Trading Metrics calculated at close of trading on 19-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,367.3 |
1,355.8 |
-11.5 |
-0.8% |
1,339.4 |
High |
1,368.0 |
1,360.2 |
-7.8 |
-0.6% |
1,388.4 |
Low |
1,351.4 |
1,328.5 |
-22.9 |
-1.7% |
1,328.0 |
Close |
1,359.1 |
1,341.5 |
-17.6 |
-1.3% |
1,379.2 |
Range |
16.6 |
31.7 |
15.1 |
91.0% |
60.4 |
ATR |
19.1 |
20.0 |
0.9 |
4.7% |
0.0 |
Volume |
13,765 |
21,994 |
8,229 |
59.8% |
126,731 |
|
Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,438.5 |
1,421.7 |
1,358.9 |
|
R3 |
1,406.8 |
1,390.0 |
1,350.2 |
|
R2 |
1,375.1 |
1,375.1 |
1,347.3 |
|
R1 |
1,358.3 |
1,358.3 |
1,344.4 |
1,350.9 |
PP |
1,343.4 |
1,343.4 |
1,343.4 |
1,339.7 |
S1 |
1,326.6 |
1,326.6 |
1,338.6 |
1,319.2 |
S2 |
1,311.7 |
1,311.7 |
1,335.7 |
|
S3 |
1,280.0 |
1,294.9 |
1,332.8 |
|
S4 |
1,248.3 |
1,263.2 |
1,324.1 |
|
|
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 |
1,328.5 |
63.7 |
4.7% |
21.7 |
1.6% |
20% |
False |
True |
19,470 |
10 |
1,392.2 |
1,327.7 |
64.5 |
4.8% |
21.3 |
1.6% |
21% |
False |
False |
20,199 |
20 |
1,392.2 |
1,307.2 |
85.0 |
6.3% |
18.9 |
1.4% |
40% |
False |
False |
14,542 |
40 |
1,392.2 |
1,233.0 |
159.2 |
11.9% |
18.2 |
1.4% |
68% |
False |
False |
9,216 |
60 |
1,392.2 |
1,186.7 |
205.5 |
15.3% |
17.2 |
1.3% |
75% |
False |
False |
6,874 |
80 |
1,392.2 |
1,186.7 |
205.5 |
15.3% |
18.2 |
1.4% |
75% |
False |
False |
5,467 |
100 |
1,392.2 |
1,186.7 |
205.5 |
15.3% |
17.6 |
1.3% |
75% |
False |
False |
4,610 |
120 |
1,392.2 |
1,186.7 |
205.5 |
15.3% |
18.1 |
1.4% |
75% |
False |
False |
3,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,494.9 |
2.618 |
1,443.2 |
1.618 |
1,411.5 |
1.000 |
1,391.9 |
0.618 |
1,379.8 |
HIGH |
1,360.2 |
0.618 |
1,348.1 |
0.500 |
1,344.4 |
0.382 |
1,340.6 |
LOW |
1,328.5 |
0.618 |
1,308.9 |
1.000 |
1,296.8 |
1.618 |
1,277.2 |
2.618 |
1,245.5 |
4.250 |
1,193.8 |
|
|
Fisher Pivots for day following 19-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,344.4 |
1,360.4 |
PP |
1,343.4 |
1,354.1 |
S1 |
1,342.5 |
1,347.8 |
|