Trading Metrics calculated at close of trading on 17-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
16,124 |
16,056 |
-68 |
-0.4% |
16,437 |
High |
16,169 |
16,275 |
106 |
0.7% |
16,459 |
Low |
16,047 |
15,979 |
-68 |
-0.4% |
16,047 |
Close |
16,061 |
16,235 |
174 |
1.1% |
16,061 |
Range |
122 |
296 |
174 |
142.6% |
412 |
ATR |
168 |
178 |
9 |
5.4% |
0 |
Volume |
76,743 |
36,589 |
-40,154 |
-52.3% |
779,116 |
|
Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,051 |
16,939 |
16,398 |
|
R3 |
16,755 |
16,643 |
16,317 |
|
R2 |
16,459 |
16,459 |
16,289 |
|
R1 |
16,347 |
16,347 |
16,262 |
16,403 |
PP |
16,163 |
16,163 |
16,163 |
16,191 |
S1 |
16,051 |
16,051 |
16,208 |
16,107 |
S2 |
15,867 |
15,867 |
16,181 |
|
S3 |
15,571 |
15,755 |
16,154 |
|
S4 |
15,275 |
15,459 |
16,072 |
|
|
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 |
16,458 |
15,979 |
479 |
3.0% |
199 |
1.2% |
53% |
False |
True |
138,358 |
10 |
16,508 |
15,979 |
529 |
3.3% |
167 |
1.0% |
48% |
False |
True |
142,632 |
20 |
16,508 |
15,947 |
561 |
3.5% |
164 |
1.0% |
51% |
False |
False |
153,948 |
40 |
16,508 |
15,276 |
1,232 |
7.6% |
187 |
1.2% |
78% |
False |
False |
166,893 |
60 |
16,540 |
15,276 |
1,264 |
7.8% |
169 |
1.0% |
76% |
False |
False |
143,707 |
80 |
16,540 |
15,276 |
1,264 |
7.8% |
157 |
1.0% |
76% |
False |
False |
112,948 |
100 |
16,540 |
15,250 |
1,290 |
7.9% |
146 |
0.9% |
76% |
False |
False |
90,364 |
120 |
16,540 |
14,588 |
1,952 |
12.0% |
137 |
0.8% |
84% |
False |
False |
75,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,533 |
2.618 |
17,050 |
1.618 |
16,754 |
1.000 |
16,571 |
0.618 |
16,458 |
HIGH |
16,275 |
0.618 |
16,162 |
0.500 |
16,127 |
0.382 |
16,092 |
LOW |
15,979 |
0.618 |
15,796 |
1.000 |
15,683 |
1.618 |
15,500 |
2.618 |
15,204 |
4.250 |
14,721 |
|
|
Fisher Pivots for day following 17-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
16,199 |
16,222 |
PP |
16,163 |
16,209 |
S1 |
16,127 |
16,196 |
|