Trading Metrics calculated at close of trading on 07-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
14,905 |
15,330 |
425 |
2.9% |
14,805 |
High |
15,340 |
15,435 |
95 |
0.6% |
15,435 |
Low |
14,870 |
15,155 |
285 |
1.9% |
14,440 |
Close |
15,300 |
15,320 |
20 |
0.1% |
15,320 |
Range |
470 |
280 |
-190 |
-40.4% |
995 |
ATR |
359 |
353 |
-6 |
-1.6% |
0 |
Volume |
27,247 |
26,869 |
-378 |
-1.4% |
106,336 |
|
Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,143 |
16,012 |
15,474 |
|
R3 |
15,863 |
15,732 |
15,397 |
|
R2 |
15,583 |
15,583 |
15,371 |
|
R1 |
15,452 |
15,452 |
15,346 |
15,378 |
PP |
15,303 |
15,303 |
15,303 |
15,266 |
S1 |
15,172 |
15,172 |
15,294 |
15,098 |
S2 |
15,023 |
15,023 |
15,269 |
|
S3 |
14,743 |
14,892 |
15,243 |
|
S4 |
14,463 |
14,612 |
15,166 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,050 |
17,680 |
15,867 |
|
R3 |
17,055 |
16,685 |
15,594 |
|
R2 |
16,060 |
16,060 |
15,503 |
|
R1 |
15,690 |
15,690 |
15,411 |
15,875 |
PP |
15,065 |
15,065 |
15,065 |
15,158 |
S1 |
14,695 |
14,695 |
15,229 |
14,880 |
S2 |
14,070 |
14,070 |
15,138 |
|
S3 |
13,075 |
13,700 |
15,047 |
|
S4 |
12,080 |
12,705 |
14,773 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,435 |
14,440 |
995 |
6.5% |
336 |
2.2% |
88% |
True |
False |
21,267 |
10 |
15,435 |
14,440 |
995 |
6.5% |
315 |
2.1% |
88% |
True |
False |
18,282 |
20 |
15,435 |
14,210 |
1,225 |
8.0% |
341 |
2.2% |
91% |
True |
False |
18,260 |
40 |
16,070 |
13,945 |
2,125 |
13.9% |
368 |
2.4% |
65% |
False |
False |
19,951 |
60 |
16,450 |
13,945 |
2,505 |
16.4% |
336 |
2.2% |
55% |
False |
False |
17,047 |
80 |
16,450 |
13,945 |
2,505 |
16.4% |
312 |
2.0% |
55% |
False |
False |
13,357 |
100 |
16,450 |
13,945 |
2,505 |
16.4% |
265 |
1.7% |
55% |
False |
False |
10,686 |
120 |
16,450 |
13,905 |
2,545 |
16.6% |
236 |
1.5% |
56% |
False |
False |
8,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,625 |
2.618 |
16,168 |
1.618 |
15,888 |
1.000 |
15,715 |
0.618 |
15,608 |
HIGH |
15,435 |
0.618 |
15,328 |
0.500 |
15,295 |
0.382 |
15,262 |
LOW |
15,155 |
0.618 |
14,982 |
1.000 |
14,875 |
1.618 |
14,702 |
2.618 |
14,422 |
4.250 |
13,965 |
|
|
Fisher Pivots for day following 07-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
15,312 |
15,264 |
PP |
15,303 |
15,208 |
S1 |
15,295 |
15,153 |
|