Trading Metrics calculated at close of trading on 10-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
15,330 |
15,280 |
-50 |
-0.3% |
14,805 |
High |
15,435 |
15,320 |
-115 |
-0.7% |
15,435 |
Low |
15,155 |
15,085 |
-70 |
-0.5% |
14,440 |
Close |
15,320 |
15,230 |
-90 |
-0.6% |
15,320 |
Range |
280 |
235 |
-45 |
-16.1% |
995 |
ATR |
353 |
345 |
-8 |
-2.4% |
0 |
Volume |
26,869 |
34,908 |
8,039 |
29.9% |
106,336 |
|
Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,917 |
15,808 |
15,359 |
|
R3 |
15,682 |
15,573 |
15,295 |
|
R2 |
15,447 |
15,447 |
15,273 |
|
R1 |
15,338 |
15,338 |
15,252 |
15,275 |
PP |
15,212 |
15,212 |
15,212 |
15,180 |
S1 |
15,103 |
15,103 |
15,209 |
15,040 |
S2 |
14,977 |
14,977 |
15,187 |
|
S3 |
14,742 |
14,868 |
15,166 |
|
S4 |
14,507 |
14,633 |
15,101 |
|
|
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 |
14,535 |
900 |
5.9% |
310 |
2.0% |
77% |
False |
False |
23,340 |
10 |
15,435 |
14,440 |
995 |
6.5% |
299 |
2.0% |
79% |
False |
False |
20,416 |
20 |
15,435 |
14,210 |
1,225 |
8.0% |
333 |
2.2% |
83% |
False |
False |
18,898 |
40 |
16,030 |
13,945 |
2,085 |
13.7% |
369 |
2.4% |
62% |
False |
False |
20,547 |
60 |
16,450 |
13,945 |
2,505 |
16.4% |
335 |
2.2% |
51% |
False |
False |
17,028 |
80 |
16,450 |
13,945 |
2,505 |
16.4% |
314 |
2.1% |
51% |
False |
False |
13,793 |
100 |
16,450 |
13,945 |
2,505 |
16.4% |
268 |
1.8% |
51% |
False |
False |
11,035 |
120 |
16,450 |
13,905 |
2,545 |
16.7% |
238 |
1.6% |
52% |
False |
False |
9,197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,319 |
2.618 |
15,935 |
1.618 |
15,700 |
1.000 |
15,555 |
0.618 |
15,465 |
HIGH |
15,320 |
0.618 |
15,230 |
0.500 |
15,203 |
0.382 |
15,175 |
LOW |
15,085 |
0.618 |
14,940 |
1.000 |
14,850 |
1.618 |
14,705 |
2.618 |
14,470 |
4.250 |
14,086 |
|
|
Fisher Pivots for day following 10-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
15,221 |
15,204 |
PP |
15,212 |
15,178 |
S1 |
15,203 |
15,153 |
|