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 |
1,349.7 |
1,367.2 |
17.5 |
1.3% |
1,330.6 |
High |
1,371.2 |
1,375.7 |
4.5 |
0.3% |
1,355.3 |
Low |
1,346.0 |
1,365.1 |
19.1 |
1.4% |
1,327.7 |
Close |
1,370.7 |
1,372.6 |
1.9 |
0.1% |
1,338.5 |
Range |
25.2 |
10.6 |
-14.6 |
-57.9% |
27.6 |
ATR |
18.5 |
17.9 |
-0.6 |
-3.1% |
0.0 |
Volume |
36,546 |
32,695 |
-3,851 |
-10.5% |
61,334 |
|
Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,402.9 |
1,398.4 |
1,378.4 |
|
R3 |
1,392.3 |
1,387.8 |
1,375.5 |
|
R2 |
1,381.7 |
1,381.7 |
1,374.5 |
|
R1 |
1,377.2 |
1,377.2 |
1,373.6 |
1,379.5 |
PP |
1,371.1 |
1,371.1 |
1,371.1 |
1,372.3 |
S1 |
1,366.6 |
1,366.6 |
1,371.6 |
1,368.9 |
S2 |
1,360.5 |
1,360.5 |
1,370.7 |
|
S3 |
1,349.9 |
1,356.0 |
1,369.7 |
|
S4 |
1,339.3 |
1,345.4 |
1,366.8 |
|
|
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 |
1,375.7 |
1,327.7 |
48.0 |
3.5% |
18.5 |
1.3% |
94% |
True |
False |
26,088 |
10 |
1,375.7 |
1,319.9 |
55.8 |
4.1% |
18.3 |
1.3% |
94% |
True |
False |
18,239 |
20 |
1,375.7 |
1,286.3 |
89.4 |
6.5% |
17.4 |
1.3% |
97% |
True |
False |
12,163 |
40 |
1,375.7 |
1,233.0 |
142.7 |
10.4% |
17.1 |
1.2% |
98% |
True |
False |
7,998 |
60 |
1,375.7 |
1,186.7 |
189.0 |
13.8% |
17.4 |
1.3% |
98% |
True |
False |
5,843 |
80 |
1,375.7 |
1,186.7 |
189.0 |
13.8% |
17.8 |
1.3% |
98% |
True |
False |
4,739 |
100 |
1,375.7 |
1,186.7 |
189.0 |
13.8% |
17.2 |
1.3% |
98% |
True |
False |
3,982 |
120 |
1,375.7 |
1,186.7 |
189.0 |
13.8% |
17.8 |
1.3% |
98% |
True |
False |
3,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,420.8 |
2.618 |
1,403.5 |
1.618 |
1,392.9 |
1.000 |
1,386.3 |
0.618 |
1,382.3 |
HIGH |
1,375.7 |
0.618 |
1,371.7 |
0.500 |
1,370.4 |
0.382 |
1,369.1 |
LOW |
1,365.1 |
0.618 |
1,358.5 |
1.000 |
1,354.5 |
1.618 |
1,347.9 |
2.618 |
1,337.3 |
4.250 |
1,320.1 |
|
|
Fisher Pivots for day following 13-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,371.9 |
1,367.4 |
PP |
1,371.1 |
1,362.1 |
S1 |
1,370.4 |
1,356.9 |
|