Trading Metrics calculated at close of trading on 20-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,358.1 |
1,326.7 |
-31.4 |
-2.3% |
1,336.5 |
High |
1,359.0 |
1,335.4 |
-23.6 |
-1.7% |
1,388.1 |
Low |
1,329.2 |
1,322.1 |
-7.1 |
-0.5% |
1,332.6 |
Close |
1,341.8 |
1,331.0 |
-10.8 |
-0.8% |
1,379.5 |
Range |
29.8 |
13.3 |
-16.5 |
-55.4% |
55.5 |
ATR |
18.0 |
18.1 |
0.1 |
0.7% |
0.0 |
Volume |
1,172 |
1,490 |
318 |
27.1% |
21,897 |
|
Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,369.4 |
1,363.5 |
1,338.3 |
|
R3 |
1,356.1 |
1,350.2 |
1,334.7 |
|
R2 |
1,342.8 |
1,342.8 |
1,333.4 |
|
R1 |
1,336.9 |
1,336.9 |
1,332.2 |
1,339.9 |
PP |
1,329.5 |
1,329.5 |
1,329.5 |
1,331.0 |
S1 |
1,323.6 |
1,323.6 |
1,329.8 |
1,326.6 |
S2 |
1,316.2 |
1,316.2 |
1,328.6 |
|
S3 |
1,302.9 |
1,310.3 |
1,327.3 |
|
S4 |
1,289.6 |
1,297.0 |
1,323.7 |
|
|
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 |
1,322.1 |
69.9 |
5.3% |
20.4 |
1.5% |
13% |
False |
True |
2,651 |
10 |
1,392.0 |
1,322.1 |
69.9 |
5.3% |
18.3 |
1.4% |
13% |
False |
True |
2,971 |
20 |
1,392.0 |
1,320.2 |
71.8 |
5.4% |
16.4 |
1.2% |
15% |
False |
False |
2,242 |
40 |
1,392.0 |
1,234.6 |
157.4 |
11.8% |
15.7 |
1.2% |
61% |
False |
False |
2,020 |
60 |
1,392.0 |
1,187.2 |
204.8 |
15.4% |
13.5 |
1.0% |
70% |
False |
False |
1,568 |
80 |
1,392.0 |
1,187.2 |
204.8 |
15.4% |
13.8 |
1.0% |
70% |
False |
False |
1,258 |
100 |
1,392.0 |
1,187.2 |
204.8 |
15.4% |
12.3 |
0.9% |
70% |
False |
False |
1,086 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,391.9 |
2.618 |
1,370.2 |
1.618 |
1,356.9 |
1.000 |
1,348.7 |
0.618 |
1,343.6 |
HIGH |
1,335.4 |
0.618 |
1,330.3 |
0.500 |
1,328.8 |
0.382 |
1,327.2 |
LOW |
1,322.1 |
0.618 |
1,313.9 |
1.000 |
1,308.8 |
1.618 |
1,300.6 |
2.618 |
1,287.3 |
4.250 |
1,265.6 |
|
|
Fisher Pivots for day following 20-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,330.3 |
1,345.1 |
PP |
1,329.5 |
1,340.4 |
S1 |
1,328.8 |
1,335.7 |
|