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 |
6,681.5 |
6,643.0 |
-38.5 |
-0.6% |
6,730.5 |
High |
6,698.5 |
6,652.0 |
-46.5 |
-0.7% |
6,804.5 |
Low |
6,637.5 |
6,595.5 |
-42.0 |
-0.6% |
6,643.5 |
Close |
6,660.5 |
6,626.5 |
-34.0 |
-0.5% |
6,696.5 |
Range |
61.0 |
56.5 |
-4.5 |
-7.4% |
161.0 |
ATR |
80.6 |
79.5 |
-1.1 |
-1.4% |
0.0 |
Volume |
105,968 |
150,255 |
44,287 |
41.8% |
564,602 |
|
Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,794.0 |
6,767.0 |
6,657.5 |
|
R3 |
6,737.5 |
6,710.5 |
6,642.0 |
|
R2 |
6,681.0 |
6,681.0 |
6,637.0 |
|
R1 |
6,654.0 |
6,654.0 |
6,631.5 |
6,639.0 |
PP |
6,624.5 |
6,624.5 |
6,624.5 |
6,617.5 |
S1 |
6,597.5 |
6,597.5 |
6,621.5 |
6,583.0 |
S2 |
6,568.0 |
6,568.0 |
6,616.0 |
|
S3 |
6,511.5 |
6,541.0 |
6,611.0 |
|
S4 |
6,455.0 |
6,484.5 |
6,595.5 |
|
|
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 |
6,790.5 |
6,595.5 |
195.0 |
2.9% |
69.0 |
1.0% |
16% |
False |
True |
128,143 |
10 |
6,808.0 |
6,595.5 |
212.5 |
3.2% |
75.5 |
1.1% |
15% |
False |
True |
123,037 |
20 |
6,858.0 |
6,565.0 |
293.0 |
4.4% |
75.0 |
1.1% |
21% |
False |
False |
119,084 |
40 |
6,858.0 |
6,344.5 |
513.5 |
7.7% |
79.5 |
1.2% |
55% |
False |
False |
117,067 |
60 |
6,858.0 |
6,344.5 |
513.5 |
7.7% |
75.5 |
1.1% |
55% |
False |
False |
107,604 |
80 |
6,858.0 |
6,344.5 |
513.5 |
7.7% |
68.5 |
1.0% |
55% |
False |
False |
86,532 |
100 |
6,858.0 |
6,344.5 |
513.5 |
7.7% |
63.0 |
1.0% |
55% |
False |
False |
69,372 |
120 |
6,858.0 |
6,275.0 |
583.0 |
8.8% |
56.0 |
0.8% |
60% |
False |
False |
57,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,892.0 |
2.618 |
6,800.0 |
1.618 |
6,743.5 |
1.000 |
6,708.5 |
0.618 |
6,687.0 |
HIGH |
6,652.0 |
0.618 |
6,630.5 |
0.500 |
6,624.0 |
0.382 |
6,617.0 |
LOW |
6,595.5 |
0.618 |
6,560.5 |
1.000 |
6,539.0 |
1.618 |
6,504.0 |
2.618 |
6,447.5 |
4.250 |
6,355.5 |
|
|
Fisher Pivots for day following 12-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
6,625.5 |
6,667.0 |
PP |
6,624.5 |
6,653.5 |
S1 |
6,624.0 |
6,640.0 |
|