Trading Metrics calculated at close of trading on 20-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,355.8 |
1,331.7 |
-24.1 |
-1.8% |
1,339.4 |
High |
1,360.2 |
1,335.2 |
-25.0 |
-1.8% |
1,388.4 |
Low |
1,328.5 |
1,321.0 |
-7.5 |
-0.6% |
1,328.0 |
Close |
1,341.5 |
1,330.7 |
-10.8 |
-0.8% |
1,379.2 |
Range |
31.7 |
14.2 |
-17.5 |
-55.2% |
60.4 |
ATR |
20.0 |
20.0 |
0.0 |
0.2% |
0.0 |
Volume |
21,994 |
22,157 |
163 |
0.7% |
126,731 |
|
Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,371.6 |
1,365.3 |
1,338.5 |
|
R3 |
1,357.4 |
1,351.1 |
1,334.6 |
|
R2 |
1,343.2 |
1,343.2 |
1,333.3 |
|
R1 |
1,336.9 |
1,336.9 |
1,332.0 |
1,333.0 |
PP |
1,329.0 |
1,329.0 |
1,329.0 |
1,327.0 |
S1 |
1,322.7 |
1,322.7 |
1,329.4 |
1,318.8 |
S2 |
1,314.8 |
1,314.8 |
1,328.1 |
|
S3 |
1,300.6 |
1,308.5 |
1,326.8 |
|
S4 |
1,286.4 |
1,294.3 |
1,322.9 |
|
|
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 |
1,321.0 |
71.2 |
5.4% |
22.4 |
1.7% |
14% |
False |
True |
17,363 |
10 |
1,392.2 |
1,321.0 |
71.2 |
5.4% |
20.5 |
1.5% |
14% |
False |
True |
21,725 |
20 |
1,392.2 |
1,316.4 |
75.8 |
5.7% |
18.7 |
1.4% |
19% |
False |
False |
15,476 |
40 |
1,392.2 |
1,233.0 |
159.2 |
12.0% |
18.4 |
1.4% |
61% |
False |
False |
9,702 |
60 |
1,392.2 |
1,186.7 |
205.5 |
15.4% |
17.2 |
1.3% |
70% |
False |
False |
7,231 |
80 |
1,392.2 |
1,186.7 |
205.5 |
15.4% |
18.3 |
1.4% |
70% |
False |
False |
5,729 |
100 |
1,392.2 |
1,186.7 |
205.5 |
15.4% |
17.6 |
1.3% |
70% |
False |
False |
4,825 |
120 |
1,392.2 |
1,186.7 |
205.5 |
15.4% |
18.1 |
1.4% |
70% |
False |
False |
4,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,395.6 |
2.618 |
1,372.4 |
1.618 |
1,358.2 |
1.000 |
1,349.4 |
0.618 |
1,344.0 |
HIGH |
1,335.2 |
0.618 |
1,329.8 |
0.500 |
1,328.1 |
0.382 |
1,326.4 |
LOW |
1,321.0 |
0.618 |
1,312.2 |
1.000 |
1,306.8 |
1.618 |
1,298.0 |
2.618 |
1,283.8 |
4.250 |
1,260.7 |
|
|
Fisher Pivots for day following 20-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,329.8 |
1,344.5 |
PP |
1,329.0 |
1,339.9 |
S1 |
1,328.1 |
1,335.3 |
|