Trading Metrics calculated at close of trading on 17-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
14,470 |
14,200 |
-270 |
-1.9% |
15,250 |
High |
14,495 |
14,510 |
15 |
0.1% |
15,320 |
Low |
14,110 |
14,165 |
55 |
0.4% |
14,110 |
Close |
14,215 |
14,480 |
265 |
1.9% |
14,215 |
Range |
385 |
345 |
-40 |
-10.4% |
1,210 |
ATR |
327 |
328 |
1 |
0.4% |
0 |
Volume |
25,221 |
15,755 |
-9,466 |
-37.5% |
131,324 |
|
Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,420 |
15,295 |
14,670 |
|
R3 |
15,075 |
14,950 |
14,575 |
|
R2 |
14,730 |
14,730 |
14,543 |
|
R1 |
14,605 |
14,605 |
14,512 |
14,668 |
PP |
14,385 |
14,385 |
14,385 |
14,416 |
S1 |
14,260 |
14,260 |
14,449 |
14,323 |
S2 |
14,040 |
14,040 |
14,417 |
|
S3 |
13,695 |
13,915 |
14,385 |
|
S4 |
13,350 |
13,570 |
14,290 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,178 |
17,407 |
14,881 |
|
R3 |
16,968 |
16,197 |
14,548 |
|
R2 |
15,758 |
15,758 |
14,437 |
|
R1 |
14,987 |
14,987 |
14,326 |
14,768 |
PP |
14,548 |
14,548 |
14,548 |
14,439 |
S1 |
13,777 |
13,777 |
14,104 |
13,558 |
S2 |
13,338 |
13,338 |
13,993 |
|
S3 |
12,128 |
12,567 |
13,882 |
|
S4 |
10,918 |
11,357 |
13,550 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,280 |
14,110 |
1,170 |
8.1% |
393 |
2.7% |
32% |
False |
False |
24,977 |
10 |
15,440 |
14,110 |
1,330 |
9.2% |
353 |
2.4% |
28% |
False |
False |
15,760 |
20 |
15,440 |
14,110 |
1,330 |
9.2% |
309 |
2.1% |
28% |
False |
False |
7,988 |
40 |
15,980 |
13,970 |
2,010 |
13.9% |
275 |
1.9% |
25% |
False |
False |
4,010 |
60 |
16,450 |
13,970 |
2,480 |
17.1% |
202 |
1.4% |
21% |
False |
False |
2,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,976 |
2.618 |
15,413 |
1.618 |
15,068 |
1.000 |
14,855 |
0.618 |
14,723 |
HIGH |
14,510 |
0.618 |
14,378 |
0.500 |
14,338 |
0.382 |
14,297 |
LOW |
14,165 |
0.618 |
13,952 |
1.000 |
13,820 |
1.618 |
13,607 |
2.618 |
13,262 |
4.250 |
12,699 |
|
|
Fisher Pivots for day following 17-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
14,433 |
14,518 |
PP |
14,385 |
14,505 |
S1 |
14,338 |
14,493 |
|