Trading Metrics calculated at close of trading on 11-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
9,379.5 |
9,316.0 |
-63.5 |
-0.7% |
9,557.5 |
High |
9,402.0 |
9,397.0 |
-5.0 |
-0.1% |
9,620.0 |
Low |
9,240.0 |
9,280.0 |
40.0 |
0.4% |
9,347.5 |
Close |
9,285.0 |
9,319.0 |
34.0 |
0.4% |
9,378.0 |
Range |
162.0 |
117.0 |
-45.0 |
-27.8% |
272.5 |
ATR |
141.0 |
139.3 |
-1.7 |
-1.2% |
0.0 |
Volume |
4,188 |
5,645 |
1,457 |
34.8% |
12,595 |
|
Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,683.0 |
9,618.0 |
9,383.4 |
|
R3 |
9,566.0 |
9,501.0 |
9,351.2 |
|
R2 |
9,449.0 |
9,449.0 |
9,340.5 |
|
R1 |
9,384.0 |
9,384.0 |
9,329.7 |
9,416.5 |
PP |
9,332.0 |
9,332.0 |
9,332.0 |
9,348.3 |
S1 |
9,267.0 |
9,267.0 |
9,308.3 |
9,299.5 |
S2 |
9,215.0 |
9,215.0 |
9,297.6 |
|
S3 |
9,098.0 |
9,150.0 |
9,286.8 |
|
S4 |
8,981.0 |
9,033.0 |
9,254.7 |
|
|
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% |
125.8 |
1.3% |
21% |
False |
False |
3,010 |
10 |
9,744.0 |
9,240.0 |
504.0 |
5.4% |
140.9 |
1.5% |
16% |
False |
False |
2,505 |
20 |
9,755.5 |
9,240.0 |
515.5 |
5.5% |
116.2 |
1.2% |
15% |
False |
False |
1,351 |
40 |
9,819.0 |
9,036.0 |
783.0 |
8.4% |
130.2 |
1.4% |
36% |
False |
False |
756 |
60 |
9,819.0 |
9,020.0 |
799.0 |
8.6% |
117.0 |
1.3% |
37% |
False |
False |
542 |
80 |
9,819.0 |
9,016.0 |
803.0 |
8.6% |
104.0 |
1.1% |
38% |
False |
False |
427 |
100 |
9,819.0 |
8,802.0 |
1,017.0 |
10.9% |
93.4 |
1.0% |
51% |
False |
False |
359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,894.3 |
2.618 |
9,703.3 |
1.618 |
9,586.3 |
1.000 |
9,514.0 |
0.618 |
9,469.3 |
HIGH |
9,397.0 |
0.618 |
9,352.3 |
0.500 |
9,338.5 |
0.382 |
9,324.7 |
LOW |
9,280.0 |
0.618 |
9,207.7 |
1.000 |
9,163.0 |
1.618 |
9,090.7 |
2.618 |
8,973.7 |
4.250 |
8,782.8 |
|
|
Fisher Pivots for day following 11-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
9,338.5 |
9,408.8 |
PP |
9,332.0 |
9,378.8 |
S1 |
9,325.5 |
9,348.9 |
|