Trading Metrics calculated at close of trading on 17-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,371.5 |
1,383.0 |
11.5 |
0.8% |
1,339.4 |
High |
1,388.4 |
1,392.2 |
3.8 |
0.3% |
1,388.4 |
Low |
1,368.6 |
1,362.6 |
-6.0 |
-0.4% |
1,328.0 |
Close |
1,379.2 |
1,373.1 |
-6.1 |
-0.4% |
1,379.2 |
Range |
19.8 |
29.6 |
9.8 |
49.5% |
60.4 |
ATR |
18.1 |
18.9 |
0.8 |
4.6% |
0.0 |
Volume |
19,989 |
8,910 |
-11,079 |
-55.4% |
126,731 |
|
Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,464.8 |
1,448.5 |
1,389.4 |
|
R3 |
1,435.2 |
1,418.9 |
1,381.2 |
|
R2 |
1,405.6 |
1,405.6 |
1,378.5 |
|
R1 |
1,389.3 |
1,389.3 |
1,375.8 |
1,382.7 |
PP |
1,376.0 |
1,376.0 |
1,376.0 |
1,372.6 |
S1 |
1,359.7 |
1,359.7 |
1,370.4 |
1,353.1 |
S2 |
1,346.4 |
1,346.4 |
1,367.7 |
|
S3 |
1,316.8 |
1,330.1 |
1,365.0 |
|
S4 |
1,287.2 |
1,300.5 |
1,356.8 |
|
|
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 |
1,392.2 |
1,338.1 |
54.1 |
3.9% |
20.0 |
1.5% |
65% |
True |
False |
23,580 |
10 |
1,392.2 |
1,327.7 |
64.5 |
4.7% |
19.4 |
1.4% |
70% |
True |
False |
18,325 |
20 |
1,392.2 |
1,307.2 |
85.0 |
6.2% |
18.0 |
1.3% |
78% |
True |
False |
13,201 |
40 |
1,392.2 |
1,233.0 |
159.2 |
11.6% |
18.0 |
1.3% |
88% |
True |
False |
8,532 |
60 |
1,392.2 |
1,186.7 |
205.5 |
15.0% |
17.4 |
1.3% |
91% |
True |
False |
6,302 |
80 |
1,392.2 |
1,186.7 |
205.5 |
15.0% |
18.1 |
1.3% |
91% |
True |
False |
5,038 |
100 |
1,392.2 |
1,186.7 |
205.5 |
15.0% |
17.5 |
1.3% |
91% |
True |
False |
4,265 |
120 |
1,392.2 |
1,186.7 |
205.5 |
15.0% |
17.9 |
1.3% |
91% |
True |
False |
3,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,518.0 |
2.618 |
1,469.7 |
1.618 |
1,440.1 |
1.000 |
1,421.8 |
0.618 |
1,410.5 |
HIGH |
1,392.2 |
0.618 |
1,380.9 |
0.500 |
1,377.4 |
0.382 |
1,373.9 |
LOW |
1,362.6 |
0.618 |
1,344.3 |
1.000 |
1,333.0 |
1.618 |
1,314.7 |
2.618 |
1,285.1 |
4.250 |
1,236.8 |
|
|
Fisher Pivots for day following 17-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,377.4 |
1,377.4 |
PP |
1,376.0 |
1,376.0 |
S1 |
1,374.5 |
1,374.5 |
|