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 |
6,758.5 |
6,765.0 |
6.5 |
0.1% |
6,730.5 |
High |
6,790.5 |
6,781.5 |
-9.0 |
-0.1% |
6,804.5 |
Low |
6,749.5 |
6,684.0 |
-65.5 |
-1.0% |
6,643.5 |
Close |
6,764.5 |
6,696.5 |
-68.0 |
-1.0% |
6,696.5 |
Range |
41.0 |
97.5 |
56.5 |
137.8% |
161.0 |
ATR |
80.4 |
81.6 |
1.2 |
1.5% |
0.0 |
Volume |
130,065 |
131,578 |
1,513 |
1.2% |
564,602 |
|
Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,013.0 |
6,952.5 |
6,750.0 |
|
R3 |
6,915.5 |
6,855.0 |
6,723.5 |
|
R2 |
6,818.0 |
6,818.0 |
6,714.5 |
|
R1 |
6,757.5 |
6,757.5 |
6,705.5 |
6,739.0 |
PP |
6,720.5 |
6,720.5 |
6,720.5 |
6,711.5 |
S1 |
6,660.0 |
6,660.0 |
6,687.5 |
6,641.5 |
S2 |
6,623.0 |
6,623.0 |
6,678.5 |
|
S3 |
6,525.5 |
6,562.5 |
6,669.5 |
|
S4 |
6,428.0 |
6,465.0 |
6,643.0 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,198.0 |
7,108.0 |
6,785.0 |
|
R3 |
7,037.0 |
6,947.0 |
6,741.0 |
|
R2 |
6,876.0 |
6,876.0 |
6,726.0 |
|
R1 |
6,786.0 |
6,786.0 |
6,711.5 |
6,750.5 |
PP |
6,715.0 |
6,715.0 |
6,715.0 |
6,697.0 |
S1 |
6,625.0 |
6,625.0 |
6,681.5 |
6,589.5 |
S2 |
6,554.0 |
6,554.0 |
6,667.0 |
|
S3 |
6,393.0 |
6,464.0 |
6,652.0 |
|
S4 |
6,232.0 |
6,303.0 |
6,608.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,804.5 |
6,643.5 |
161.0 |
2.4% |
78.5 |
1.2% |
33% |
False |
False |
112,920 |
10 |
6,858.0 |
6,643.5 |
214.5 |
3.2% |
78.0 |
1.2% |
25% |
False |
False |
122,916 |
20 |
6,858.0 |
6,511.0 |
347.0 |
5.2% |
74.0 |
1.1% |
53% |
False |
False |
115,937 |
40 |
6,858.0 |
6,344.5 |
513.5 |
7.7% |
79.5 |
1.2% |
69% |
False |
False |
114,645 |
60 |
6,858.0 |
6,344.5 |
513.5 |
7.7% |
75.0 |
1.1% |
69% |
False |
False |
106,625 |
80 |
6,858.0 |
6,344.5 |
513.5 |
7.7% |
68.0 |
1.0% |
69% |
False |
False |
81,879 |
100 |
6,858.0 |
6,344.5 |
513.5 |
7.7% |
62.0 |
0.9% |
69% |
False |
False |
65,583 |
120 |
6,858.0 |
6,275.0 |
583.0 |
8.7% |
54.5 |
0.8% |
72% |
False |
False |
54,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,196.0 |
2.618 |
7,037.0 |
1.618 |
6,939.5 |
1.000 |
6,879.0 |
0.618 |
6,842.0 |
HIGH |
6,781.5 |
0.618 |
6,744.5 |
0.500 |
6,733.0 |
0.382 |
6,721.0 |
LOW |
6,684.0 |
0.618 |
6,623.5 |
1.000 |
6,586.5 |
1.618 |
6,526.0 |
2.618 |
6,428.5 |
4.250 |
6,269.5 |
|
|
Fisher Pivots for day following 07-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
6,733.0 |
6,742.0 |
PP |
6,720.5 |
6,727.0 |
S1 |
6,708.5 |
6,711.5 |
|