Trading Metrics calculated at close of trading on 07-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
9,568.0 |
9,548.0 |
-20.0 |
-0.2% |
9,527.5 |
High |
9,590.0 |
9,556.5 |
-33.5 |
-0.3% |
9,600.0 |
Low |
9,504.0 |
9,345.5 |
-158.5 |
-1.7% |
9,322.0 |
Close |
9,541.0 |
9,357.5 |
-183.5 |
-1.9% |
9,357.5 |
Range |
86.0 |
211.0 |
125.0 |
145.3% |
278.0 |
ATR |
144.5 |
149.3 |
4.7 |
3.3% |
0.0 |
Volume |
132,933 |
115,790 |
-17,143 |
-12.9% |
548,502 |
|
Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,052.8 |
9,916.2 |
9,473.6 |
|
R3 |
9,841.8 |
9,705.2 |
9,415.5 |
|
R2 |
9,630.8 |
9,630.8 |
9,396.2 |
|
R1 |
9,494.2 |
9,494.2 |
9,376.8 |
9,457.0 |
PP |
9,419.8 |
9,419.8 |
9,419.8 |
9,401.3 |
S1 |
9,283.2 |
9,283.2 |
9,338.2 |
9,246.0 |
S2 |
9,208.8 |
9,208.8 |
9,318.8 |
|
S3 |
8,997.8 |
9,072.2 |
9,299.5 |
|
S4 |
8,786.8 |
8,861.2 |
9,241.5 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,260.5 |
10,087.0 |
9,510.4 |
|
R3 |
9,982.5 |
9,809.0 |
9,434.0 |
|
R2 |
9,704.5 |
9,704.5 |
9,408.5 |
|
R1 |
9,531.0 |
9,531.0 |
9,383.0 |
9,478.8 |
PP |
9,426.5 |
9,426.5 |
9,426.5 |
9,400.4 |
S1 |
9,253.0 |
9,253.0 |
9,332.0 |
9,200.8 |
S2 |
9,148.5 |
9,148.5 |
9,306.5 |
|
S3 |
8,870.5 |
8,975.0 |
9,281.1 |
|
S4 |
8,592.5 |
8,697.0 |
9,204.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,600.0 |
9,322.0 |
278.0 |
3.0% |
155.5 |
1.7% |
13% |
False |
False |
109,700 |
10 |
9,737.5 |
9,322.0 |
415.5 |
4.4% |
142.0 |
1.5% |
9% |
False |
False |
113,026 |
20 |
9,737.5 |
9,226.0 |
511.5 |
5.5% |
127.8 |
1.4% |
26% |
False |
False |
103,608 |
40 |
9,802.5 |
9,015.5 |
787.0 |
8.4% |
142.4 |
1.5% |
43% |
False |
False |
113,682 |
60 |
9,802.5 |
8,998.0 |
804.5 |
8.6% |
128.2 |
1.4% |
45% |
False |
False |
92,290 |
80 |
9,802.5 |
8,998.0 |
804.5 |
8.6% |
117.1 |
1.3% |
45% |
False |
False |
69,354 |
100 |
9,802.5 |
8,563.0 |
1,239.5 |
13.2% |
107.8 |
1.2% |
64% |
False |
False |
55,514 |
120 |
9,802.5 |
8,479.0 |
1,323.5 |
14.1% |
101.7 |
1.1% |
66% |
False |
False |
46,282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,453.3 |
2.618 |
10,108.9 |
1.618 |
9,897.9 |
1.000 |
9,767.5 |
0.618 |
9,686.9 |
HIGH |
9,556.5 |
0.618 |
9,475.9 |
0.500 |
9,451.0 |
0.382 |
9,426.1 |
LOW |
9,345.5 |
0.618 |
9,215.1 |
1.000 |
9,134.5 |
1.618 |
9,004.1 |
2.618 |
8,793.1 |
4.250 |
8,448.8 |
|
|
Fisher Pivots for day following 07-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
9,451.0 |
9,472.8 |
PP |
9,419.8 |
9,434.3 |
S1 |
9,388.7 |
9,395.9 |
|