Trading Metrics calculated at close of trading on 24-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
9,330.0 |
9,336.5 |
6.5 |
0.1% |
9,091.0 |
High |
9,398.0 |
9,381.5 |
-16.5 |
-0.2% |
9,398.0 |
Low |
9,288.5 |
9,197.5 |
-91.0 |
-1.0% |
9,075.5 |
Close |
9,382.0 |
9,204.5 |
-177.5 |
-1.9% |
9,382.0 |
Range |
109.5 |
184.0 |
74.5 |
68.0% |
322.5 |
ATR |
153.3 |
155.5 |
2.2 |
1.5% |
0.0 |
Volume |
101,668 |
124,850 |
23,182 |
22.8% |
412,742 |
|
Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,813.2 |
9,692.8 |
9,305.7 |
|
R3 |
9,629.2 |
9,508.8 |
9,255.1 |
|
R2 |
9,445.2 |
9,445.2 |
9,238.2 |
|
R1 |
9,324.8 |
9,324.8 |
9,221.4 |
9,293.0 |
PP |
9,261.2 |
9,261.2 |
9,261.2 |
9,245.3 |
S1 |
9,140.8 |
9,140.8 |
9,187.6 |
9,109.0 |
S2 |
9,077.2 |
9,077.2 |
9,170.8 |
|
S3 |
8,893.2 |
8,956.8 |
9,153.9 |
|
S4 |
8,709.2 |
8,772.8 |
9,103.3 |
|
|
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 |
9,125.0 |
273.0 |
3.0% |
162.0 |
1.8% |
29% |
False |
False |
94,572 |
10 |
9,398.0 |
8,934.5 |
463.5 |
5.0% |
167.4 |
1.8% |
58% |
False |
False |
62,049 |
20 |
9,744.0 |
8,934.5 |
809.5 |
8.8% |
152.2 |
1.7% |
33% |
False |
False |
32,014 |
40 |
9,755.5 |
8,934.5 |
821.0 |
8.9% |
141.3 |
1.5% |
33% |
False |
False |
16,089 |
60 |
9,819.0 |
8,934.5 |
884.5 |
9.6% |
130.8 |
1.4% |
31% |
False |
False |
10,771 |
80 |
9,819.0 |
8,934.5 |
884.5 |
9.6% |
117.5 |
1.3% |
31% |
False |
False |
8,100 |
100 |
9,819.0 |
8,934.5 |
884.5 |
9.6% |
104.9 |
1.1% |
31% |
False |
False |
6,494 |
120 |
9,819.0 |
8,521.5 |
1,297.5 |
14.1% |
95.2 |
1.0% |
53% |
False |
False |
5,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,163.5 |
2.618 |
9,863.2 |
1.618 |
9,679.2 |
1.000 |
9,565.5 |
0.618 |
9,495.2 |
HIGH |
9,381.5 |
0.618 |
9,311.2 |
0.500 |
9,289.5 |
0.382 |
9,267.8 |
LOW |
9,197.5 |
0.618 |
9,083.8 |
1.000 |
9,013.5 |
1.618 |
8,899.8 |
2.618 |
8,715.8 |
4.250 |
8,415.5 |
|
|
Fisher Pivots for day following 24-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
9,289.5 |
9,285.5 |
PP |
9,261.2 |
9,258.5 |
S1 |
9,232.8 |
9,231.5 |
|