Trading Metrics calculated at close of trading on 12-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,340.0 |
1,349.7 |
9.7 |
0.7% |
1,330.6 |
High |
1,353.0 |
1,371.2 |
18.2 |
1.3% |
1,355.3 |
Low |
1,338.1 |
1,346.0 |
7.9 |
0.6% |
1,327.7 |
Close |
1,347.0 |
1,370.7 |
23.7 |
1.8% |
1,338.5 |
Range |
14.9 |
25.2 |
10.3 |
69.1% |
27.6 |
ATR |
18.0 |
18.5 |
0.5 |
2.9% |
0.0 |
Volume |
19,764 |
36,546 |
16,782 |
84.9% |
61,334 |
|
Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,438.2 |
1,429.7 |
1,384.6 |
|
R3 |
1,413.0 |
1,404.5 |
1,377.6 |
|
R2 |
1,387.8 |
1,387.8 |
1,375.3 |
|
R1 |
1,379.3 |
1,379.3 |
1,373.0 |
1,383.6 |
PP |
1,362.6 |
1,362.6 |
1,362.6 |
1,364.8 |
S1 |
1,354.1 |
1,354.1 |
1,368.4 |
1,358.4 |
S2 |
1,337.4 |
1,337.4 |
1,366.1 |
|
S3 |
1,312.2 |
1,328.9 |
1,363.8 |
|
S4 |
1,287.0 |
1,303.7 |
1,356.8 |
|
|
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 |
1,371.2 |
1,327.7 |
43.5 |
3.2% |
20.9 |
1.5% |
99% |
True |
False |
20,928 |
10 |
1,371.2 |
1,319.9 |
51.3 |
3.7% |
18.4 |
1.3% |
99% |
True |
False |
15,292 |
20 |
1,371.2 |
1,285.1 |
86.1 |
6.3% |
17.4 |
1.3% |
99% |
True |
False |
10,690 |
40 |
1,371.2 |
1,233.0 |
138.2 |
10.1% |
17.2 |
1.3% |
100% |
True |
False |
7,321 |
60 |
1,371.2 |
1,186.7 |
184.5 |
13.5% |
17.5 |
1.3% |
100% |
True |
False |
5,317 |
80 |
1,371.2 |
1,186.7 |
184.5 |
13.5% |
17.8 |
1.3% |
100% |
True |
False |
4,365 |
100 |
1,371.2 |
1,186.7 |
184.5 |
13.5% |
17.6 |
1.3% |
100% |
True |
False |
3,657 |
120 |
1,376.1 |
1,186.7 |
189.4 |
13.8% |
17.8 |
1.3% |
97% |
False |
False |
3,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,478.3 |
2.618 |
1,437.2 |
1.618 |
1,412.0 |
1.000 |
1,396.4 |
0.618 |
1,386.8 |
HIGH |
1,371.2 |
0.618 |
1,361.6 |
0.500 |
1,358.6 |
0.382 |
1,355.6 |
LOW |
1,346.0 |
0.618 |
1,330.4 |
1.000 |
1,320.8 |
1.618 |
1,305.2 |
2.618 |
1,280.0 |
4.250 |
1,238.9 |
|
|
Fisher Pivots for day following 12-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,366.7 |
1,363.7 |
PP |
1,362.6 |
1,356.6 |
S1 |
1,358.6 |
1,349.6 |
|