Trading Metrics calculated at close of trading on 14-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
16,347 |
16,124 |
-223 |
-1.4% |
16,437 |
High |
16,412 |
16,169 |
-243 |
-1.5% |
16,459 |
Low |
16,084 |
16,047 |
-37 |
-0.2% |
16,047 |
Close |
16,116 |
16,061 |
-55 |
-0.3% |
16,061 |
Range |
328 |
122 |
-206 |
-62.8% |
412 |
ATR |
172 |
168 |
-4 |
-2.1% |
0 |
Volume |
255,774 |
76,743 |
-179,031 |
-70.0% |
779,116 |
|
Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,458 |
16,382 |
16,128 |
|
R3 |
16,336 |
16,260 |
16,095 |
|
R2 |
16,214 |
16,214 |
16,083 |
|
R1 |
16,138 |
16,138 |
16,072 |
16,115 |
PP |
16,092 |
16,092 |
16,092 |
16,081 |
S1 |
16,016 |
16,016 |
16,050 |
15,993 |
S2 |
15,970 |
15,970 |
16,039 |
|
S3 |
15,848 |
15,894 |
16,028 |
|
S4 |
15,726 |
15,772 |
15,994 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,425 |
17,155 |
16,288 |
|
R3 |
17,013 |
16,743 |
16,174 |
|
R2 |
16,601 |
16,601 |
16,137 |
|
R1 |
16,331 |
16,331 |
16,099 |
16,260 |
PP |
16,189 |
16,189 |
16,189 |
16,154 |
S1 |
15,919 |
15,919 |
16,023 |
15,848 |
S2 |
15,777 |
15,777 |
15,986 |
|
S3 |
15,365 |
15,507 |
15,948 |
|
S4 |
14,953 |
15,095 |
15,835 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,459 |
16,047 |
412 |
2.6% |
166 |
1.0% |
3% |
False |
True |
155,823 |
10 |
16,508 |
16,047 |
461 |
2.9% |
155 |
1.0% |
3% |
False |
True |
164,135 |
20 |
16,508 |
15,911 |
597 |
3.7% |
161 |
1.0% |
25% |
False |
False |
158,211 |
40 |
16,508 |
15,276 |
1,232 |
7.7% |
183 |
1.1% |
64% |
False |
False |
168,390 |
60 |
16,540 |
15,276 |
1,264 |
7.9% |
166 |
1.0% |
62% |
False |
False |
144,982 |
80 |
16,540 |
15,276 |
1,264 |
7.9% |
155 |
1.0% |
62% |
False |
False |
112,491 |
100 |
16,540 |
15,240 |
1,300 |
8.1% |
143 |
0.9% |
63% |
False |
False |
89,998 |
120 |
16,540 |
14,588 |
1,952 |
12.2% |
134 |
0.8% |
75% |
False |
False |
75,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,688 |
2.618 |
16,489 |
1.618 |
16,367 |
1.000 |
16,291 |
0.618 |
16,245 |
HIGH |
16,169 |
0.618 |
16,123 |
0.500 |
16,108 |
0.382 |
16,094 |
LOW |
16,047 |
0.618 |
15,972 |
1.000 |
15,925 |
1.618 |
15,850 |
2.618 |
15,728 |
4.250 |
15,529 |
|
|
Fisher Pivots for day following 14-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
16,108 |
16,230 |
PP |
16,092 |
16,173 |
S1 |
16,077 |
16,117 |
|