Trading Metrics calculated at close of trading on 13-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
15,035 |
14,865 |
-170 |
-1.1% |
14,805 |
High |
15,060 |
14,930 |
-130 |
-0.9% |
15,435 |
Low |
14,685 |
14,365 |
-320 |
-2.2% |
14,440 |
Close |
14,815 |
14,440 |
-375 |
-2.5% |
15,320 |
Range |
375 |
565 |
190 |
50.7% |
995 |
ATR |
343 |
359 |
16 |
4.6% |
0 |
Volume |
26,821 |
7,686 |
-19,135 |
-71.3% |
106,336 |
|
Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,273 |
15,922 |
14,751 |
|
R3 |
15,708 |
15,357 |
14,596 |
|
R2 |
15,143 |
15,143 |
14,544 |
|
R1 |
14,792 |
14,792 |
14,492 |
14,685 |
PP |
14,578 |
14,578 |
14,578 |
14,525 |
S1 |
14,227 |
14,227 |
14,388 |
14,120 |
S2 |
14,013 |
14,013 |
14,337 |
|
S3 |
13,448 |
13,662 |
14,285 |
|
S4 |
12,883 |
13,097 |
14,129 |
|
|
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 |
14,365 |
1,070 |
7.4% |
348 |
2.4% |
7% |
False |
True |
28,766 |
10 |
15,435 |
14,365 |
1,070 |
7.4% |
342 |
2.4% |
7% |
False |
True |
23,905 |
20 |
15,435 |
14,210 |
1,225 |
8.5% |
357 |
2.5% |
19% |
False |
False |
20,859 |
40 |
15,995 |
13,945 |
2,050 |
14.2% |
372 |
2.6% |
24% |
False |
False |
21,338 |
60 |
16,450 |
13,945 |
2,505 |
17.3% |
341 |
2.4% |
20% |
False |
False |
17,710 |
80 |
16,450 |
13,945 |
2,505 |
17.3% |
320 |
2.2% |
20% |
False |
False |
14,818 |
100 |
16,450 |
13,945 |
2,505 |
17.3% |
278 |
1.9% |
20% |
False |
False |
11,856 |
120 |
16,450 |
13,905 |
2,545 |
17.6% |
247 |
1.7% |
21% |
False |
False |
9,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,331 |
2.618 |
16,409 |
1.618 |
15,844 |
1.000 |
15,495 |
0.618 |
15,279 |
HIGH |
14,930 |
0.618 |
14,714 |
0.500 |
14,648 |
0.382 |
14,581 |
LOW |
14,365 |
0.618 |
14,016 |
1.000 |
13,800 |
1.618 |
13,451 |
2.618 |
12,886 |
4.250 |
11,964 |
|
|
Fisher Pivots for day following 13-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
14,648 |
14,823 |
PP |
14,578 |
14,695 |
S1 |
14,509 |
14,568 |
|