Trading Metrics calculated at close of trading on 18-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
9,072.0 |
9,189.0 |
117.0 |
1.3% |
9,353.0 |
High |
9,198.0 |
9,316.5 |
118.5 |
1.3% |
9,384.0 |
Low |
9,053.0 |
9,103.0 |
50.0 |
0.6% |
8,909.5 |
Close |
9,182.0 |
9,241.5 |
59.5 |
0.6% |
9,052.5 |
Range |
145.0 |
213.5 |
68.5 |
47.2% |
474.5 |
ATR |
160.5 |
164.3 |
3.8 |
2.4% |
0.0 |
Volume |
184,688 |
148,891 |
-35,797 |
-19.4% |
739,814 |
|
Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,860.8 |
9,764.7 |
9,358.9 |
|
R3 |
9,647.3 |
9,551.2 |
9,300.2 |
|
R2 |
9,433.8 |
9,433.8 |
9,280.6 |
|
R1 |
9,337.7 |
9,337.7 |
9,261.1 |
9,385.8 |
PP |
9,220.3 |
9,220.3 |
9,220.3 |
9,244.4 |
S1 |
9,124.2 |
9,124.2 |
9,221.9 |
9,172.3 |
S2 |
9,006.8 |
9,006.8 |
9,202.4 |
|
S3 |
8,793.3 |
8,910.7 |
9,182.8 |
|
S4 |
8,579.8 |
8,697.2 |
9,124.1 |
|
|
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 |
9,316.5 |
8,909.5 |
407.0 |
4.4% |
195.5 |
2.1% |
82% |
True |
False |
164,149 |
10 |
9,600.0 |
8,909.5 |
690.5 |
7.5% |
164.0 |
1.8% |
48% |
False |
False |
140,717 |
20 |
9,737.5 |
8,909.5 |
828.0 |
9.0% |
150.0 |
1.6% |
40% |
False |
False |
124,702 |
40 |
9,802.5 |
8,909.5 |
893.0 |
9.7% |
152.1 |
1.6% |
37% |
False |
False |
124,297 |
60 |
9,802.5 |
8,909.5 |
893.0 |
9.7% |
138.6 |
1.5% |
37% |
False |
False |
108,715 |
80 |
9,802.5 |
8,909.5 |
893.0 |
9.7% |
125.4 |
1.4% |
37% |
False |
False |
82,758 |
100 |
9,802.5 |
8,851.0 |
951.5 |
10.3% |
114.7 |
1.2% |
41% |
False |
False |
66,238 |
120 |
9,802.5 |
8,505.0 |
1,297.5 |
14.0% |
108.3 |
1.2% |
57% |
False |
False |
55,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,223.9 |
2.618 |
9,875.4 |
1.618 |
9,661.9 |
1.000 |
9,530.0 |
0.618 |
9,448.4 |
HIGH |
9,316.5 |
0.618 |
9,234.9 |
0.500 |
9,209.8 |
0.382 |
9,184.6 |
LOW |
9,103.0 |
0.618 |
8,971.1 |
1.000 |
8,889.5 |
1.618 |
8,757.6 |
2.618 |
8,544.1 |
4.250 |
8,195.6 |
|
|
Fisher Pivots for day following 18-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
9,230.9 |
9,198.7 |
PP |
9,220.3 |
9,155.8 |
S1 |
9,209.8 |
9,113.0 |
|