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 |
9,213.5 |
9,330.0 |
116.5 |
1.3% |
9,091.0 |
High |
9,322.0 |
9,398.0 |
76.0 |
0.8% |
9,398.0 |
Low |
9,173.0 |
9,288.5 |
115.5 |
1.3% |
9,075.5 |
Close |
9,313.0 |
9,382.0 |
69.0 |
0.7% |
9,382.0 |
Range |
149.0 |
109.5 |
-39.5 |
-26.5% |
322.5 |
ATR |
156.6 |
153.3 |
-3.4 |
-2.1% |
0.0 |
Volume |
84,385 |
101,668 |
17,283 |
20.5% |
412,742 |
|
Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,684.7 |
9,642.8 |
9,442.2 |
|
R3 |
9,575.2 |
9,533.3 |
9,412.1 |
|
R2 |
9,465.7 |
9,465.7 |
9,402.1 |
|
R1 |
9,423.8 |
9,423.8 |
9,392.0 |
9,444.8 |
PP |
9,356.2 |
9,356.2 |
9,356.2 |
9,366.6 |
S1 |
9,314.3 |
9,314.3 |
9,372.0 |
9,335.3 |
S2 |
9,246.7 |
9,246.7 |
9,361.9 |
|
S3 |
9,137.2 |
9,204.8 |
9,351.9 |
|
S4 |
9,027.7 |
9,095.3 |
9,321.8 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,252.7 |
10,139.8 |
9,559.4 |
|
R3 |
9,930.2 |
9,817.3 |
9,470.7 |
|
R2 |
9,607.7 |
9,607.7 |
9,441.1 |
|
R1 |
9,494.8 |
9,494.8 |
9,411.6 |
9,551.3 |
PP |
9,285.2 |
9,285.2 |
9,285.2 |
9,313.4 |
S1 |
9,172.3 |
9,172.3 |
9,352.4 |
9,228.8 |
S2 |
8,962.7 |
8,962.7 |
9,322.9 |
|
S3 |
8,640.2 |
8,849.8 |
9,293.3 |
|
S4 |
8,317.7 |
8,527.3 |
9,204.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,398.0 |
9,075.5 |
322.5 |
3.4% |
153.7 |
1.6% |
95% |
True |
False |
82,548 |
10 |
9,402.0 |
8,934.5 |
467.5 |
5.0% |
165.2 |
1.8% |
96% |
False |
False |
49,982 |
20 |
9,755.5 |
8,934.5 |
821.0 |
8.8% |
149.5 |
1.6% |
55% |
False |
False |
25,785 |
40 |
9,755.5 |
8,934.5 |
821.0 |
8.8% |
139.6 |
1.5% |
55% |
False |
False |
12,971 |
60 |
9,819.0 |
8,934.5 |
884.5 |
9.4% |
128.9 |
1.4% |
51% |
False |
False |
8,693 |
80 |
9,819.0 |
8,934.5 |
884.5 |
9.4% |
116.3 |
1.2% |
51% |
False |
False |
6,540 |
100 |
9,819.0 |
8,934.5 |
884.5 |
9.4% |
103.4 |
1.1% |
51% |
False |
False |
5,248 |
120 |
9,819.0 |
8,521.5 |
1,297.5 |
13.8% |
93.9 |
1.0% |
66% |
False |
False |
4,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,863.4 |
2.618 |
9,684.7 |
1.618 |
9,575.2 |
1.000 |
9,507.5 |
0.618 |
9,465.7 |
HIGH |
9,398.0 |
0.618 |
9,356.2 |
0.500 |
9,343.3 |
0.382 |
9,330.3 |
LOW |
9,288.5 |
0.618 |
9,220.8 |
1.000 |
9,179.0 |
1.618 |
9,111.3 |
2.618 |
9,001.8 |
4.250 |
8,823.1 |
|
|
Fisher Pivots for day following 21-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
9,369.1 |
9,349.8 |
PP |
9,356.2 |
9,317.7 |
S1 |
9,343.3 |
9,285.5 |
|