Trading Metrics calculated at close of trading on 12-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
15,225 |
15,035 |
-190 |
-1.2% |
14,805 |
High |
15,280 |
15,060 |
-220 |
-1.4% |
15,435 |
Low |
14,995 |
14,685 |
-310 |
-2.1% |
14,440 |
Close |
15,030 |
14,815 |
-215 |
-1.4% |
15,320 |
Range |
285 |
375 |
90 |
31.6% |
995 |
ATR |
340 |
343 |
2 |
0.7% |
0 |
Volume |
47,550 |
26,821 |
-20,729 |
-43.6% |
106,336 |
|
Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,978 |
15,772 |
15,021 |
|
R3 |
15,603 |
15,397 |
14,918 |
|
R2 |
15,228 |
15,228 |
14,884 |
|
R1 |
15,022 |
15,022 |
14,850 |
14,938 |
PP |
14,853 |
14,853 |
14,853 |
14,811 |
S1 |
14,647 |
14,647 |
14,781 |
14,563 |
S2 |
14,478 |
14,478 |
14,746 |
|
S3 |
14,103 |
14,272 |
14,712 |
|
S4 |
13,728 |
13,897 |
14,609 |
|
|
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 |
14,685 |
750 |
5.1% |
329 |
2.2% |
17% |
False |
True |
32,679 |
10 |
15,435 |
14,440 |
995 |
6.7% |
318 |
2.1% |
38% |
False |
False |
25,276 |
20 |
15,435 |
14,210 |
1,225 |
8.3% |
339 |
2.3% |
49% |
False |
False |
21,139 |
40 |
15,995 |
13,945 |
2,050 |
13.8% |
368 |
2.5% |
42% |
False |
False |
21,659 |
60 |
16,450 |
13,945 |
2,505 |
16.9% |
337 |
2.3% |
35% |
False |
False |
17,773 |
80 |
16,450 |
13,945 |
2,505 |
16.9% |
318 |
2.1% |
35% |
False |
False |
14,722 |
100 |
16,450 |
13,945 |
2,505 |
16.9% |
273 |
1.8% |
35% |
False |
False |
11,779 |
120 |
16,450 |
13,905 |
2,545 |
17.2% |
243 |
1.6% |
36% |
False |
False |
9,817 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,654 |
2.618 |
16,042 |
1.618 |
15,667 |
1.000 |
15,435 |
0.618 |
15,292 |
HIGH |
15,060 |
0.618 |
14,917 |
0.500 |
14,873 |
0.382 |
14,828 |
LOW |
14,685 |
0.618 |
14,453 |
1.000 |
14,310 |
1.618 |
14,078 |
2.618 |
13,703 |
4.250 |
13,091 |
|
|
Fisher Pivots for day following 12-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
14,873 |
15,003 |
PP |
14,853 |
14,940 |
S1 |
14,834 |
14,878 |
|