Trading Metrics calculated at close of trading on 21-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
9,195.0 |
9,306.5 |
111.5 |
1.2% |
9,072.0 |
High |
9,303.0 |
9,358.0 |
55.0 |
0.6% |
9,358.0 |
Low |
9,155.0 |
9,288.0 |
133.0 |
1.5% |
9,053.0 |
Close |
9,293.5 |
9,343.0 |
49.5 |
0.5% |
9,343.0 |
Range |
148.0 |
70.0 |
-78.0 |
-52.7% |
305.0 |
ATR |
162.6 |
155.9 |
-6.6 |
-4.1% |
0.0 |
Volume |
100,423 |
5,415 |
-95,008 |
-94.6% |
589,847 |
|
Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,539.7 |
9,511.3 |
9,381.5 |
|
R3 |
9,469.7 |
9,441.3 |
9,362.3 |
|
R2 |
9,399.7 |
9,399.7 |
9,355.8 |
|
R1 |
9,371.3 |
9,371.3 |
9,349.4 |
9,385.5 |
PP |
9,329.7 |
9,329.7 |
9,329.7 |
9,336.8 |
S1 |
9,301.3 |
9,301.3 |
9,336.6 |
9,315.5 |
S2 |
9,259.7 |
9,259.7 |
9,330.2 |
|
S3 |
9,189.7 |
9,231.3 |
9,323.8 |
|
S4 |
9,119.7 |
9,161.3 |
9,304.5 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,166.3 |
10,059.7 |
9,510.8 |
|
R3 |
9,861.3 |
9,754.7 |
9,426.9 |
|
R2 |
9,556.3 |
9,556.3 |
9,398.9 |
|
R1 |
9,449.7 |
9,449.7 |
9,371.0 |
9,503.0 |
PP |
9,251.3 |
9,251.3 |
9,251.3 |
9,278.0 |
S1 |
9,144.7 |
9,144.7 |
9,315.0 |
9,198.0 |
S2 |
8,946.3 |
8,946.3 |
9,287.1 |
|
S3 |
8,641.3 |
8,839.7 |
9,259.1 |
|
S4 |
8,336.3 |
8,534.7 |
9,175.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,358.0 |
9,053.0 |
305.0 |
3.3% |
146.4 |
1.6% |
95% |
True |
False |
117,969 |
10 |
9,384.0 |
8,909.5 |
474.5 |
5.1% |
164.1 |
1.8% |
91% |
False |
False |
132,966 |
20 |
9,737.5 |
8,909.5 |
828.0 |
8.9% |
153.0 |
1.6% |
52% |
False |
False |
122,996 |
40 |
9,737.5 |
8,909.5 |
828.0 |
8.9% |
153.8 |
1.6% |
52% |
False |
False |
121,028 |
60 |
9,802.5 |
8,909.5 |
893.0 |
9.6% |
137.4 |
1.5% |
49% |
False |
False |
109,928 |
80 |
9,802.5 |
8,909.5 |
893.0 |
9.6% |
127.0 |
1.4% |
49% |
False |
False |
85,956 |
100 |
9,802.5 |
8,909.5 |
893.0 |
9.6% |
116.3 |
1.2% |
49% |
False |
False |
68,790 |
120 |
9,802.5 |
8,505.0 |
1,297.5 |
13.9% |
109.9 |
1.2% |
65% |
False |
False |
57,354 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,655.5 |
2.618 |
9,541.3 |
1.618 |
9,471.3 |
1.000 |
9,428.0 |
0.618 |
9,401.3 |
HIGH |
9,358.0 |
0.618 |
9,331.3 |
0.500 |
9,323.0 |
0.382 |
9,314.7 |
LOW |
9,288.0 |
0.618 |
9,244.7 |
1.000 |
9,218.0 |
1.618 |
9,174.7 |
2.618 |
9,104.7 |
4.250 |
8,990.5 |
|
|
Fisher Pivots for day following 21-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
9,336.3 |
9,314.2 |
PP |
9,329.7 |
9,285.3 |
S1 |
9,323.0 |
9,256.5 |
|