Trading Metrics calculated at close of trading on 13-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,349.0 |
1,366.9 |
17.9 |
1.3% |
1,334.8 |
High |
1,371.4 |
1,374.9 |
3.5 |
0.3% |
1,354.9 |
Low |
1,346.2 |
1,366.0 |
19.8 |
1.5% |
1,329.0 |
Close |
1,371.0 |
1,372.9 |
1.9 |
0.1% |
1,338.8 |
Range |
25.2 |
8.9 |
-16.3 |
-64.7% |
25.9 |
ATR |
16.5 |
16.0 |
-0.5 |
-3.3% |
0.0 |
Volume |
4,457 |
5,585 |
1,128 |
25.3% |
6,267 |
|
Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,398.0 |
1,394.3 |
1,377.8 |
|
R3 |
1,389.1 |
1,385.4 |
1,375.3 |
|
R2 |
1,380.2 |
1,380.2 |
1,374.5 |
|
R1 |
1,376.5 |
1,376.5 |
1,373.7 |
1,378.4 |
PP |
1,371.3 |
1,371.3 |
1,371.3 |
1,372.2 |
S1 |
1,367.6 |
1,367.6 |
1,372.1 |
1,369.5 |
S2 |
1,362.4 |
1,362.4 |
1,371.3 |
|
S3 |
1,353.5 |
1,358.7 |
1,370.5 |
|
S4 |
1,344.6 |
1,349.8 |
1,368.0 |
|
|
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 |
1,374.9 |
1,329.0 |
45.9 |
3.3% |
16.2 |
1.2% |
96% |
True |
False |
3,292 |
10 |
1,374.9 |
1,321.8 |
53.1 |
3.9% |
15.9 |
1.2% |
96% |
True |
False |
2,338 |
20 |
1,374.9 |
1,290.1 |
84.8 |
6.2% |
14.9 |
1.1% |
98% |
True |
False |
2,045 |
40 |
1,374.9 |
1,234.6 |
140.3 |
10.2% |
14.1 |
1.0% |
99% |
True |
False |
1,789 |
60 |
1,374.9 |
1,187.2 |
187.7 |
13.7% |
13.5 |
1.0% |
99% |
True |
False |
1,359 |
80 |
1,374.9 |
1,187.2 |
187.7 |
13.7% |
13.0 |
0.9% |
99% |
True |
False |
1,112 |
100 |
1,374.9 |
1,187.2 |
187.7 |
13.7% |
11.8 |
0.9% |
99% |
True |
False |
966 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,412.7 |
2.618 |
1,398.2 |
1.618 |
1,389.3 |
1.000 |
1,383.8 |
0.618 |
1,380.4 |
HIGH |
1,374.9 |
0.618 |
1,371.5 |
0.500 |
1,370.5 |
0.382 |
1,369.4 |
LOW |
1,366.0 |
0.618 |
1,360.5 |
1.000 |
1,357.1 |
1.618 |
1,351.6 |
2.618 |
1,342.7 |
4.250 |
1,328.2 |
|
|
Fisher Pivots for day following 13-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,372.1 |
1,367.6 |
PP |
1,371.3 |
1,362.4 |
S1 |
1,370.5 |
1,357.1 |
|