Trading Metrics calculated at close of trading on 18-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,383.0 |
1,367.3 |
-15.7 |
-1.1% |
1,339.4 |
High |
1,392.2 |
1,368.0 |
-24.2 |
-1.7% |
1,388.4 |
Low |
1,362.6 |
1,351.4 |
-11.2 |
-0.8% |
1,328.0 |
Close |
1,373.1 |
1,359.1 |
-14.0 |
-1.0% |
1,379.2 |
Range |
29.6 |
16.6 |
-13.0 |
-43.9% |
60.4 |
ATR |
18.9 |
19.1 |
0.2 |
1.1% |
0.0 |
Volume |
8,910 |
13,765 |
4,855 |
54.5% |
126,731 |
|
Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,409.3 |
1,400.8 |
1,368.2 |
|
R3 |
1,392.7 |
1,384.2 |
1,363.7 |
|
R2 |
1,376.1 |
1,376.1 |
1,362.1 |
|
R1 |
1,367.6 |
1,367.6 |
1,360.6 |
1,363.6 |
PP |
1,359.5 |
1,359.5 |
1,359.5 |
1,357.5 |
S1 |
1,351.0 |
1,351.0 |
1,357.6 |
1,347.0 |
S2 |
1,342.9 |
1,342.9 |
1,356.1 |
|
S3 |
1,326.3 |
1,334.4 |
1,354.5 |
|
S4 |
1,309.7 |
1,317.8 |
1,350.0 |
|
|
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 |
1,346.0 |
46.2 |
3.4% |
20.4 |
1.5% |
28% |
False |
False |
22,381 |
10 |
1,392.2 |
1,327.7 |
64.5 |
4.7% |
19.0 |
1.4% |
49% |
False |
False |
18,767 |
20 |
1,392.2 |
1,307.2 |
85.0 |
6.3% |
17.9 |
1.3% |
61% |
False |
False |
13,648 |
40 |
1,392.2 |
1,233.0 |
159.2 |
11.7% |
18.0 |
1.3% |
79% |
False |
False |
8,701 |
60 |
1,392.2 |
1,186.7 |
205.5 |
15.1% |
17.3 |
1.3% |
84% |
False |
False |
6,516 |
80 |
1,392.2 |
1,186.7 |
205.5 |
15.1% |
18.3 |
1.3% |
84% |
False |
False |
5,204 |
100 |
1,392.2 |
1,186.7 |
205.5 |
15.1% |
17.4 |
1.3% |
84% |
False |
False |
4,401 |
120 |
1,392.2 |
1,186.7 |
205.5 |
15.1% |
18.0 |
1.3% |
84% |
False |
False |
3,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,438.6 |
2.618 |
1,411.5 |
1.618 |
1,394.9 |
1.000 |
1,384.6 |
0.618 |
1,378.3 |
HIGH |
1,368.0 |
0.618 |
1,361.7 |
0.500 |
1,359.7 |
0.382 |
1,357.7 |
LOW |
1,351.4 |
0.618 |
1,341.1 |
1.000 |
1,334.8 |
1.618 |
1,324.5 |
2.618 |
1,307.9 |
4.250 |
1,280.9 |
|
|
Fisher Pivots for day following 18-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,359.7 |
1,371.8 |
PP |
1,359.5 |
1,367.6 |
S1 |
1,359.3 |
1,363.3 |
|