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 |
6,765.0 |
6,703.0 |
-62.0 |
-0.9% |
6,730.5 |
High |
6,781.5 |
6,738.0 |
-43.5 |
-0.6% |
6,804.5 |
Low |
6,684.0 |
6,649.0 |
-35.0 |
-0.5% |
6,643.5 |
Close |
6,696.5 |
6,659.5 |
-37.0 |
-0.6% |
6,696.5 |
Range |
97.5 |
89.0 |
-8.5 |
-8.7% |
161.0 |
ATR |
81.6 |
82.1 |
0.5 |
0.6% |
0.0 |
Volume |
131,578 |
122,851 |
-8,727 |
-6.6% |
564,602 |
|
Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,949.0 |
6,893.5 |
6,708.5 |
|
R3 |
6,860.0 |
6,804.5 |
6,684.0 |
|
R2 |
6,771.0 |
6,771.0 |
6,676.0 |
|
R1 |
6,715.5 |
6,715.5 |
6,667.5 |
6,699.0 |
PP |
6,682.0 |
6,682.0 |
6,682.0 |
6,674.0 |
S1 |
6,626.5 |
6,626.5 |
6,651.5 |
6,610.0 |
S2 |
6,593.0 |
6,593.0 |
6,643.0 |
|
S3 |
6,504.0 |
6,537.5 |
6,635.0 |
|
S4 |
6,415.0 |
6,448.5 |
6,610.5 |
|
|
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 |
6,649.0 |
155.5 |
2.3% |
79.0 |
1.2% |
7% |
False |
True |
110,151 |
10 |
6,834.5 |
6,643.5 |
191.0 |
2.9% |
77.5 |
1.2% |
8% |
False |
False |
119,640 |
20 |
6,858.0 |
6,548.5 |
309.5 |
4.6% |
76.5 |
1.1% |
36% |
False |
False |
116,763 |
40 |
6,858.0 |
6,344.5 |
513.5 |
7.7% |
80.5 |
1.2% |
61% |
False |
False |
115,438 |
60 |
6,858.0 |
6,344.5 |
513.5 |
7.7% |
75.5 |
1.1% |
61% |
False |
False |
107,370 |
80 |
6,858.0 |
6,344.5 |
513.5 |
7.7% |
68.0 |
1.0% |
61% |
False |
False |
83,400 |
100 |
6,858.0 |
6,344.5 |
513.5 |
7.7% |
62.5 |
0.9% |
61% |
False |
False |
66,810 |
120 |
6,858.0 |
6,275.0 |
583.0 |
8.8% |
55.0 |
0.8% |
66% |
False |
False |
55,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,116.0 |
2.618 |
6,971.0 |
1.618 |
6,882.0 |
1.000 |
6,827.0 |
0.618 |
6,793.0 |
HIGH |
6,738.0 |
0.618 |
6,704.0 |
0.500 |
6,693.5 |
0.382 |
6,683.0 |
LOW |
6,649.0 |
0.618 |
6,594.0 |
1.000 |
6,560.0 |
1.618 |
6,505.0 |
2.618 |
6,416.0 |
4.250 |
6,271.0 |
|
|
Fisher Pivots for day following 10-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
6,693.5 |
6,720.0 |
PP |
6,682.0 |
6,699.5 |
S1 |
6,671.0 |
6,679.5 |
|