Trading Metrics calculated at close of trading on 21-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,331.7 |
1,330.2 |
-1.5 |
-0.1% |
1,383.0 |
High |
1,335.2 |
1,343.2 |
8.0 |
0.6% |
1,392.2 |
Low |
1,321.0 |
1,329.0 |
8.0 |
0.6% |
1,321.0 |
Close |
1,330.7 |
1,336.0 |
5.3 |
0.4% |
1,336.0 |
Range |
14.2 |
14.2 |
0.0 |
0.0% |
71.2 |
ATR |
20.0 |
19.6 |
-0.4 |
-2.1% |
0.0 |
Volume |
22,157 |
50,866 |
28,709 |
129.6% |
117,692 |
|
Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,378.7 |
1,371.5 |
1,343.8 |
|
R3 |
1,364.5 |
1,357.3 |
1,339.9 |
|
R2 |
1,350.3 |
1,350.3 |
1,338.6 |
|
R1 |
1,343.1 |
1,343.1 |
1,337.3 |
1,346.7 |
PP |
1,336.1 |
1,336.1 |
1,336.1 |
1,337.9 |
S1 |
1,328.9 |
1,328.9 |
1,334.7 |
1,332.5 |
S2 |
1,321.9 |
1,321.9 |
1,333.4 |
|
S3 |
1,307.7 |
1,314.7 |
1,332.1 |
|
S4 |
1,293.5 |
1,300.5 |
1,328.2 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,563.3 |
1,520.9 |
1,375.2 |
|
R3 |
1,492.1 |
1,449.7 |
1,355.6 |
|
R2 |
1,420.9 |
1,420.9 |
1,349.1 |
|
R1 |
1,378.5 |
1,378.5 |
1,342.5 |
1,364.1 |
PP |
1,349.7 |
1,349.7 |
1,349.7 |
1,342.6 |
S1 |
1,307.3 |
1,307.3 |
1,329.5 |
1,292.9 |
S2 |
1,278.5 |
1,278.5 |
1,322.9 |
|
S3 |
1,207.3 |
1,236.1 |
1,316.4 |
|
S4 |
1,136.1 |
1,164.9 |
1,296.8 |
|
|
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 |
5.3% |
21.3 |
1.6% |
21% |
False |
False |
23,538 |
10 |
1,392.2 |
1,321.0 |
71.2 |
5.3% |
19.4 |
1.5% |
21% |
False |
False |
24,442 |
20 |
1,392.2 |
1,319.6 |
72.6 |
5.4% |
18.8 |
1.4% |
23% |
False |
False |
17,433 |
40 |
1,392.2 |
1,238.5 |
153.7 |
11.5% |
18.0 |
1.3% |
63% |
False |
False |
10,914 |
60 |
1,392.2 |
1,186.7 |
205.5 |
15.4% |
17.2 |
1.3% |
73% |
False |
False |
8,057 |
80 |
1,392.2 |
1,186.7 |
205.5 |
15.4% |
18.4 |
1.4% |
73% |
False |
False |
6,344 |
100 |
1,392.2 |
1,186.7 |
205.5 |
15.4% |
17.6 |
1.3% |
73% |
False |
False |
5,307 |
120 |
1,392.2 |
1,186.7 |
205.5 |
15.4% |
18.1 |
1.4% |
73% |
False |
False |
4,530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,403.6 |
2.618 |
1,380.4 |
1.618 |
1,366.2 |
1.000 |
1,357.4 |
0.618 |
1,352.0 |
HIGH |
1,343.2 |
0.618 |
1,337.8 |
0.500 |
1,336.1 |
0.382 |
1,334.4 |
LOW |
1,329.0 |
0.618 |
1,320.2 |
1.000 |
1,314.8 |
1.618 |
1,306.0 |
2.618 |
1,291.8 |
4.250 |
1,268.7 |
|
|
Fisher Pivots for day following 21-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,336.1 |
1,340.6 |
PP |
1,336.1 |
1,339.1 |
S1 |
1,336.0 |
1,337.5 |
|