Trading Metrics calculated at close of trading on 13-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
16,336 |
16,347 |
11 |
0.1% |
16,225 |
High |
16,366 |
16,412 |
46 |
0.3% |
16,508 |
Low |
16,256 |
16,084 |
-172 |
-1.1% |
16,058 |
Close |
16,339 |
16,116 |
-223 |
-1.4% |
16,448 |
Range |
110 |
328 |
218 |
198.2% |
450 |
ATR |
160 |
172 |
12 |
7.5% |
0 |
Volume |
173,315 |
255,774 |
82,459 |
47.6% |
862,236 |
|
Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,188 |
16,980 |
16,297 |
|
R3 |
16,860 |
16,652 |
16,206 |
|
R2 |
16,532 |
16,532 |
16,176 |
|
R1 |
16,324 |
16,324 |
16,146 |
16,264 |
PP |
16,204 |
16,204 |
16,204 |
16,174 |
S1 |
15,996 |
15,996 |
16,086 |
15,936 |
S2 |
15,876 |
15,876 |
16,056 |
|
S3 |
15,548 |
15,668 |
16,026 |
|
S4 |
15,220 |
15,340 |
15,936 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,688 |
17,518 |
16,696 |
|
R3 |
17,238 |
17,068 |
16,572 |
|
R2 |
16,788 |
16,788 |
16,531 |
|
R1 |
16,618 |
16,618 |
16,489 |
16,703 |
PP |
16,338 |
16,338 |
16,338 |
16,381 |
S1 |
16,168 |
16,168 |
16,407 |
16,253 |
S2 |
15,888 |
15,888 |
16,366 |
|
S3 |
15,438 |
15,718 |
16,324 |
|
S4 |
14,988 |
15,268 |
16,201 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,508 |
16,084 |
424 |
2.6% |
166 |
1.0% |
8% |
False |
True |
175,531 |
10 |
16,508 |
16,058 |
450 |
2.8% |
160 |
1.0% |
13% |
False |
False |
175,864 |
20 |
16,508 |
15,822 |
686 |
4.3% |
164 |
1.0% |
43% |
False |
False |
161,586 |
40 |
16,508 |
15,276 |
1,232 |
7.6% |
184 |
1.1% |
68% |
False |
False |
169,346 |
60 |
16,540 |
15,276 |
1,264 |
7.8% |
168 |
1.0% |
66% |
False |
False |
145,929 |
80 |
16,540 |
15,276 |
1,264 |
7.8% |
155 |
1.0% |
66% |
False |
False |
111,532 |
100 |
16,540 |
15,201 |
1,339 |
8.3% |
143 |
0.9% |
68% |
False |
False |
89,232 |
120 |
16,540 |
14,588 |
1,952 |
12.1% |
134 |
0.8% |
78% |
False |
False |
74,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,806 |
2.618 |
17,271 |
1.618 |
16,943 |
1.000 |
16,740 |
0.618 |
16,615 |
HIGH |
16,412 |
0.618 |
16,287 |
0.500 |
16,248 |
0.382 |
16,209 |
LOW |
16,084 |
0.618 |
15,881 |
1.000 |
15,756 |
1.618 |
15,553 |
2.618 |
15,225 |
4.250 |
14,690 |
|
|
Fisher Pivots for day following 13-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
16,248 |
16,271 |
PP |
16,204 |
16,219 |
S1 |
16,160 |
16,168 |
|