Trading Metrics calculated at close of trading on 19-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
6,560.0 |
6,605.0 |
45.0 |
0.7% |
6,703.0 |
High |
6,700.0 |
6,613.0 |
-87.0 |
-1.3% |
6,738.0 |
Low |
6,531.0 |
6,520.5 |
-10.5 |
-0.2% |
6,497.5 |
Close |
6,598.0 |
6,575.0 |
-23.0 |
-0.3% |
6,518.5 |
Range |
169.0 |
92.5 |
-76.5 |
-45.3% |
240.5 |
ATR |
87.4 |
87.8 |
0.4 |
0.4% |
0.0 |
Volume |
219,684 |
159,492 |
-60,192 |
-27.4% |
804,878 |
|
Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,847.0 |
6,803.5 |
6,626.0 |
|
R3 |
6,754.5 |
6,711.0 |
6,600.5 |
|
R2 |
6,662.0 |
6,662.0 |
6,592.0 |
|
R1 |
6,618.5 |
6,618.5 |
6,583.5 |
6,594.0 |
PP |
6,569.5 |
6,569.5 |
6,569.5 |
6,557.0 |
S1 |
6,526.0 |
6,526.0 |
6,566.5 |
6,501.5 |
S2 |
6,477.0 |
6,477.0 |
6,558.0 |
|
S3 |
6,384.5 |
6,433.5 |
6,549.5 |
|
S4 |
6,292.0 |
6,341.0 |
6,524.0 |
|
|
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 |
6,700.0 |
6,497.5 |
202.5 |
3.1% |
104.5 |
1.6% |
38% |
False |
False |
248,466 |
10 |
6,790.5 |
6,497.5 |
293.0 |
4.5% |
86.5 |
1.3% |
26% |
False |
False |
188,305 |
20 |
6,858.0 |
6,497.5 |
360.5 |
5.5% |
83.5 |
1.3% |
21% |
False |
False |
155,576 |
40 |
6,858.0 |
6,344.5 |
513.5 |
7.8% |
87.0 |
1.3% |
45% |
False |
False |
137,995 |
60 |
6,858.0 |
6,344.5 |
513.5 |
7.8% |
76.5 |
1.2% |
45% |
False |
False |
117,352 |
80 |
6,858.0 |
6,344.5 |
513.5 |
7.8% |
73.0 |
1.1% |
45% |
False |
False |
102,058 |
100 |
6,858.0 |
6,344.5 |
513.5 |
7.8% |
67.0 |
1.0% |
45% |
False |
False |
81,788 |
120 |
6,858.0 |
6,275.0 |
583.0 |
8.9% |
59.5 |
0.9% |
51% |
False |
False |
68,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,006.0 |
2.618 |
6,855.0 |
1.618 |
6,762.5 |
1.000 |
6,705.5 |
0.618 |
6,670.0 |
HIGH |
6,613.0 |
0.618 |
6,577.5 |
0.500 |
6,567.0 |
0.382 |
6,556.0 |
LOW |
6,520.5 |
0.618 |
6,463.5 |
1.000 |
6,428.0 |
1.618 |
6,371.0 |
2.618 |
6,278.5 |
4.250 |
6,127.5 |
|
|
Fisher Pivots for day following 19-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
6,572.0 |
6,607.0 |
PP |
6,569.5 |
6,596.5 |
S1 |
6,567.0 |
6,585.5 |
|