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 |
5,378.0 |
5,350.0 |
-28.0 |
-0.5% |
5,444.0 |
High |
5,427.0 |
5,354.0 |
-73.0 |
-1.3% |
5,445.0 |
Low |
5,377.0 |
5,321.0 |
-56.0 |
-1.0% |
5,321.0 |
Close |
5,413.0 |
5,325.0 |
-88.0 |
-1.6% |
5,325.0 |
Range |
50.0 |
33.0 |
-17.0 |
-34.0% |
124.0 |
ATR |
48.8 |
51.9 |
3.1 |
6.3% |
0.0 |
Volume |
25,154 |
50,743 |
25,589 |
101.7% |
150,778 |
|
Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,432.3 |
5,411.7 |
5,343.2 |
|
R3 |
5,399.3 |
5,378.7 |
5,334.1 |
|
R2 |
5,366.3 |
5,366.3 |
5,331.1 |
|
R1 |
5,345.7 |
5,345.7 |
5,328.0 |
5,339.5 |
PP |
5,333.3 |
5,333.3 |
5,333.3 |
5,330.3 |
S1 |
5,312.7 |
5,312.7 |
5,322.0 |
5,306.5 |
S2 |
5,300.3 |
5,300.3 |
5,319.0 |
|
S3 |
5,267.3 |
5,279.7 |
5,315.9 |
|
S4 |
5,234.3 |
5,246.7 |
5,306.9 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,735.7 |
5,654.3 |
5,393.2 |
|
R3 |
5,611.7 |
5,530.3 |
5,359.1 |
|
R2 |
5,487.7 |
5,487.7 |
5,347.7 |
|
R1 |
5,406.3 |
5,406.3 |
5,336.4 |
5,385.0 |
PP |
5,363.7 |
5,363.7 |
5,363.7 |
5,353.0 |
S1 |
5,282.3 |
5,282.3 |
5,313.6 |
5,261.0 |
S2 |
5,239.7 |
5,239.7 |
5,302.3 |
|
S3 |
5,115.7 |
5,158.3 |
5,290.9 |
|
S4 |
4,991.7 |
5,034.3 |
5,256.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,445.0 |
5,321.0 |
124.0 |
2.3% |
40.8 |
0.8% |
3% |
False |
True |
30,155 |
10 |
5,472.0 |
5,321.0 |
151.0 |
2.8% |
40.5 |
0.8% |
3% |
False |
True |
27,643 |
20 |
5,472.0 |
5,321.0 |
151.0 |
2.8% |
36.6 |
0.7% |
3% |
False |
True |
25,969 |
40 |
5,472.0 |
4,998.0 |
474.0 |
8.9% |
41.9 |
0.8% |
69% |
False |
False |
24,748 |
60 |
5,472.0 |
4,998.0 |
474.0 |
8.9% |
43.4 |
0.8% |
69% |
False |
False |
24,509 |
80 |
5,472.0 |
4,993.0 |
479.0 |
9.0% |
40.1 |
0.8% |
69% |
False |
False |
19,898 |
100 |
5,472.0 |
4,993.0 |
479.0 |
9.0% |
33.3 |
0.6% |
69% |
False |
False |
15,929 |
120 |
5,472.0 |
4,993.0 |
479.0 |
9.0% |
29.4 |
0.6% |
69% |
False |
False |
13,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,494.3 |
2.618 |
5,440.4 |
1.618 |
5,407.4 |
1.000 |
5,387.0 |
0.618 |
5,374.4 |
HIGH |
5,354.0 |
0.618 |
5,341.4 |
0.500 |
5,337.5 |
0.382 |
5,333.6 |
LOW |
5,321.0 |
0.618 |
5,300.6 |
1.000 |
5,288.0 |
1.618 |
5,267.6 |
2.618 |
5,234.6 |
4.250 |
5,180.8 |
|
|
Fisher Pivots for day following 14-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
5,337.5 |
5,374.0 |
PP |
5,333.3 |
5,357.7 |
S1 |
5,329.2 |
5,341.3 |
|