Trading Metrics calculated at close of trading on 14-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,367.2 |
1,371.5 |
4.3 |
0.3% |
1,339.4 |
High |
1,375.7 |
1,388.4 |
12.7 |
0.9% |
1,388.4 |
Low |
1,365.1 |
1,368.6 |
3.5 |
0.3% |
1,328.0 |
Close |
1,372.6 |
1,379.2 |
6.6 |
0.5% |
1,379.2 |
Range |
10.6 |
19.8 |
9.2 |
86.8% |
60.4 |
ATR |
17.9 |
18.1 |
0.1 |
0.7% |
0.0 |
Volume |
32,695 |
19,989 |
-12,706 |
-38.9% |
126,731 |
|
Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,438.1 |
1,428.5 |
1,390.1 |
|
R3 |
1,418.3 |
1,408.7 |
1,384.6 |
|
R2 |
1,398.5 |
1,398.5 |
1,382.8 |
|
R1 |
1,388.9 |
1,388.9 |
1,381.0 |
1,393.7 |
PP |
1,378.7 |
1,378.7 |
1,378.7 |
1,381.2 |
S1 |
1,369.1 |
1,369.1 |
1,377.4 |
1,373.9 |
S2 |
1,358.9 |
1,358.9 |
1,375.6 |
|
S3 |
1,339.1 |
1,349.3 |
1,373.8 |
|
S4 |
1,319.3 |
1,329.5 |
1,368.3 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,546.4 |
1,523.2 |
1,412.4 |
|
R3 |
1,486.0 |
1,462.8 |
1,395.8 |
|
R2 |
1,425.6 |
1,425.6 |
1,390.3 |
|
R1 |
1,402.4 |
1,402.4 |
1,384.7 |
1,414.0 |
PP |
1,365.2 |
1,365.2 |
1,365.2 |
1,371.0 |
S1 |
1,342.0 |
1,342.0 |
1,373.7 |
1,353.6 |
S2 |
1,304.8 |
1,304.8 |
1,368.1 |
|
S3 |
1,244.4 |
1,281.6 |
1,362.6 |
|
S4 |
1,184.0 |
1,221.2 |
1,346.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,388.4 |
1,328.0 |
60.4 |
4.4% |
17.5 |
1.3% |
85% |
True |
False |
25,346 |
10 |
1,388.4 |
1,327.7 |
60.7 |
4.4% |
18.9 |
1.4% |
85% |
True |
False |
18,806 |
20 |
1,388.4 |
1,301.3 |
87.1 |
6.3% |
17.6 |
1.3% |
89% |
True |
False |
12,946 |
40 |
1,388.4 |
1,233.0 |
155.4 |
11.3% |
17.4 |
1.3% |
94% |
True |
False |
8,378 |
60 |
1,388.4 |
1,186.7 |
201.7 |
14.6% |
17.3 |
1.3% |
95% |
True |
False |
6,164 |
80 |
1,388.4 |
1,186.7 |
201.7 |
14.6% |
18.0 |
1.3% |
95% |
True |
False |
4,950 |
100 |
1,388.4 |
1,186.7 |
201.7 |
14.6% |
17.3 |
1.3% |
95% |
True |
False |
4,180 |
120 |
1,388.4 |
1,186.7 |
201.7 |
14.6% |
17.8 |
1.3% |
95% |
True |
False |
3,564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,472.6 |
2.618 |
1,440.2 |
1.618 |
1,420.4 |
1.000 |
1,408.2 |
0.618 |
1,400.6 |
HIGH |
1,388.4 |
0.618 |
1,380.8 |
0.500 |
1,378.5 |
0.382 |
1,376.2 |
LOW |
1,368.6 |
0.618 |
1,356.4 |
1.000 |
1,348.8 |
1.618 |
1,336.6 |
2.618 |
1,316.8 |
4.250 |
1,284.5 |
|
|
Fisher Pivots for day following 14-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,379.0 |
1,375.2 |
PP |
1,378.7 |
1,371.2 |
S1 |
1,378.5 |
1,367.2 |
|