Trading Metrics calculated at close of trading on 14-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,366.9 |
1,372.4 |
5.5 |
0.4% |
1,336.5 |
High |
1,374.9 |
1,388.1 |
13.2 |
1.0% |
1,388.1 |
Low |
1,366.0 |
1,368.9 |
2.9 |
0.2% |
1,332.6 |
Close |
1,372.9 |
1,379.5 |
6.6 |
0.5% |
1,379.5 |
Range |
8.9 |
19.2 |
10.3 |
115.7% |
55.5 |
ATR |
16.0 |
16.2 |
0.2 |
1.4% |
0.0 |
Volume |
5,585 |
7,217 |
1,632 |
29.2% |
21,897 |
|
Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,436.4 |
1,427.2 |
1,390.1 |
|
R3 |
1,417.2 |
1,408.0 |
1,384.8 |
|
R2 |
1,398.0 |
1,398.0 |
1,383.0 |
|
R1 |
1,388.8 |
1,388.8 |
1,381.3 |
1,393.4 |
PP |
1,378.8 |
1,378.8 |
1,378.8 |
1,381.2 |
S1 |
1,369.6 |
1,369.6 |
1,377.7 |
1,374.2 |
S2 |
1,359.6 |
1,359.6 |
1,376.0 |
|
S3 |
1,340.4 |
1,350.4 |
1,374.2 |
|
S4 |
1,321.2 |
1,331.2 |
1,368.9 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,533.2 |
1,511.9 |
1,410.0 |
|
R3 |
1,477.7 |
1,456.4 |
1,394.8 |
|
R2 |
1,422.2 |
1,422.2 |
1,389.7 |
|
R1 |
1,400.9 |
1,400.9 |
1,384.6 |
1,411.6 |
PP |
1,366.7 |
1,366.7 |
1,366.7 |
1,372.1 |
S1 |
1,345.4 |
1,345.4 |
1,374.4 |
1,356.1 |
S2 |
1,311.2 |
1,311.2 |
1,369.3 |
|
S3 |
1,255.7 |
1,289.9 |
1,364.2 |
|
S4 |
1,200.2 |
1,234.4 |
1,349.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,388.1 |
1,332.6 |
55.5 |
4.0% |
15.6 |
1.1% |
85% |
True |
False |
4,379 |
10 |
1,388.1 |
1,329.0 |
59.1 |
4.3% |
16.7 |
1.2% |
85% |
True |
False |
2,816 |
20 |
1,388.1 |
1,300.8 |
87.3 |
6.3% |
15.3 |
1.1% |
90% |
True |
False |
2,309 |
40 |
1,388.1 |
1,234.6 |
153.5 |
11.1% |
14.4 |
1.0% |
94% |
True |
False |
1,942 |
60 |
1,388.1 |
1,187.2 |
200.9 |
14.6% |
13.4 |
1.0% |
96% |
True |
False |
1,478 |
80 |
1,388.1 |
1,187.2 |
200.9 |
14.6% |
13.2 |
1.0% |
96% |
True |
False |
1,193 |
100 |
1,388.1 |
1,187.2 |
200.9 |
14.6% |
12.0 |
0.9% |
96% |
True |
False |
1,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,469.7 |
2.618 |
1,438.4 |
1.618 |
1,419.2 |
1.000 |
1,407.3 |
0.618 |
1,400.0 |
HIGH |
1,388.1 |
0.618 |
1,380.8 |
0.500 |
1,378.5 |
0.382 |
1,376.2 |
LOW |
1,368.9 |
0.618 |
1,357.0 |
1.000 |
1,349.7 |
1.618 |
1,337.8 |
2.618 |
1,318.6 |
4.250 |
1,287.3 |
|
|
Fisher Pivots for day following 14-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,379.2 |
1,375.4 |
PP |
1,378.8 |
1,371.3 |
S1 |
1,378.5 |
1,367.2 |
|