Trading Metrics calculated at close of trading on 11-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
9,353.0 |
9,291.0 |
-62.0 |
-0.7% |
9,527.5 |
High |
9,384.0 |
9,377.5 |
-6.5 |
-0.1% |
9,600.0 |
Low |
9,215.5 |
9,256.5 |
41.0 |
0.4% |
9,322.0 |
Close |
9,264.0 |
9,297.0 |
33.0 |
0.4% |
9,357.5 |
Range |
168.5 |
121.0 |
-47.5 |
-28.2% |
278.0 |
ATR |
150.6 |
148.5 |
-2.1 |
-1.4% |
0.0 |
Volume |
109,517 |
143,129 |
33,612 |
30.7% |
548,502 |
|
Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,673.3 |
9,606.2 |
9,363.6 |
|
R3 |
9,552.3 |
9,485.2 |
9,330.3 |
|
R2 |
9,431.3 |
9,431.3 |
9,319.2 |
|
R1 |
9,364.2 |
9,364.2 |
9,308.1 |
9,397.8 |
PP |
9,310.3 |
9,310.3 |
9,310.3 |
9,327.1 |
S1 |
9,243.2 |
9,243.2 |
9,285.9 |
9,276.8 |
S2 |
9,189.3 |
9,189.3 |
9,274.8 |
|
S3 |
9,068.3 |
9,122.2 |
9,263.7 |
|
S4 |
8,947.3 |
9,001.2 |
9,230.5 |
|
|
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 |
9,215.5 |
384.5 |
4.1% |
132.4 |
1.4% |
21% |
False |
False |
117,284 |
10 |
9,724.5 |
9,215.5 |
509.0 |
5.5% |
149.3 |
1.6% |
16% |
False |
False |
120,931 |
20 |
9,737.5 |
9,215.5 |
522.0 |
5.6% |
132.5 |
1.4% |
16% |
False |
False |
106,047 |
40 |
9,802.5 |
9,015.5 |
787.0 |
8.5% |
143.7 |
1.5% |
36% |
False |
False |
115,666 |
60 |
9,802.5 |
8,998.0 |
804.5 |
8.7% |
129.5 |
1.4% |
37% |
False |
False |
96,378 |
80 |
9,802.5 |
8,998.0 |
804.5 |
8.7% |
117.3 |
1.3% |
37% |
False |
False |
72,508 |
100 |
9,802.5 |
8,693.0 |
1,109.5 |
11.9% |
108.3 |
1.2% |
54% |
False |
False |
58,037 |
120 |
9,802.5 |
8,505.0 |
1,297.5 |
14.0% |
103.3 |
1.1% |
61% |
False |
False |
48,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,891.8 |
2.618 |
9,694.3 |
1.618 |
9,573.3 |
1.000 |
9,498.5 |
0.618 |
9,452.3 |
HIGH |
9,377.5 |
0.618 |
9,331.3 |
0.500 |
9,317.0 |
0.382 |
9,302.7 |
LOW |
9,256.5 |
0.618 |
9,181.7 |
1.000 |
9,135.5 |
1.618 |
9,060.7 |
2.618 |
8,939.7 |
4.250 |
8,742.3 |
|
|
Fisher Pivots for day following 11-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
9,317.0 |
9,386.0 |
PP |
9,310.3 |
9,356.3 |
S1 |
9,303.7 |
9,326.7 |
|