Trading Metrics calculated at close of trading on 17-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,372.4 |
1,386.0 |
13.6 |
1.0% |
1,336.5 |
High |
1,388.1 |
1,392.0 |
3.9 |
0.3% |
1,388.1 |
Low |
1,368.9 |
1,368.1 |
-0.8 |
-0.1% |
1,332.6 |
Close |
1,379.5 |
1,373.4 |
-6.1 |
-0.4% |
1,379.5 |
Range |
19.2 |
23.9 |
4.7 |
24.5% |
55.5 |
ATR |
16.2 |
16.8 |
0.5 |
3.4% |
0.0 |
Volume |
7,217 |
1,935 |
-5,282 |
-73.2% |
21,897 |
|
Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,449.5 |
1,435.4 |
1,386.5 |
|
R3 |
1,425.6 |
1,411.5 |
1,380.0 |
|
R2 |
1,401.7 |
1,401.7 |
1,377.8 |
|
R1 |
1,387.6 |
1,387.6 |
1,375.6 |
1,382.7 |
PP |
1,377.8 |
1,377.8 |
1,377.8 |
1,375.4 |
S1 |
1,363.7 |
1,363.7 |
1,371.2 |
1,358.8 |
S2 |
1,353.9 |
1,353.9 |
1,369.0 |
|
S3 |
1,330.0 |
1,339.8 |
1,366.8 |
|
S4 |
1,306.1 |
1,315.9 |
1,360.3 |
|
|
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 |
1,392.0 |
1,339.3 |
52.7 |
3.8% |
17.9 |
1.3% |
65% |
True |
False |
4,318 |
10 |
1,392.0 |
1,329.0 |
63.0 |
4.6% |
17.0 |
1.2% |
70% |
True |
False |
2,865 |
20 |
1,392.0 |
1,309.5 |
82.5 |
6.0% |
15.4 |
1.1% |
77% |
True |
False |
2,283 |
40 |
1,392.0 |
1,234.6 |
157.4 |
11.5% |
15.0 |
1.1% |
88% |
True |
False |
1,960 |
60 |
1,392.0 |
1,187.2 |
204.8 |
14.9% |
13.6 |
1.0% |
91% |
True |
False |
1,509 |
80 |
1,392.0 |
1,187.2 |
204.8 |
14.9% |
13.5 |
1.0% |
91% |
True |
False |
1,213 |
100 |
1,392.0 |
1,187.2 |
204.8 |
14.9% |
12.2 |
0.9% |
91% |
True |
False |
1,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,493.6 |
2.618 |
1,454.6 |
1.618 |
1,430.7 |
1.000 |
1,415.9 |
0.618 |
1,406.8 |
HIGH |
1,392.0 |
0.618 |
1,382.9 |
0.500 |
1,380.1 |
0.382 |
1,377.2 |
LOW |
1,368.1 |
0.618 |
1,353.3 |
1.000 |
1,344.2 |
1.618 |
1,329.4 |
2.618 |
1,305.5 |
4.250 |
1,266.5 |
|
|
Fisher Pivots for day following 17-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,380.1 |
1,379.0 |
PP |
1,377.8 |
1,377.1 |
S1 |
1,375.6 |
1,375.3 |
|