.2 |
1.618 |
1,314.0 |
2.618 |
1,299.1 |
4.250 |
1,274.8 |
|
|
Fisher Pivots for day following 11-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,346.5 |
1,344.8 |
PP |
1,346.0 |
1,342.6 |
S1 |
1,345.6 |
1,340.4 |
|