Trading Metrics calculated at close of trading on 24-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,331.0 |
1,332.8 |
1.8 |
0.1% |
1,386.0 |
High |
1,343.3 |
1,333.7 |
-9.6 |
-0.7% |
1,392.0 |
Low |
1,331.0 |
1,309.0 |
-22.0 |
-1.7% |
1,322.1 |
Close |
1,336.2 |
1,311.4 |
-24.8 |
-1.9% |
1,336.2 |
Range |
12.3 |
24.7 |
12.4 |
100.8% |
69.9 |
ATR |
17.7 |
18.4 |
0.7 |
3.8% |
0.0 |
Volume |
2,375 |
3,210 |
835 |
35.2% |
8,413 |
|
Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,392.1 |
1,376.5 |
1,325.0 |
|
R3 |
1,367.4 |
1,351.8 |
1,318.2 |
|
R2 |
1,342.7 |
1,342.7 |
1,315.9 |
|
R1 |
1,327.1 |
1,327.1 |
1,313.7 |
1,322.6 |
PP |
1,318.0 |
1,318.0 |
1,318.0 |
1,315.8 |
S1 |
1,302.4 |
1,302.4 |
1,309.1 |
1,297.9 |
S2 |
1,293.3 |
1,293.3 |
1,306.9 |
|
S3 |
1,268.6 |
1,277.7 |
1,304.6 |
|
S4 |
1,243.9 |
1,253.0 |
1,297.8 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,559.8 |
1,517.9 |
1,374.6 |
|
R3 |
1,489.9 |
1,448.0 |
1,355.4 |
|
R2 |
1,420.0 |
1,420.0 |
1,349.0 |
|
R1 |
1,378.1 |
1,378.1 |
1,342.6 |
1,364.1 |
PP |
1,350.1 |
1,350.1 |
1,350.1 |
1,343.1 |
S1 |
1,308.2 |
1,308.2 |
1,329.8 |
1,294.2 |
S2 |
1,280.2 |
1,280.2 |
1,323.4 |
|
S3 |
1,210.3 |
1,238.3 |
1,317.0 |
|
S4 |
1,140.4 |
1,168.4 |
1,297.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,368.0 |
1,309.0 |
59.0 |
4.5% |
19.2 |
1.5% |
4% |
False |
True |
1,937 |
10 |
1,392.0 |
1,309.0 |
83.0 |
6.3% |
18.6 |
1.4% |
3% |
False |
True |
3,128 |
20 |
1,392.0 |
1,309.0 |
83.0 |
6.3% |
16.9 |
1.3% |
3% |
False |
True |
2,302 |
40 |
1,392.0 |
1,240.5 |
151.5 |
11.6% |
15.6 |
1.2% |
47% |
False |
False |
2,124 |
60 |
1,392.0 |
1,187.2 |
204.8 |
15.6% |
13.8 |
1.1% |
61% |
False |
False |
1,652 |
80 |
1,392.0 |
1,187.2 |
204.8 |
15.6% |
14.0 |
1.1% |
61% |
False |
False |
1,314 |
100 |
1,392.0 |
1,187.2 |
204.8 |
15.6% |
12.6 |
1.0% |
61% |
False |
False |
1,140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,438.7 |
2.618 |
1,398.4 |
1.618 |
1,373.7 |
1.000 |
1,358.4 |
0.618 |
1,349.0 |
HIGH |
1,333.7 |
0.618 |
1,324.3 |
0.500 |
1,321.4 |
0.382 |
1,318.4 |
LOW |
1,309.0 |
0.618 |
1,293.7 |
1.000 |
1,284.3 |
1.618 |
1,269.0 |
2.618 |
1,244.3 |
4.250 |
1,204.0 |
|
|
Fisher Pivots for day following 24-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,321.4 |
1,326.2 |
PP |
1,318.0 |
1,321.2 |
S1 |
1,314.7 |
1,316.3 |
|