Trading Metrics calculated at close of trading on 12-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
9,316.0 |
9,289.0 |
-27.0 |
-0.3% |
9,557.5 |
High |
9,397.0 |
9,289.0 |
-108.0 |
-1.1% |
9,620.0 |
Low |
9,280.0 |
9,165.0 |
-115.0 |
-1.2% |
9,347.5 |
Close |
9,319.0 |
9,224.0 |
-95.0 |
-1.0% |
9,378.0 |
Range |
117.0 |
124.0 |
7.0 |
6.0% |
272.5 |
ATR |
139.3 |
140.3 |
1.1 |
0.8% |
0.0 |
Volume |
5,645 |
12,090 |
6,445 |
114.2% |
12,595 |
|
Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,598.0 |
9,535.0 |
9,292.2 |
|
R3 |
9,474.0 |
9,411.0 |
9,258.1 |
|
R2 |
9,350.0 |
9,350.0 |
9,246.7 |
|
R1 |
9,287.0 |
9,287.0 |
9,235.4 |
9,256.5 |
PP |
9,226.0 |
9,226.0 |
9,226.0 |
9,210.8 |
S1 |
9,163.0 |
9,163.0 |
9,212.6 |
9,132.5 |
S2 |
9,102.0 |
9,102.0 |
9,201.3 |
|
S3 |
8,978.0 |
9,039.0 |
9,189.9 |
|
S4 |
8,854.0 |
8,915.0 |
9,155.8 |
|
|
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 |
9,608.0 |
9,165.0 |
443.0 |
4.8% |
137.2 |
1.5% |
13% |
False |
True |
5,246 |
10 |
9,714.0 |
9,165.0 |
549.0 |
6.0% |
142.7 |
1.5% |
11% |
False |
True |
3,668 |
20 |
9,755.5 |
9,165.0 |
590.5 |
6.4% |
117.7 |
1.3% |
10% |
False |
True |
1,945 |
40 |
9,819.0 |
9,036.0 |
783.0 |
8.5% |
128.3 |
1.4% |
24% |
False |
False |
1,053 |
60 |
9,819.0 |
9,020.0 |
799.0 |
8.7% |
117.5 |
1.3% |
26% |
False |
False |
743 |
80 |
9,819.0 |
9,020.0 |
799.0 |
8.7% |
104.6 |
1.1% |
26% |
False |
False |
578 |
100 |
9,819.0 |
8,802.0 |
1,017.0 |
11.0% |
94.0 |
1.0% |
41% |
False |
False |
480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,816.0 |
2.618 |
9,613.6 |
1.618 |
9,489.6 |
1.000 |
9,413.0 |
0.618 |
9,365.6 |
HIGH |
9,289.0 |
0.618 |
9,241.6 |
0.500 |
9,227.0 |
0.382 |
9,212.4 |
LOW |
9,165.0 |
0.618 |
9,088.4 |
1.000 |
9,041.0 |
1.618 |
8,964.4 |
2.618 |
8,840.4 |
4.250 |
8,638.0 |
|
|
Fisher Pivots for day following 12-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
9,227.0 |
9,283.5 |
PP |
9,226.0 |
9,263.7 |
S1 |
9,225.0 |
9,243.8 |
|