Trading Metrics calculated at close of trading on 13-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
15,035 |
14,880 |
-155 |
-1.0% |
14,760 |
High |
15,055 |
14,925 |
-130 |
-0.9% |
15,440 |
Low |
14,685 |
14,345 |
-340 |
-2.3% |
14,460 |
Close |
14,815 |
14,420 |
-395 |
-2.7% |
15,320 |
Range |
370 |
580 |
210 |
56.8% |
980 |
ATR |
302 |
322 |
20 |
6.6% |
0 |
Volume |
17,463 |
28,218 |
10,755 |
61.6% |
10,946 |
|
Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,303 |
15,942 |
14,739 |
|
R3 |
15,723 |
15,362 |
14,580 |
|
R2 |
15,143 |
15,143 |
14,526 |
|
R1 |
14,782 |
14,782 |
14,473 |
14,673 |
PP |
14,563 |
14,563 |
14,563 |
14,509 |
S1 |
14,202 |
14,202 |
14,367 |
14,093 |
S2 |
13,983 |
13,983 |
14,314 |
|
S3 |
13,403 |
13,622 |
14,261 |
|
S4 |
12,823 |
13,042 |
14,101 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,013 |
17,647 |
15,859 |
|
R3 |
17,033 |
16,667 |
15,590 |
|
R2 |
16,053 |
16,053 |
15,500 |
|
R1 |
15,687 |
15,687 |
15,410 |
15,870 |
PP |
15,073 |
15,073 |
15,073 |
15,165 |
S1 |
14,707 |
14,707 |
15,230 |
14,890 |
S2 |
14,093 |
14,093 |
15,140 |
|
S3 |
13,113 |
13,727 |
15,051 |
|
S4 |
12,133 |
12,747 |
14,781 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,440 |
14,345 |
1,095 |
7.6% |
348 |
2.4% |
7% |
False |
True |
21,923 |
10 |
15,440 |
14,345 |
1,095 |
7.6% |
337 |
2.3% |
7% |
False |
True |
11,724 |
20 |
15,440 |
14,270 |
1,170 |
8.1% |
305 |
2.1% |
13% |
False |
False |
5,949 |
40 |
15,980 |
13,970 |
2,010 |
13.9% |
262 |
1.8% |
22% |
False |
False |
2,987 |
60 |
16,450 |
13,970 |
2,480 |
17.2% |
191 |
1.3% |
18% |
False |
False |
1,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,390 |
2.618 |
16,444 |
1.618 |
15,864 |
1.000 |
15,505 |
0.618 |
15,284 |
HIGH |
14,925 |
0.618 |
14,704 |
0.500 |
14,635 |
0.382 |
14,567 |
LOW |
14,345 |
0.618 |
13,987 |
1.000 |
13,765 |
1.618 |
13,407 |
2.618 |
12,827 |
4.250 |
11,880 |
|
|
Fisher Pivots for day following 13-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
14,635 |
14,813 |
PP |
14,563 |
14,682 |
S1 |
14,492 |
14,551 |
|