Trading Metrics calculated at close of trading on 20-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
9,255.5 |
9,195.0 |
-60.5 |
-0.7% |
9,353.0 |
High |
9,328.0 |
9,303.0 |
-25.0 |
-0.3% |
9,384.0 |
Low |
9,172.5 |
9,155.0 |
-17.5 |
-0.2% |
8,909.5 |
Close |
9,284.0 |
9,293.5 |
9.5 |
0.1% |
9,052.5 |
Range |
155.5 |
148.0 |
-7.5 |
-4.8% |
474.5 |
ATR |
163.7 |
162.6 |
-1.1 |
-0.7% |
0.0 |
Volume |
150,430 |
100,423 |
-50,007 |
-33.2% |
739,814 |
|
Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,694.5 |
9,642.0 |
9,374.9 |
|
R3 |
9,546.5 |
9,494.0 |
9,334.2 |
|
R2 |
9,398.5 |
9,398.5 |
9,320.6 |
|
R1 |
9,346.0 |
9,346.0 |
9,307.1 |
9,372.3 |
PP |
9,250.5 |
9,250.5 |
9,250.5 |
9,263.6 |
S1 |
9,198.0 |
9,198.0 |
9,279.9 |
9,224.3 |
S2 |
9,102.5 |
9,102.5 |
9,266.4 |
|
S3 |
8,954.5 |
9,050.0 |
9,252.8 |
|
S4 |
8,806.5 |
8,902.0 |
9,212.1 |
|
|
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 |
9,328.0 |
8,909.5 |
418.5 |
4.5% |
169.6 |
1.8% |
92% |
False |
False |
146,943 |
10 |
9,556.5 |
8,909.5 |
647.0 |
7.0% |
178.2 |
1.9% |
59% |
False |
False |
144,003 |
20 |
9,737.5 |
8,909.5 |
828.0 |
8.9% |
153.0 |
1.6% |
46% |
False |
False |
127,252 |
40 |
9,737.5 |
8,909.5 |
828.0 |
8.9% |
155.4 |
1.7% |
46% |
False |
False |
125,588 |
60 |
9,802.5 |
8,909.5 |
893.0 |
9.6% |
138.9 |
1.5% |
43% |
False |
False |
110,778 |
80 |
9,802.5 |
8,909.5 |
893.0 |
9.6% |
127.1 |
1.4% |
43% |
False |
False |
85,890 |
100 |
9,802.5 |
8,909.5 |
893.0 |
9.6% |
115.9 |
1.2% |
43% |
False |
False |
68,745 |
120 |
9,802.5 |
8,505.0 |
1,297.5 |
14.0% |
109.7 |
1.2% |
61% |
False |
False |
57,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,932.0 |
2.618 |
9,690.5 |
1.618 |
9,542.5 |
1.000 |
9,451.0 |
0.618 |
9,394.5 |
HIGH |
9,303.0 |
0.618 |
9,246.5 |
0.500 |
9,229.0 |
0.382 |
9,211.5 |
LOW |
9,155.0 |
0.618 |
9,063.5 |
1.000 |
9,007.0 |
1.618 |
8,915.5 |
2.618 |
8,767.5 |
4.250 |
8,526.0 |
|
|
Fisher Pivots for day following 20-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
9,272.0 |
9,267.5 |
PP |
9,250.5 |
9,241.5 |
S1 |
9,229.0 |
9,215.5 |
|