Trading Metrics calculated at close of trading on 20-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
14,450 |
14,550 |
100 |
0.7% |
15,250 |
High |
14,640 |
14,555 |
-85 |
-0.6% |
15,320 |
Low |
14,270 |
14,170 |
-100 |
-0.7% |
14,110 |
Close |
14,555 |
14,330 |
-225 |
-1.5% |
14,215 |
Range |
370 |
385 |
15 |
4.1% |
1,210 |
ATR |
327 |
332 |
4 |
1.3% |
0 |
Volume |
20,702 |
23,160 |
2,458 |
11.9% |
131,324 |
|
Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,507 |
15,303 |
14,542 |
|
R3 |
15,122 |
14,918 |
14,436 |
|
R2 |
14,737 |
14,737 |
14,401 |
|
R1 |
14,533 |
14,533 |
14,365 |
14,443 |
PP |
14,352 |
14,352 |
14,352 |
14,306 |
S1 |
14,148 |
14,148 |
14,295 |
14,058 |
S2 |
13,967 |
13,967 |
14,260 |
|
S3 |
13,582 |
13,763 |
14,224 |
|
S4 |
13,197 |
13,378 |
14,118 |
|
|
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 |
14,640 |
14,110 |
530 |
3.7% |
352 |
2.5% |
42% |
False |
False |
21,165 |
10 |
15,440 |
14,110 |
1,330 |
9.3% |
350 |
2.4% |
17% |
False |
False |
21,544 |
20 |
15,440 |
14,110 |
1,330 |
9.3% |
315 |
2.2% |
17% |
False |
False |
11,215 |
40 |
15,980 |
13,970 |
2,010 |
14.0% |
299 |
2.1% |
18% |
False |
False |
5,630 |
60 |
16,450 |
13,970 |
2,480 |
17.3% |
212 |
1.5% |
15% |
False |
False |
3,756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,191 |
2.618 |
15,563 |
1.618 |
15,178 |
1.000 |
14,940 |
0.618 |
14,793 |
HIGH |
14,555 |
0.618 |
14,408 |
0.500 |
14,363 |
0.382 |
14,317 |
LOW |
14,170 |
0.618 |
13,932 |
1.000 |
13,785 |
1.618 |
13,547 |
2.618 |
13,162 |
4.250 |
12,534 |
|
|
Fisher Pivots for day following 20-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
14,363 |
14,405 |
PP |
14,352 |
14,380 |
S1 |
14,341 |
14,355 |
|