Trading Metrics calculated at close of trading on 14-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
6,635.5 |
6,533.0 |
-102.5 |
-1.5% |
6,703.0 |
High |
6,640.0 |
6,546.0 |
-94.0 |
-1.4% |
6,738.0 |
Low |
6,505.0 |
6,497.5 |
-7.5 |
-0.1% |
6,497.5 |
Close |
6,553.5 |
6,518.5 |
-35.0 |
-0.5% |
6,518.5 |
Range |
135.0 |
48.5 |
-86.5 |
-64.1% |
240.5 |
ATR |
83.5 |
81.5 |
-2.0 |
-2.4% |
0.0 |
Volume |
182,431 |
243,373 |
60,942 |
33.4% |
804,878 |
|
Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,666.0 |
6,641.0 |
6,545.0 |
|
R3 |
6,617.5 |
6,592.5 |
6,532.0 |
|
R2 |
6,569.0 |
6,569.0 |
6,527.5 |
|
R1 |
6,544.0 |
6,544.0 |
6,523.0 |
6,532.0 |
PP |
6,520.5 |
6,520.5 |
6,520.5 |
6,515.0 |
S1 |
6,495.5 |
6,495.5 |
6,514.0 |
6,484.0 |
S2 |
6,472.0 |
6,472.0 |
6,509.5 |
|
S3 |
6,423.5 |
6,447.0 |
6,505.0 |
|
S4 |
6,375.0 |
6,398.5 |
6,492.0 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,306.0 |
7,153.0 |
6,651.0 |
|
R3 |
7,065.5 |
6,912.5 |
6,584.5 |
|
R2 |
6,825.0 |
6,825.0 |
6,562.5 |
|
R1 |
6,672.0 |
6,672.0 |
6,540.5 |
6,628.0 |
PP |
6,584.5 |
6,584.5 |
6,584.5 |
6,563.0 |
S1 |
6,431.5 |
6,431.5 |
6,496.5 |
6,388.0 |
S2 |
6,344.0 |
6,344.0 |
6,474.5 |
|
S3 |
6,103.5 |
6,191.0 |
6,452.5 |
|
S4 |
5,863.0 |
5,950.5 |
6,386.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,738.0 |
6,497.5 |
240.5 |
3.7% |
78.0 |
1.2% |
9% |
False |
True |
160,975 |
10 |
6,804.5 |
6,497.5 |
307.0 |
4.7% |
78.0 |
1.2% |
7% |
False |
True |
136,948 |
20 |
6,858.0 |
6,497.5 |
360.5 |
5.5% |
78.5 |
1.2% |
6% |
False |
True |
133,330 |
40 |
6,858.0 |
6,344.5 |
513.5 |
7.9% |
82.0 |
1.3% |
34% |
False |
False |
123,971 |
60 |
6,858.0 |
6,344.5 |
513.5 |
7.9% |
76.0 |
1.2% |
34% |
False |
False |
107,967 |
80 |
6,858.0 |
6,344.5 |
513.5 |
7.9% |
70.0 |
1.1% |
34% |
False |
False |
91,855 |
100 |
6,858.0 |
6,344.5 |
513.5 |
7.9% |
64.0 |
1.0% |
34% |
False |
False |
73,629 |
120 |
6,858.0 |
6,275.0 |
583.0 |
8.9% |
57.0 |
0.9% |
42% |
False |
False |
61,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,752.0 |
2.618 |
6,673.0 |
1.618 |
6,624.5 |
1.000 |
6,594.5 |
0.618 |
6,576.0 |
HIGH |
6,546.0 |
0.618 |
6,527.5 |
0.500 |
6,522.0 |
0.382 |
6,516.0 |
LOW |
6,497.5 |
0.618 |
6,467.5 |
1.000 |
6,449.0 |
1.618 |
6,419.0 |
2.618 |
6,370.5 |
4.250 |
6,291.5 |
|
|
Fisher Pivots for day following 14-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
6,522.0 |
6,575.0 |
PP |
6,520.5 |
6,556.0 |
S1 |
6,519.5 |
6,537.0 |
|