Trading Metrics calculated at close of trading on 19-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,366.6 |
1,358.1 |
-8.5 |
-0.6% |
1,336.5 |
High |
1,368.0 |
1,359.0 |
-9.0 |
-0.7% |
1,388.1 |
Low |
1,352.0 |
1,329.2 |
-22.8 |
-1.7% |
1,332.6 |
Close |
1,359.4 |
1,341.8 |
-17.6 |
-1.3% |
1,379.5 |
Range |
16.0 |
29.8 |
13.8 |
86.3% |
55.5 |
ATR |
17.1 |
18.0 |
0.9 |
5.5% |
0.0 |
Volume |
1,441 |
1,172 |
-269 |
-18.7% |
21,897 |
|
Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,432.7 |
1,417.1 |
1,358.2 |
|
R3 |
1,402.9 |
1,387.3 |
1,350.0 |
|
R2 |
1,373.1 |
1,373.1 |
1,347.3 |
|
R1 |
1,357.5 |
1,357.5 |
1,344.5 |
1,350.4 |
PP |
1,343.3 |
1,343.3 |
1,343.3 |
1,339.8 |
S1 |
1,327.7 |
1,327.7 |
1,339.1 |
1,320.6 |
S2 |
1,313.5 |
1,313.5 |
1,336.3 |
|
S3 |
1,283.7 |
1,297.9 |
1,333.6 |
|
S4 |
1,253.9 |
1,268.1 |
1,325.4 |
|
|
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 |
1,329.2 |
62.8 |
4.7% |
19.6 |
1.5% |
20% |
False |
True |
3,470 |
10 |
1,392.0 |
1,329.0 |
63.0 |
4.7% |
19.0 |
1.4% |
20% |
False |
False |
2,916 |
20 |
1,392.0 |
1,309.5 |
82.5 |
6.1% |
16.2 |
1.2% |
39% |
False |
False |
2,265 |
40 |
1,392.0 |
1,234.6 |
157.4 |
11.7% |
15.4 |
1.1% |
68% |
False |
False |
1,997 |
60 |
1,392.0 |
1,187.2 |
204.8 |
15.3% |
13.6 |
1.0% |
75% |
False |
False |
1,547 |
80 |
1,392.0 |
1,187.2 |
204.8 |
15.3% |
13.7 |
1.0% |
75% |
False |
False |
1,241 |
100 |
1,392.0 |
1,187.2 |
204.8 |
15.3% |
12.4 |
0.9% |
75% |
False |
False |
1,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,485.7 |
2.618 |
1,437.0 |
1.618 |
1,407.2 |
1.000 |
1,388.8 |
0.618 |
1,377.4 |
HIGH |
1,359.0 |
0.618 |
1,347.6 |
0.500 |
1,344.1 |
0.382 |
1,340.6 |
LOW |
1,329.2 |
0.618 |
1,310.8 |
1.000 |
1,299.4 |
1.618 |
1,281.0 |
2.618 |
1,251.2 |
4.250 |
1,202.6 |
|
|
Fisher Pivots for day following 19-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,344.1 |
1,360.6 |
PP |
1,343.3 |
1,354.3 |
S1 |
1,342.6 |
1,348.1 |
|