Trading Metrics calculated at close of trading on 12-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
9,291.0 |
9,270.0 |
-21.0 |
-0.2% |
9,527.5 |
High |
9,377.5 |
9,274.5 |
-103.0 |
-1.1% |
9,600.0 |
Low |
9,256.5 |
9,141.5 |
-115.0 |
-1.2% |
9,322.0 |
Close |
9,297.0 |
9,202.0 |
-95.0 |
-1.0% |
9,357.5 |
Range |
121.0 |
133.0 |
12.0 |
9.9% |
278.0 |
ATR |
148.5 |
149.0 |
0.5 |
0.3% |
0.0 |
Volume |
143,129 |
167,175 |
24,046 |
16.8% |
548,502 |
|
Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,605.0 |
9,536.5 |
9,275.2 |
|
R3 |
9,472.0 |
9,403.5 |
9,238.6 |
|
R2 |
9,339.0 |
9,339.0 |
9,226.4 |
|
R1 |
9,270.5 |
9,270.5 |
9,214.2 |
9,238.3 |
PP |
9,206.0 |
9,206.0 |
9,206.0 |
9,189.9 |
S1 |
9,137.5 |
9,137.5 |
9,189.8 |
9,105.3 |
S2 |
9,073.0 |
9,073.0 |
9,177.6 |
|
S3 |
8,940.0 |
9,004.5 |
9,165.4 |
|
S4 |
8,807.0 |
8,871.5 |
9,128.9 |
|
|
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 |
9,590.0 |
9,141.5 |
448.5 |
4.9% |
143.9 |
1.6% |
13% |
False |
True |
133,708 |
10 |
9,698.0 |
9,141.5 |
556.5 |
6.0% |
151.4 |
1.6% |
11% |
False |
True |
124,545 |
20 |
9,737.5 |
9,141.5 |
596.0 |
6.5% |
129.5 |
1.4% |
10% |
False |
True |
109,182 |
40 |
9,802.5 |
9,015.5 |
787.0 |
8.6% |
144.7 |
1.6% |
24% |
False |
False |
116,997 |
60 |
9,802.5 |
8,998.0 |
804.5 |
8.7% |
130.9 |
1.4% |
25% |
False |
False |
99,072 |
80 |
9,802.5 |
8,998.0 |
804.5 |
8.7% |
118.2 |
1.3% |
25% |
False |
False |
74,597 |
100 |
9,802.5 |
8,760.0 |
1,042.5 |
11.3% |
108.9 |
1.2% |
42% |
False |
False |
59,707 |
120 |
9,802.5 |
8,505.0 |
1,297.5 |
14.1% |
104.1 |
1.1% |
54% |
False |
False |
49,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,839.8 |
2.618 |
9,622.7 |
1.618 |
9,489.7 |
1.000 |
9,407.5 |
0.618 |
9,356.7 |
HIGH |
9,274.5 |
0.618 |
9,223.7 |
0.500 |
9,208.0 |
0.382 |
9,192.3 |
LOW |
9,141.5 |
0.618 |
9,059.3 |
1.000 |
9,008.5 |
1.618 |
8,926.3 |
2.618 |
8,793.3 |
4.250 |
8,576.3 |
|
|
Fisher Pivots for day following 12-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
9,208.0 |
9,262.8 |
PP |
9,206.0 |
9,242.5 |
S1 |
9,204.0 |
9,222.3 |
|