Trading Metrics calculated at close of trading on 21-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
6,538.0 |
6,537.0 |
-1.0 |
0.0% |
6,518.0 |
High |
6,555.0 |
6,574.0 |
19.0 |
0.3% |
6,700.0 |
Low |
6,491.0 |
6,536.0 |
45.0 |
0.7% |
6,491.0 |
Close |
6,552.5 |
6,568.0 |
15.5 |
0.2% |
6,568.0 |
Range |
64.0 |
38.0 |
-26.0 |
-40.6% |
209.0 |
ATR |
87.5 |
84.0 |
-3.5 |
-4.0% |
0.0 |
Volume |
219,684 |
12,128 |
-207,556 |
-94.5% |
1,048,342 |
|
Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,673.5 |
6,658.5 |
6,589.0 |
|
R3 |
6,635.5 |
6,620.5 |
6,578.5 |
|
R2 |
6,597.5 |
6,597.5 |
6,575.0 |
|
R1 |
6,582.5 |
6,582.5 |
6,571.5 |
6,590.0 |
PP |
6,559.5 |
6,559.5 |
6,559.5 |
6,563.0 |
S1 |
6,544.5 |
6,544.5 |
6,564.5 |
6,552.0 |
S2 |
6,521.5 |
6,521.5 |
6,561.0 |
|
S3 |
6,483.5 |
6,506.5 |
6,557.5 |
|
S4 |
6,445.5 |
6,468.5 |
6,547.0 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,213.5 |
7,099.5 |
6,683.0 |
|
R3 |
7,004.5 |
6,890.5 |
6,625.5 |
|
R2 |
6,795.5 |
6,795.5 |
6,606.5 |
|
R1 |
6,681.5 |
6,681.5 |
6,587.0 |
6,738.5 |
PP |
6,586.5 |
6,586.5 |
6,586.5 |
6,615.0 |
S1 |
6,472.5 |
6,472.5 |
6,549.0 |
6,529.5 |
S2 |
6,377.5 |
6,377.5 |
6,529.5 |
|
S3 |
6,168.5 |
6,263.5 |
6,510.5 |
|
S4 |
5,959.5 |
6,054.5 |
6,453.0 |
|
|
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% |
88.0 |
1.3% |
37% |
False |
False |
209,668 |
10 |
6,738.0 |
6,491.0 |
247.0 |
3.8% |
83.0 |
1.3% |
31% |
False |
False |
185,322 |
20 |
6,858.0 |
6,491.0 |
367.0 |
5.6% |
80.5 |
1.2% |
21% |
False |
False |
154,119 |
40 |
6,858.0 |
6,344.5 |
513.5 |
7.8% |
83.0 |
1.3% |
44% |
False |
False |
135,856 |
60 |
6,858.0 |
6,344.5 |
513.5 |
7.8% |
76.0 |
1.2% |
44% |
False |
False |
120,071 |
80 |
6,858.0 |
6,344.5 |
513.5 |
7.8% |
73.0 |
1.1% |
44% |
False |
False |
104,955 |
100 |
6,858.0 |
6,344.5 |
513.5 |
7.8% |
67.0 |
1.0% |
44% |
False |
False |
84,106 |
120 |
6,858.0 |
6,275.0 |
583.0 |
8.9% |
60.0 |
0.9% |
50% |
False |
False |
70,099 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,735.5 |
2.618 |
6,673.5 |
1.618 |
6,635.5 |
1.000 |
6,612.0 |
0.618 |
6,597.5 |
HIGH |
6,574.0 |
0.618 |
6,559.5 |
0.500 |
6,555.0 |
0.382 |
6,550.5 |
LOW |
6,536.0 |
0.618 |
6,512.5 |
1.000 |
6,498.0 |
1.618 |
6,474.5 |
2.618 |
6,436.5 |
4.250 |
6,374.5 |
|
|
Fisher Pivots for day following 21-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
6,563.5 |
6,562.5 |
PP |
6,559.5 |
6,557.5 |
S1 |
6,555.0 |
6,552.0 |
|