Trading Metrics calculated at close of trading on 24-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,330.2 |
1,334.8 |
4.6 |
0.3% |
1,383.0 |
High |
1,343.2 |
1,335.6 |
-7.6 |
-0.6% |
1,392.2 |
Low |
1,329.0 |
1,308.4 |
-20.6 |
-1.6% |
1,321.0 |
Close |
1,336.0 |
1,311.1 |
-24.9 |
-1.9% |
1,336.0 |
Range |
14.2 |
27.2 |
13.0 |
91.5% |
71.2 |
ATR |
19.6 |
20.2 |
0.6 |
2.9% |
0.0 |
Volume |
50,866 |
45,773 |
-5,093 |
-10.0% |
117,692 |
|
Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,400.0 |
1,382.7 |
1,326.1 |
|
R3 |
1,372.8 |
1,355.5 |
1,318.6 |
|
R2 |
1,345.6 |
1,345.6 |
1,316.1 |
|
R1 |
1,328.3 |
1,328.3 |
1,313.6 |
1,323.4 |
PP |
1,318.4 |
1,318.4 |
1,318.4 |
1,315.9 |
S1 |
1,301.1 |
1,301.1 |
1,308.6 |
1,296.2 |
S2 |
1,291.2 |
1,291.2 |
1,306.1 |
|
S3 |
1,264.0 |
1,273.9 |
1,303.6 |
|
S4 |
1,236.8 |
1,246.7 |
1,296.1 |
|
|
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 |
1,368.0 |
1,308.4 |
59.6 |
4.5% |
20.8 |
1.6% |
5% |
False |
True |
30,911 |
10 |
1,392.2 |
1,308.4 |
83.8 |
6.4% |
20.4 |
1.6% |
3% |
False |
True |
27,245 |
20 |
1,392.2 |
1,308.4 |
83.8 |
6.4% |
19.1 |
1.5% |
3% |
False |
True |
19,022 |
40 |
1,392.2 |
1,238.5 |
153.7 |
11.7% |
18.3 |
1.4% |
47% |
False |
False |
11,959 |
60 |
1,392.2 |
1,186.7 |
205.5 |
15.7% |
17.6 |
1.3% |
61% |
False |
False |
8,816 |
80 |
1,392.2 |
1,186.7 |
205.5 |
15.7% |
18.4 |
1.4% |
61% |
False |
False |
6,903 |
100 |
1,392.2 |
1,186.7 |
205.5 |
15.7% |
17.8 |
1.4% |
61% |
False |
False |
5,764 |
120 |
1,392.2 |
1,186.7 |
205.5 |
15.7% |
18.2 |
1.4% |
61% |
False |
False |
4,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,451.2 |
2.618 |
1,406.8 |
1.618 |
1,379.6 |
1.000 |
1,362.8 |
0.618 |
1,352.4 |
HIGH |
1,335.6 |
0.618 |
1,325.2 |
0.500 |
1,322.0 |
0.382 |
1,318.8 |
LOW |
1,308.4 |
0.618 |
1,291.6 |
1.000 |
1,281.2 |
1.618 |
1,264.4 |
2.618 |
1,237.2 |
4.250 |
1,192.8 |
|
|
Fisher Pivots for day following 24-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,322.0 |
1,325.8 |
PP |
1,318.4 |
1,320.9 |
S1 |
1,314.7 |
1,316.0 |
|