Trading Metrics calculated at close of trading on 20-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
6,605.0 |
6,538.0 |
-67.0 |
-1.0% |
6,703.0 |
High |
6,613.0 |
6,555.0 |
-58.0 |
-0.9% |
6,738.0 |
Low |
6,520.5 |
6,491.0 |
-29.5 |
-0.5% |
6,497.5 |
Close |
6,575.0 |
6,552.5 |
-22.5 |
-0.3% |
6,518.5 |
Range |
92.5 |
64.0 |
-28.5 |
-30.8% |
240.5 |
ATR |
87.8 |
87.5 |
-0.3 |
-0.3% |
0.0 |
Volume |
159,492 |
219,684 |
60,192 |
37.7% |
804,878 |
|
Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,725.0 |
6,702.5 |
6,587.5 |
|
R3 |
6,661.0 |
6,638.5 |
6,570.0 |
|
R2 |
6,597.0 |
6,597.0 |
6,564.0 |
|
R1 |
6,574.5 |
6,574.5 |
6,558.5 |
6,586.0 |
PP |
6,533.0 |
6,533.0 |
6,533.0 |
6,538.5 |
S1 |
6,510.5 |
6,510.5 |
6,546.5 |
6,522.0 |
S2 |
6,469.0 |
6,469.0 |
6,541.0 |
|
S3 |
6,405.0 |
6,446.5 |
6,535.0 |
|
S4 |
6,341.0 |
6,382.5 |
6,517.5 |
|
|
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 |
6,700.0 |
6,491.0 |
209.0 |
3.2% |
90.0 |
1.4% |
29% |
False |
True |
255,917 |
10 |
6,781.5 |
6,491.0 |
290.5 |
4.4% |
89.0 |
1.4% |
21% |
False |
True |
197,267 |
20 |
6,858.0 |
6,491.0 |
367.0 |
5.6% |
81.5 |
1.2% |
17% |
False |
True |
159,146 |
40 |
6,858.0 |
6,344.5 |
513.5 |
7.8% |
86.5 |
1.3% |
41% |
False |
False |
139,588 |
60 |
6,858.0 |
6,344.5 |
513.5 |
7.8% |
76.0 |
1.2% |
41% |
False |
False |
120,775 |
80 |
6,858.0 |
6,344.5 |
513.5 |
7.8% |
73.0 |
1.1% |
41% |
False |
False |
104,804 |
100 |
6,858.0 |
6,344.5 |
513.5 |
7.8% |
67.0 |
1.0% |
41% |
False |
False |
83,985 |
120 |
6,858.0 |
6,275.0 |
583.0 |
8.9% |
60.0 |
0.9% |
48% |
False |
False |
70,002 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,827.0 |
2.618 |
6,722.5 |
1.618 |
6,658.5 |
1.000 |
6,619.0 |
0.618 |
6,594.5 |
HIGH |
6,555.0 |
0.618 |
6,530.5 |
0.500 |
6,523.0 |
0.382 |
6,515.5 |
LOW |
6,491.0 |
0.618 |
6,451.5 |
1.000 |
6,427.0 |
1.618 |
6,387.5 |
2.618 |
6,323.5 |
4.250 |
6,219.0 |
|
|
Fisher Pivots for day following 20-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
6,542.5 |
6,595.5 |
PP |
6,533.0 |
6,581.0 |
S1 |
6,523.0 |
6,567.0 |
|