Trading Metrics calculated at close of trading on 10-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
9,548.0 |
9,353.0 |
-195.0 |
-2.0% |
9,527.5 |
High |
9,556.5 |
9,384.0 |
-172.5 |
-1.8% |
9,600.0 |
Low |
9,345.5 |
9,215.5 |
-130.0 |
-1.4% |
9,322.0 |
Close |
9,357.5 |
9,264.0 |
-93.5 |
-1.0% |
9,357.5 |
Range |
211.0 |
168.5 |
-42.5 |
-20.1% |
278.0 |
ATR |
149.3 |
150.6 |
1.4 |
0.9% |
0.0 |
Volume |
115,790 |
109,517 |
-6,273 |
-5.4% |
548,502 |
|
Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,793.3 |
9,697.2 |
9,356.7 |
|
R3 |
9,624.8 |
9,528.7 |
9,310.3 |
|
R2 |
9,456.3 |
9,456.3 |
9,294.9 |
|
R1 |
9,360.2 |
9,360.2 |
9,279.4 |
9,324.0 |
PP |
9,287.8 |
9,287.8 |
9,287.8 |
9,269.8 |
S1 |
9,191.7 |
9,191.7 |
9,248.6 |
9,155.5 |
S2 |
9,119.3 |
9,119.3 |
9,233.1 |
|
S3 |
8,950.8 |
9,023.2 |
9,217.7 |
|
S4 |
8,782.3 |
8,854.7 |
9,171.3 |
|
|
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 |
9,215.5 |
384.5 |
4.2% |
143.6 |
1.6% |
13% |
False |
True |
105,131 |
10 |
9,724.5 |
9,215.5 |
509.0 |
5.5% |
145.5 |
1.6% |
10% |
False |
True |
114,928 |
20 |
9,737.5 |
9,215.5 |
522.0 |
5.6% |
129.9 |
1.4% |
9% |
False |
True |
104,741 |
40 |
9,802.5 |
9,015.5 |
787.0 |
8.5% |
143.0 |
1.5% |
32% |
False |
False |
114,072 |
60 |
9,802.5 |
8,998.0 |
804.5 |
8.7% |
129.5 |
1.4% |
33% |
False |
False |
94,064 |
80 |
9,802.5 |
8,998.0 |
804.5 |
8.7% |
116.9 |
1.3% |
33% |
False |
False |
70,720 |
100 |
9,802.5 |
8,693.0 |
1,109.5 |
12.0% |
107.6 |
1.2% |
51% |
False |
False |
56,607 |
120 |
9,802.5 |
8,479.0 |
1,323.5 |
14.3% |
102.7 |
1.1% |
59% |
False |
False |
47,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,100.1 |
2.618 |
9,825.1 |
1.618 |
9,656.6 |
1.000 |
9,552.5 |
0.618 |
9,488.1 |
HIGH |
9,384.0 |
0.618 |
9,319.6 |
0.500 |
9,299.8 |
0.382 |
9,279.9 |
LOW |
9,215.5 |
0.618 |
9,111.4 |
1.000 |
9,047.0 |
1.618 |
8,942.9 |
2.618 |
8,774.4 |
4.250 |
8,499.4 |
|
|
Fisher Pivots for day following 10-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
9,299.8 |
9,402.8 |
PP |
9,287.8 |
9,356.5 |
S1 |
9,275.9 |
9,310.3 |
|