Trading Metrics calculated at close of trading on 18-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
14,200 |
14,490 |
290 |
2.0% |
15,250 |
High |
14,510 |
14,525 |
15 |
0.1% |
15,320 |
Low |
14,165 |
14,250 |
85 |
0.6% |
14,110 |
Close |
14,480 |
14,415 |
-65 |
-0.4% |
14,215 |
Range |
345 |
275 |
-70 |
-20.3% |
1,210 |
ATR |
328 |
324 |
-4 |
-1.2% |
0 |
Volume |
15,755 |
20,988 |
5,233 |
33.2% |
131,324 |
|
Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,222 |
15,093 |
14,566 |
|
R3 |
14,947 |
14,818 |
14,491 |
|
R2 |
14,672 |
14,672 |
14,466 |
|
R1 |
14,543 |
14,543 |
14,440 |
14,470 |
PP |
14,397 |
14,397 |
14,397 |
14,360 |
S1 |
14,268 |
14,268 |
14,390 |
14,195 |
S2 |
14,122 |
14,122 |
14,365 |
|
S3 |
13,847 |
13,993 |
14,340 |
|
S4 |
13,572 |
13,718 |
14,264 |
|
|
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 |
15,055 |
14,110 |
945 |
6.6% |
391 |
2.7% |
32% |
False |
False |
21,529 |
10 |
15,440 |
14,110 |
1,330 |
9.2% |
333 |
2.3% |
23% |
False |
False |
17,772 |
20 |
15,440 |
14,110 |
1,330 |
9.2% |
295 |
2.0% |
23% |
False |
False |
9,034 |
40 |
15,980 |
13,970 |
2,010 |
13.9% |
282 |
2.0% |
22% |
False |
False |
4,534 |
60 |
16,450 |
13,970 |
2,480 |
17.2% |
200 |
1.4% |
18% |
False |
False |
3,025 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,694 |
2.618 |
15,245 |
1.618 |
14,970 |
1.000 |
14,800 |
0.618 |
14,695 |
HIGH |
14,525 |
0.618 |
14,420 |
0.500 |
14,388 |
0.382 |
14,355 |
LOW |
14,250 |
0.618 |
14,080 |
1.000 |
13,975 |
1.618 |
13,805 |
2.618 |
13,530 |
4.250 |
13,081 |
|
|
Fisher Pivots for day following 18-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
14,406 |
14,383 |
PP |
14,397 |
14,350 |
S1 |
14,388 |
14,318 |
|