Trading Metrics calculated at close of trading on 17-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
8,941.0 |
9,072.0 |
131.0 |
1.5% |
9,353.0 |
High |
9,095.5 |
9,198.0 |
102.5 |
1.1% |
9,384.0 |
Low |
8,909.5 |
9,053.0 |
143.5 |
1.6% |
8,909.5 |
Close |
9,052.5 |
9,182.0 |
129.5 |
1.4% |
9,052.5 |
Range |
186.0 |
145.0 |
-41.0 |
-22.0% |
474.5 |
ATR |
161.7 |
160.5 |
-1.2 |
-0.7% |
0.0 |
Volume |
150,283 |
184,688 |
34,405 |
22.9% |
739,814 |
|
Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,579.3 |
9,525.7 |
9,261.8 |
|
R3 |
9,434.3 |
9,380.7 |
9,221.9 |
|
R2 |
9,289.3 |
9,289.3 |
9,208.6 |
|
R1 |
9,235.7 |
9,235.7 |
9,195.3 |
9,262.5 |
PP |
9,144.3 |
9,144.3 |
9,144.3 |
9,157.8 |
S1 |
9,090.7 |
9,090.7 |
9,168.7 |
9,117.5 |
S2 |
8,999.3 |
8,999.3 |
9,155.4 |
|
S3 |
8,854.3 |
8,945.7 |
9,142.1 |
|
S4 |
8,709.3 |
8,800.7 |
9,102.3 |
|
|
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 |
9,377.5 |
8,909.5 |
468.0 |
5.1% |
177.0 |
1.9% |
58% |
False |
False |
162,997 |
10 |
9,600.0 |
8,909.5 |
690.5 |
7.5% |
160.3 |
1.7% |
39% |
False |
False |
134,064 |
20 |
9,737.5 |
8,909.5 |
828.0 |
9.0% |
143.4 |
1.6% |
33% |
False |
False |
122,698 |
40 |
9,802.5 |
8,909.5 |
893.0 |
9.7% |
149.2 |
1.6% |
31% |
False |
False |
121,760 |
60 |
9,802.5 |
8,909.5 |
893.0 |
9.7% |
135.9 |
1.5% |
31% |
False |
False |
107,039 |
80 |
9,802.5 |
8,909.5 |
893.0 |
9.7% |
123.3 |
1.3% |
31% |
False |
False |
80,899 |
100 |
9,802.5 |
8,820.0 |
982.5 |
10.7% |
113.1 |
1.2% |
37% |
False |
False |
64,750 |
120 |
9,802.5 |
8,505.0 |
1,297.5 |
14.1% |
106.9 |
1.2% |
52% |
False |
False |
53,982 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,814.3 |
2.618 |
9,577.6 |
1.618 |
9,432.6 |
1.000 |
9,343.0 |
0.618 |
9,287.6 |
HIGH |
9,198.0 |
0.618 |
9,142.6 |
0.500 |
9,125.5 |
0.382 |
9,108.4 |
LOW |
9,053.0 |
0.618 |
8,963.4 |
1.000 |
8,908.0 |
1.618 |
8,818.4 |
2.618 |
8,673.4 |
4.250 |
8,436.8 |
|
|
Fisher Pivots for day following 17-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
9,163.2 |
9,144.3 |
PP |
9,144.3 |
9,106.7 |
S1 |
9,125.5 |
9,069.0 |
|