Trading Metrics calculated at close of trading on 10-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
9,574.0 |
9,379.5 |
-194.5 |
-2.0% |
9,557.5 |
High |
9,577.5 |
9,402.0 |
-175.5 |
-1.8% |
9,620.0 |
Low |
9,368.5 |
9,240.0 |
-128.5 |
-1.4% |
9,347.5 |
Close |
9,378.0 |
9,285.0 |
-93.0 |
-1.0% |
9,378.0 |
Range |
209.0 |
162.0 |
-47.0 |
-22.5% |
272.5 |
ATR |
139.3 |
141.0 |
1.6 |
1.2% |
0.0 |
Volume |
1,550 |
4,188 |
2,638 |
170.2% |
12,595 |
|
Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,795.0 |
9,702.0 |
9,374.1 |
|
R3 |
9,633.0 |
9,540.0 |
9,329.6 |
|
R2 |
9,471.0 |
9,471.0 |
9,314.7 |
|
R1 |
9,378.0 |
9,378.0 |
9,299.9 |
9,343.5 |
PP |
9,309.0 |
9,309.0 |
9,309.0 |
9,291.8 |
S1 |
9,216.0 |
9,216.0 |
9,270.2 |
9,181.5 |
S2 |
9,147.0 |
9,147.0 |
9,255.3 |
|
S3 |
8,985.0 |
9,054.0 |
9,240.5 |
|
S4 |
8,823.0 |
8,892.0 |
9,195.9 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,266.0 |
10,094.5 |
9,527.9 |
|
R3 |
9,993.5 |
9,822.0 |
9,452.9 |
|
R2 |
9,721.0 |
9,721.0 |
9,428.0 |
|
R1 |
9,549.5 |
9,549.5 |
9,403.0 |
9,499.0 |
PP |
9,448.5 |
9,448.5 |
9,448.5 |
9,423.3 |
S1 |
9,277.0 |
9,277.0 |
9,353.0 |
9,226.5 |
S2 |
9,176.0 |
9,176.0 |
9,328.0 |
|
S3 |
8,903.5 |
9,004.5 |
9,303.1 |
|
S4 |
8,631.0 |
8,732.0 |
9,228.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,620.0 |
9,240.0 |
380.0 |
4.1% |
135.4 |
1.5% |
12% |
False |
True |
2,635 |
10 |
9,744.0 |
9,240.0 |
504.0 |
5.4% |
137.1 |
1.5% |
9% |
False |
True |
1,980 |
20 |
9,755.5 |
9,240.0 |
515.5 |
5.6% |
119.8 |
1.3% |
9% |
False |
True |
1,077 |
40 |
9,819.0 |
9,036.0 |
783.0 |
8.4% |
132.0 |
1.4% |
32% |
False |
False |
618 |
60 |
9,819.0 |
9,020.0 |
799.0 |
8.6% |
117.0 |
1.3% |
33% |
False |
False |
448 |
80 |
9,819.0 |
9,016.0 |
803.0 |
8.6% |
103.1 |
1.1% |
33% |
False |
False |
357 |
100 |
9,819.0 |
8,798.0 |
1,021.0 |
11.0% |
92.7 |
1.0% |
48% |
False |
False |
303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,090.5 |
2.618 |
9,826.1 |
1.618 |
9,664.1 |
1.000 |
9,564.0 |
0.618 |
9,502.1 |
HIGH |
9,402.0 |
0.618 |
9,340.1 |
0.500 |
9,321.0 |
0.382 |
9,301.9 |
LOW |
9,240.0 |
0.618 |
9,139.9 |
1.000 |
9,078.0 |
1.618 |
8,977.9 |
2.618 |
8,815.9 |
4.250 |
8,551.5 |
|
|
Fisher Pivots for day following 10-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
9,321.0 |
9,424.0 |
PP |
9,309.0 |
9,377.7 |
S1 |
9,297.0 |
9,331.3 |
|