Trading Metrics calculated at close of trading on 19-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
16,247 |
16,327 |
80 |
0.5% |
16,437 |
High |
16,373 |
16,364 |
-9 |
-0.1% |
16,459 |
Low |
16,200 |
16,120 |
-80 |
-0.5% |
16,047 |
Close |
16,331 |
16,213 |
-118 |
-0.7% |
16,061 |
Range |
173 |
244 |
71 |
41.0% |
412 |
ATR |
177 |
182 |
5 |
2.7% |
0 |
Volume |
42,305 |
31,159 |
-11,146 |
-26.3% |
779,116 |
|
Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,964 |
16,833 |
16,347 |
|
R3 |
16,720 |
16,589 |
16,280 |
|
R2 |
16,476 |
16,476 |
16,258 |
|
R1 |
16,345 |
16,345 |
16,235 |
16,289 |
PP |
16,232 |
16,232 |
16,232 |
16,204 |
S1 |
16,101 |
16,101 |
16,191 |
16,045 |
S2 |
15,988 |
15,988 |
16,168 |
|
S3 |
15,744 |
15,857 |
16,146 |
|
S4 |
15,500 |
15,613 |
16,079 |
|
|
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 |
16,412 |
15,979 |
433 |
2.7% |
233 |
1.4% |
54% |
False |
False |
88,514 |
10 |
16,508 |
15,979 |
529 |
3.3% |
176 |
1.1% |
44% |
False |
False |
118,467 |
20 |
16,508 |
15,947 |
561 |
3.5% |
169 |
1.0% |
47% |
False |
False |
141,741 |
40 |
16,508 |
15,276 |
1,232 |
7.6% |
189 |
1.2% |
76% |
False |
False |
161,918 |
60 |
16,540 |
15,276 |
1,264 |
7.8% |
168 |
1.0% |
74% |
False |
False |
139,563 |
80 |
16,540 |
15,276 |
1,264 |
7.8% |
159 |
1.0% |
74% |
False |
False |
113,865 |
100 |
16,540 |
15,276 |
1,264 |
7.8% |
149 |
0.9% |
74% |
False |
False |
91,098 |
120 |
16,540 |
14,588 |
1,952 |
12.0% |
140 |
0.9% |
83% |
False |
False |
75,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,401 |
2.618 |
17,003 |
1.618 |
16,759 |
1.000 |
16,608 |
0.618 |
16,515 |
HIGH |
16,364 |
0.618 |
16,271 |
0.500 |
16,242 |
0.382 |
16,213 |
LOW |
16,120 |
0.618 |
15,969 |
1.000 |
15,876 |
1.618 |
15,725 |
2.618 |
15,481 |
4.250 |
15,083 |
|
|
Fisher Pivots for day following 19-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
16,242 |
16,201 |
PP |
16,232 |
16,188 |
S1 |
16,223 |
16,176 |
|