Trading Metrics calculated at close of trading on 13-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
9,270.0 |
9,220.5 |
-49.5 |
-0.5% |
9,527.5 |
High |
9,274.5 |
9,228.5 |
-46.0 |
-0.5% |
9,600.0 |
Low |
9,141.5 |
8,928.5 |
-213.0 |
-2.3% |
9,322.0 |
Close |
9,202.0 |
9,022.0 |
-180.0 |
-2.0% |
9,357.5 |
Range |
133.0 |
300.0 |
167.0 |
125.6% |
278.0 |
ATR |
149.0 |
159.8 |
10.8 |
7.2% |
0.0 |
Volume |
167,175 |
169,710 |
2,535 |
1.5% |
548,502 |
|
Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,959.7 |
9,790.8 |
9,187.0 |
|
R3 |
9,659.7 |
9,490.8 |
9,104.5 |
|
R2 |
9,359.7 |
9,359.7 |
9,077.0 |
|
R1 |
9,190.8 |
9,190.8 |
9,049.5 |
9,125.3 |
PP |
9,059.7 |
9,059.7 |
9,059.7 |
9,026.9 |
S1 |
8,890.8 |
8,890.8 |
8,994.5 |
8,825.3 |
S2 |
8,759.7 |
8,759.7 |
8,967.0 |
|
S3 |
8,459.7 |
8,590.8 |
8,939.5 |
|
S4 |
8,159.7 |
8,290.8 |
8,857.0 |
|
|
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 |
9,556.5 |
8,928.5 |
628.0 |
7.0% |
186.7 |
2.1% |
15% |
False |
True |
141,064 |
10 |
9,698.0 |
8,928.5 |
769.5 |
8.5% |
163.2 |
1.8% |
12% |
False |
True |
130,994 |
20 |
9,737.5 |
8,928.5 |
809.0 |
9.0% |
139.2 |
1.5% |
12% |
False |
True |
112,409 |
40 |
9,802.5 |
8,928.5 |
874.0 |
9.7% |
147.5 |
1.6% |
11% |
False |
True |
118,188 |
60 |
9,802.5 |
8,928.5 |
874.0 |
9.7% |
133.7 |
1.5% |
11% |
False |
True |
101,848 |
80 |
9,802.5 |
8,928.5 |
874.0 |
9.7% |
121.2 |
1.3% |
11% |
False |
True |
76,717 |
100 |
9,802.5 |
8,786.0 |
1,016.5 |
11.3% |
111.2 |
1.2% |
23% |
False |
False |
61,403 |
120 |
9,802.5 |
8,505.0 |
1,297.5 |
14.4% |
106.3 |
1.2% |
40% |
False |
False |
51,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,503.5 |
2.618 |
10,013.9 |
1.618 |
9,713.9 |
1.000 |
9,528.5 |
0.618 |
9,413.9 |
HIGH |
9,228.5 |
0.618 |
9,113.9 |
0.500 |
9,078.5 |
0.382 |
9,043.1 |
LOW |
8,928.5 |
0.618 |
8,743.1 |
1.000 |
8,628.5 |
1.618 |
8,443.1 |
2.618 |
8,143.1 |
4.250 |
7,653.5 |
|
|
Fisher Pivots for day following 13-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
9,078.5 |
9,153.0 |
PP |
9,059.7 |
9,109.3 |
S1 |
9,040.8 |
9,065.7 |
|