Trading Metrics calculated at close of trading on 17-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
6,533.0 |
6,518.0 |
-15.0 |
-0.2% |
6,703.0 |
High |
6,546.0 |
6,590.5 |
44.5 |
0.7% |
6,738.0 |
Low |
6,497.5 |
6,514.0 |
16.5 |
0.3% |
6,497.5 |
Close |
6,518.5 |
6,567.5 |
49.0 |
0.8% |
6,518.5 |
Range |
48.5 |
76.5 |
28.0 |
57.7% |
240.5 |
ATR |
81.5 |
81.2 |
-0.4 |
-0.4% |
0.0 |
Volume |
243,373 |
437,354 |
193,981 |
79.7% |
804,878 |
|
Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,787.0 |
6,753.5 |
6,609.5 |
|
R3 |
6,710.5 |
6,677.0 |
6,588.5 |
|
R2 |
6,634.0 |
6,634.0 |
6,581.5 |
|
R1 |
6,600.5 |
6,600.5 |
6,574.5 |
6,617.0 |
PP |
6,557.5 |
6,557.5 |
6,557.5 |
6,565.5 |
S1 |
6,524.0 |
6,524.0 |
6,560.5 |
6,541.0 |
S2 |
6,481.0 |
6,481.0 |
6,553.5 |
|
S3 |
6,404.5 |
6,447.5 |
6,546.5 |
|
S4 |
6,328.0 |
6,371.0 |
6,525.5 |
|
|
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 |
6,698.5 |
6,497.5 |
201.0 |
3.1% |
75.5 |
1.1% |
35% |
False |
False |
223,876 |
10 |
6,804.5 |
6,497.5 |
307.0 |
4.7% |
77.0 |
1.2% |
23% |
False |
False |
167,013 |
20 |
6,858.0 |
6,497.5 |
360.5 |
5.5% |
78.0 |
1.2% |
19% |
False |
False |
149,005 |
40 |
6,858.0 |
6,344.5 |
513.5 |
7.8% |
83.0 |
1.3% |
43% |
False |
False |
132,880 |
60 |
6,858.0 |
6,344.5 |
513.5 |
7.8% |
75.0 |
1.1% |
43% |
False |
False |
113,732 |
80 |
6,858.0 |
6,344.5 |
513.5 |
7.8% |
70.5 |
1.1% |
43% |
False |
False |
97,318 |
100 |
6,858.0 |
6,344.5 |
513.5 |
7.8% |
64.5 |
1.0% |
43% |
False |
False |
77,997 |
120 |
6,858.0 |
6,275.0 |
583.0 |
8.9% |
57.5 |
0.9% |
50% |
False |
False |
65,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,915.5 |
2.618 |
6,791.0 |
1.618 |
6,714.5 |
1.000 |
6,667.0 |
0.618 |
6,638.0 |
HIGH |
6,590.5 |
0.618 |
6,561.5 |
0.500 |
6,552.0 |
0.382 |
6,543.0 |
LOW |
6,514.0 |
0.618 |
6,466.5 |
1.000 |
6,437.5 |
1.618 |
6,390.0 |
2.618 |
6,313.5 |
4.250 |
6,189.0 |
|
|
Fisher Pivots for day following 17-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
6,562.5 |
6,569.0 |
PP |
6,557.5 |
6,568.5 |
S1 |
6,552.0 |
6,568.0 |
|