Trading Metrics calculated at close of trading on 19-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
14,490 |
14,450 |
-40 |
-0.3% |
15,250 |
High |
14,525 |
14,640 |
115 |
0.8% |
15,320 |
Low |
14,250 |
14,270 |
20 |
0.1% |
14,110 |
Close |
14,415 |
14,555 |
140 |
1.0% |
14,215 |
Range |
275 |
370 |
95 |
34.5% |
1,210 |
ATR |
324 |
327 |
3 |
1.0% |
0 |
Volume |
20,988 |
20,702 |
-286 |
-1.4% |
131,324 |
|
Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,598 |
15,447 |
14,759 |
|
R3 |
15,228 |
15,077 |
14,657 |
|
R2 |
14,858 |
14,858 |
14,623 |
|
R1 |
14,707 |
14,707 |
14,589 |
14,783 |
PP |
14,488 |
14,488 |
14,488 |
14,526 |
S1 |
14,337 |
14,337 |
14,521 |
14,413 |
S2 |
14,118 |
14,118 |
14,487 |
|
S3 |
13,748 |
13,967 |
14,453 |
|
S4 |
13,378 |
13,597 |
14,352 |
|
|
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 |
14,925 |
14,110 |
815 |
5.6% |
391 |
2.7% |
55% |
False |
False |
22,176 |
10 |
15,440 |
14,110 |
1,330 |
9.1% |
359 |
2.5% |
33% |
False |
False |
19,703 |
20 |
15,440 |
14,110 |
1,330 |
9.1% |
305 |
2.1% |
33% |
False |
False |
10,062 |
40 |
15,980 |
13,970 |
2,010 |
13.8% |
289 |
2.0% |
29% |
False |
False |
5,051 |
60 |
16,450 |
13,970 |
2,480 |
17.0% |
206 |
1.4% |
24% |
False |
False |
3,370 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,213 |
2.618 |
15,609 |
1.618 |
15,239 |
1.000 |
15,010 |
0.618 |
14,869 |
HIGH |
14,640 |
0.618 |
14,499 |
0.500 |
14,455 |
0.382 |
14,411 |
LOW |
14,270 |
0.618 |
14,041 |
1.000 |
13,900 |
1.618 |
13,671 |
2.618 |
13,301 |
4.250 |
12,698 |
|
|
Fisher Pivots for day following 19-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
14,522 |
14,504 |
PP |
14,488 |
14,453 |
S1 |
14,455 |
14,403 |
|