Trading Metrics calculated at close of trading on 21-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
16,214 |
16,325 |
111 |
0.7% |
16,056 |
High |
16,352 |
16,499 |
147 |
0.9% |
16,499 |
Low |
16,153 |
16,317 |
164 |
1.0% |
15,979 |
Close |
16,339 |
16,499 |
160 |
1.0% |
16,499 |
Range |
199 |
182 |
-17 |
-8.5% |
520 |
ATR |
183 |
183 |
0 |
0.0% |
0 |
Volume |
22,829 |
3,160 |
-19,669 |
-86.2% |
136,042 |
|
Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,984 |
16,924 |
16,599 |
|
R3 |
16,802 |
16,742 |
16,549 |
|
R2 |
16,620 |
16,620 |
16,532 |
|
R1 |
16,560 |
16,560 |
16,516 |
16,590 |
PP |
16,438 |
16,438 |
16,438 |
16,454 |
S1 |
16,378 |
16,378 |
16,482 |
16,408 |
S2 |
16,256 |
16,256 |
16,466 |
|
S3 |
16,074 |
16,196 |
16,449 |
|
S4 |
15,892 |
16,014 |
16,399 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,886 |
17,712 |
16,785 |
|
R3 |
17,366 |
17,192 |
16,642 |
|
R2 |
16,846 |
16,846 |
16,594 |
|
R1 |
16,672 |
16,672 |
16,547 |
16,759 |
PP |
16,326 |
16,326 |
16,326 |
16,369 |
S1 |
16,152 |
16,152 |
16,451 |
16,239 |
S2 |
15,806 |
15,806 |
16,404 |
|
S3 |
15,286 |
15,632 |
16,356 |
|
S4 |
14,766 |
15,112 |
16,213 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,499 |
15,979 |
520 |
3.2% |
219 |
1.3% |
100% |
True |
False |
27,208 |
10 |
16,499 |
15,979 |
520 |
3.2% |
193 |
1.2% |
100% |
True |
False |
91,515 |
20 |
16,508 |
15,979 |
529 |
3.2% |
174 |
1.1% |
98% |
False |
False |
127,971 |
40 |
16,508 |
15,276 |
1,232 |
7.5% |
189 |
1.1% |
99% |
False |
False |
155,536 |
60 |
16,540 |
15,276 |
1,264 |
7.7% |
172 |
1.0% |
97% |
False |
False |
137,655 |
80 |
16,540 |
15,276 |
1,264 |
7.7% |
161 |
1.0% |
97% |
False |
False |
114,187 |
100 |
16,540 |
15,276 |
1,264 |
7.7% |
151 |
0.9% |
97% |
False |
False |
91,358 |
120 |
16,540 |
14,588 |
1,952 |
11.8% |
142 |
0.9% |
98% |
False |
False |
76,140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,273 |
2.618 |
16,976 |
1.618 |
16,794 |
1.000 |
16,681 |
0.618 |
16,612 |
HIGH |
16,499 |
0.618 |
16,430 |
0.500 |
16,408 |
0.382 |
16,387 |
LOW |
16,317 |
0.618 |
16,205 |
1.000 |
16,135 |
1.618 |
16,023 |
2.618 |
15,841 |
4.250 |
15,544 |
|
|
Fisher Pivots for day following 21-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
16,469 |
16,436 |
PP |
16,438 |
16,373 |
S1 |
16,408 |
16,310 |
|