Trading Metrics calculated at close of trading on 14-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
9,220.5 |
8,941.0 |
-279.5 |
-3.0% |
9,353.0 |
High |
9,228.5 |
9,095.5 |
-133.0 |
-1.4% |
9,384.0 |
Low |
8,928.5 |
8,909.5 |
-19.0 |
-0.2% |
8,909.5 |
Close |
9,022.0 |
9,052.5 |
30.5 |
0.3% |
9,052.5 |
Range |
300.0 |
186.0 |
-114.0 |
-38.0% |
474.5 |
ATR |
159.8 |
161.7 |
1.9 |
1.2% |
0.0 |
Volume |
169,710 |
150,283 |
-19,427 |
-11.4% |
739,814 |
|
Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,577.2 |
9,500.8 |
9,154.8 |
|
R3 |
9,391.2 |
9,314.8 |
9,103.7 |
|
R2 |
9,205.2 |
9,205.2 |
9,086.6 |
|
R1 |
9,128.8 |
9,128.8 |
9,069.6 |
9,167.0 |
PP |
9,019.2 |
9,019.2 |
9,019.2 |
9,038.3 |
S1 |
8,942.8 |
8,942.8 |
9,035.5 |
8,981.0 |
S2 |
8,833.2 |
8,833.2 |
9,018.4 |
|
S3 |
8,647.2 |
8,756.8 |
9,001.4 |
|
S4 |
8,461.2 |
8,570.8 |
8,950.2 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,538.8 |
10,270.2 |
9,313.5 |
|
R3 |
10,064.3 |
9,795.7 |
9,183.0 |
|
R2 |
9,589.8 |
9,589.8 |
9,139.5 |
|
R1 |
9,321.2 |
9,321.2 |
9,096.0 |
9,218.3 |
PP |
9,115.3 |
9,115.3 |
9,115.3 |
9,063.9 |
S1 |
8,846.7 |
8,846.7 |
9,009.0 |
8,743.8 |
S2 |
8,640.8 |
8,640.8 |
8,965.5 |
|
S3 |
8,166.3 |
8,372.2 |
8,922.0 |
|
S4 |
7,691.8 |
7,897.7 |
8,791.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,384.0 |
8,909.5 |
474.5 |
5.2% |
181.7 |
2.0% |
30% |
False |
True |
147,962 |
10 |
9,600.0 |
8,909.5 |
690.5 |
7.6% |
168.6 |
1.9% |
21% |
False |
True |
128,831 |
20 |
9,737.5 |
8,909.5 |
828.0 |
9.1% |
140.5 |
1.6% |
17% |
False |
True |
115,360 |
40 |
9,802.5 |
8,909.5 |
893.0 |
9.9% |
146.9 |
1.6% |
16% |
False |
True |
119,865 |
60 |
9,802.5 |
8,909.5 |
893.0 |
9.9% |
134.8 |
1.5% |
16% |
False |
True |
104,160 |
80 |
9,802.5 |
8,909.5 |
893.0 |
9.9% |
122.0 |
1.3% |
16% |
False |
True |
78,593 |
100 |
9,802.5 |
8,786.0 |
1,016.5 |
11.2% |
112.3 |
1.2% |
26% |
False |
False |
62,904 |
120 |
9,802.5 |
8,505.0 |
1,297.5 |
14.3% |
106.6 |
1.2% |
42% |
False |
False |
52,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,886.0 |
2.618 |
9,582.4 |
1.618 |
9,396.4 |
1.000 |
9,281.5 |
0.618 |
9,210.4 |
HIGH |
9,095.5 |
0.618 |
9,024.4 |
0.500 |
9,002.5 |
0.382 |
8,980.6 |
LOW |
8,909.5 |
0.618 |
8,794.6 |
1.000 |
8,723.5 |
1.618 |
8,608.6 |
2.618 |
8,422.6 |
4.250 |
8,119.0 |
|
|
Fisher Pivots for day following 14-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
9,035.8 |
9,092.0 |
PP |
9,019.2 |
9,078.8 |
S1 |
9,002.5 |
9,065.7 |
|