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 |
6,643.0 |
6,635.5 |
-7.5 |
-0.1% |
6,730.5 |
High |
6,652.0 |
6,640.0 |
-12.0 |
-0.2% |
6,804.5 |
Low |
6,595.5 |
6,505.0 |
-90.5 |
-1.4% |
6,643.5 |
Close |
6,626.5 |
6,553.5 |
-73.0 |
-1.1% |
6,696.5 |
Range |
56.5 |
135.0 |
78.5 |
138.9% |
161.0 |
ATR |
79.5 |
83.5 |
4.0 |
5.0% |
0.0 |
Volume |
150,255 |
182,431 |
32,176 |
21.4% |
564,602 |
|
Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,971.0 |
6,897.5 |
6,628.0 |
|
R3 |
6,836.0 |
6,762.5 |
6,590.5 |
|
R2 |
6,701.0 |
6,701.0 |
6,578.0 |
|
R1 |
6,627.5 |
6,627.5 |
6,566.0 |
6,597.0 |
PP |
6,566.0 |
6,566.0 |
6,566.0 |
6,551.0 |
S1 |
6,492.5 |
6,492.5 |
6,541.0 |
6,462.0 |
S2 |
6,431.0 |
6,431.0 |
6,529.0 |
|
S3 |
6,296.0 |
6,357.5 |
6,516.5 |
|
S4 |
6,161.0 |
6,222.5 |
6,479.0 |
|
|
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 |
6,781.5 |
6,505.0 |
276.5 |
4.2% |
88.0 |
1.3% |
18% |
False |
True |
138,616 |
10 |
6,808.0 |
6,505.0 |
303.0 |
4.6% |
80.0 |
1.2% |
16% |
False |
True |
128,154 |
20 |
6,858.0 |
6,505.0 |
353.0 |
5.4% |
78.0 |
1.2% |
14% |
False |
True |
124,516 |
40 |
6,858.0 |
6,344.5 |
513.5 |
7.8% |
81.5 |
1.2% |
41% |
False |
False |
118,849 |
60 |
6,858.0 |
6,344.5 |
513.5 |
7.8% |
75.5 |
1.2% |
41% |
False |
False |
106,410 |
80 |
6,858.0 |
6,344.5 |
513.5 |
7.8% |
69.5 |
1.1% |
41% |
False |
False |
88,813 |
100 |
6,858.0 |
6,344.5 |
513.5 |
7.8% |
64.0 |
1.0% |
41% |
False |
False |
71,196 |
120 |
6,858.0 |
6,275.0 |
583.0 |
8.9% |
57.0 |
0.9% |
48% |
False |
False |
59,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,214.0 |
2.618 |
6,993.5 |
1.618 |
6,858.5 |
1.000 |
6,775.0 |
0.618 |
6,723.5 |
HIGH |
6,640.0 |
0.618 |
6,588.5 |
0.500 |
6,572.5 |
0.382 |
6,556.5 |
LOW |
6,505.0 |
0.618 |
6,421.5 |
1.000 |
6,370.0 |
1.618 |
6,286.5 |
2.618 |
6,151.5 |
4.250 |
5,931.0 |
|
|
Fisher Pivots for day following 13-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
6,572.5 |
6,602.0 |
PP |
6,566.0 |
6,585.5 |
S1 |
6,560.0 |
6,569.5 |
|