Trading Metrics calculated at close of trading on 20-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
16,327 |
16,214 |
-113 |
-0.7% |
16,437 |
High |
16,364 |
16,352 |
-12 |
-0.1% |
16,459 |
Low |
16,120 |
16,153 |
33 |
0.2% |
16,047 |
Close |
16,213 |
16,339 |
126 |
0.8% |
16,061 |
Range |
244 |
199 |
-45 |
-18.4% |
412 |
ATR |
182 |
183 |
1 |
0.7% |
0 |
Volume |
31,159 |
22,829 |
-8,330 |
-26.7% |
779,116 |
|
Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,878 |
16,808 |
16,449 |
|
R3 |
16,679 |
16,609 |
16,394 |
|
R2 |
16,480 |
16,480 |
16,376 |
|
R1 |
16,410 |
16,410 |
16,357 |
16,445 |
PP |
16,281 |
16,281 |
16,281 |
16,299 |
S1 |
16,211 |
16,211 |
16,321 |
16,246 |
S2 |
16,082 |
16,082 |
16,303 |
|
S3 |
15,883 |
16,012 |
16,284 |
|
S4 |
15,684 |
15,813 |
16,230 |
|
|
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 |
16,373 |
15,979 |
394 |
2.4% |
207 |
1.3% |
91% |
False |
False |
41,925 |
10 |
16,508 |
15,979 |
529 |
3.2% |
186 |
1.1% |
68% |
False |
False |
108,728 |
20 |
16,508 |
15,979 |
529 |
3.2% |
169 |
1.0% |
68% |
False |
False |
134,598 |
40 |
16,508 |
15,276 |
1,232 |
7.5% |
191 |
1.2% |
86% |
False |
False |
159,825 |
60 |
16,540 |
15,276 |
1,264 |
7.7% |
169 |
1.0% |
84% |
False |
False |
138,490 |
80 |
16,540 |
15,276 |
1,264 |
7.7% |
160 |
1.0% |
84% |
False |
False |
114,149 |
100 |
16,540 |
15,276 |
1,264 |
7.7% |
150 |
0.9% |
84% |
False |
False |
91,326 |
120 |
16,540 |
14,588 |
1,952 |
11.9% |
142 |
0.9% |
90% |
False |
False |
76,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,198 |
2.618 |
16,873 |
1.618 |
16,674 |
1.000 |
16,551 |
0.618 |
16,475 |
HIGH |
16,352 |
0.618 |
16,276 |
0.500 |
16,253 |
0.382 |
16,229 |
LOW |
16,153 |
0.618 |
16,030 |
1.000 |
15,954 |
1.618 |
15,831 |
2.618 |
15,632 |
4.250 |
15,307 |
|
|
Fisher Pivots for day following 20-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
16,310 |
16,308 |
PP |
16,281 |
16,277 |
S1 |
16,253 |
16,247 |
|