Trading Metrics calculated at close of trading on 11-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,336.5 |
1,340.3 |
3.8 |
0.3% |
1,334.8 |
High |
1,344.6 |
1,351.8 |
7.2 |
0.5% |
1,354.9 |
Low |
1,332.6 |
1,339.3 |
6.7 |
0.5% |
1,329.0 |
Close |
1,342.2 |
1,347.4 |
5.2 |
0.4% |
1,338.8 |
Range |
12.0 |
12.5 |
0.5 |
4.2% |
25.9 |
ATR |
16.1 |
15.9 |
-0.3 |
-1.6% |
0.0 |
Volume |
2,238 |
2,400 |
162 |
7.2% |
6,267 |
|
Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,383.7 |
1,378.0 |
1,354.3 |
|
R3 |
1,371.2 |
1,365.5 |
1,350.8 |
|
R2 |
1,358.7 |
1,358.7 |
1,349.7 |
|
R1 |
1,353.0 |
1,353.0 |
1,348.5 |
1,355.9 |
PP |
1,346.2 |
1,346.2 |
1,346.2 |
1,347.6 |
S1 |
1,340.5 |
1,340.5 |
1,346.3 |
1,343.4 |
S2 |
1,333.7 |
1,333.7 |
1,345.1 |
|
S3 |
1,321.2 |
1,328.0 |
1,344.0 |
|
S4 |
1,308.7 |
1,315.5 |
1,340.5 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,418.6 |
1,404.6 |
1,353.0 |
|
R3 |
1,392.7 |
1,378.7 |
1,345.9 |
|
R2 |
1,366.8 |
1,366.8 |
1,343.5 |
|
R1 |
1,352.8 |
1,352.8 |
1,341.2 |
1,359.8 |
PP |
1,340.9 |
1,340.9 |
1,340.9 |
1,344.4 |
S1 |
1,326.9 |
1,326.9 |
1,336.4 |
1,333.9 |
S2 |
1,315.0 |
1,315.0 |
1,334.1 |
|
S3 |
1,289.1 |
1,301.0 |
1,331.7 |
|
S4 |
1,263.2 |
1,275.1 |
1,324.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,353.0 |
1,329.0 |
24.0 |
1.8% |
14.9 |
1.1% |
77% |
False |
False |
1,690 |
10 |
1,354.9 |
1,321.8 |
33.1 |
2.5% |
15.5 |
1.2% |
77% |
False |
False |
1,514 |
20 |
1,354.9 |
1,274.5 |
80.4 |
6.0% |
14.6 |
1.1% |
91% |
False |
False |
1,650 |
40 |
1,354.9 |
1,234.6 |
120.3 |
8.9% |
13.6 |
1.0% |
94% |
False |
False |
1,631 |
60 |
1,354.9 |
1,187.2 |
167.7 |
12.4% |
13.5 |
1.0% |
96% |
False |
False |
1,207 |
80 |
1,354.9 |
1,187.2 |
167.7 |
12.4% |
12.7 |
0.9% |
96% |
False |
False |
1,003 |
100 |
1,359.7 |
1,187.2 |
172.5 |
12.8% |
12.0 |
0.9% |
93% |
False |
False |
867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,404.9 |
2.618 |
1,384.5 |
1.618 |
1,372.0 |
1.000 |
1,364.3 |
0.618 |
1,359.5 |
HIGH |
1,351.8 |
0.618 |
1,347.0 |
0.500 |
1,345.6 |
0.382 |
1,344.1 |
LOW |
1,339.3 |
0.618 |
1,331.6 |
1.000 |
1,326.8 |
1.618 |
1,319.1 |
2.618 |
1,306.6 |
4.250 |
1,286.2 |
|
|
Fisher Pivots for day following 11-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,346.8 |
1,345.1 |
PP |
1,346.2 |
1,342.7 |
S1 |
1,345.6 |
1,340.4 |
|