Trading Metrics calculated at close of trading on 21-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
14,550 |
14,330 |
-220 |
-1.5% |
14,200 |
High |
14,555 |
14,450 |
-105 |
-0.7% |
14,640 |
Low |
14,170 |
14,240 |
70 |
0.5% |
14,165 |
Close |
14,330 |
14,250 |
-80 |
-0.6% |
14,250 |
Range |
385 |
210 |
-175 |
-45.5% |
475 |
ATR |
332 |
323 |
-9 |
-2.6% |
0 |
Volume |
23,160 |
12,092 |
-11,068 |
-47.8% |
92,697 |
|
Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,943 |
14,807 |
14,366 |
|
R3 |
14,733 |
14,597 |
14,308 |
|
R2 |
14,523 |
14,523 |
14,289 |
|
R1 |
14,387 |
14,387 |
14,269 |
14,350 |
PP |
14,313 |
14,313 |
14,313 |
14,295 |
S1 |
14,177 |
14,177 |
14,231 |
14,140 |
S2 |
14,103 |
14,103 |
14,212 |
|
S3 |
13,893 |
13,967 |
14,192 |
|
S4 |
13,683 |
13,757 |
14,135 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,777 |
15,488 |
14,511 |
|
R3 |
15,302 |
15,013 |
14,381 |
|
R2 |
14,827 |
14,827 |
14,337 |
|
R1 |
14,538 |
14,538 |
14,294 |
14,683 |
PP |
14,352 |
14,352 |
14,352 |
14,424 |
S1 |
14,063 |
14,063 |
14,207 |
14,208 |
S2 |
13,877 |
13,877 |
14,163 |
|
S3 |
13,402 |
13,588 |
14,120 |
|
S4 |
12,927 |
13,113 |
13,989 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,640 |
14,165 |
475 |
3.3% |
317 |
2.2% |
18% |
False |
False |
18,539 |
10 |
15,320 |
14,110 |
1,210 |
8.5% |
344 |
2.4% |
12% |
False |
False |
22,402 |
20 |
15,440 |
14,110 |
1,330 |
9.3% |
318 |
2.2% |
11% |
False |
False |
11,802 |
40 |
15,440 |
13,970 |
1,470 |
10.3% |
288 |
2.0% |
19% |
False |
False |
5,932 |
60 |
16,450 |
13,970 |
2,480 |
17.4% |
216 |
1.5% |
11% |
False |
False |
3,958 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,343 |
2.618 |
15,000 |
1.618 |
14,790 |
1.000 |
14,660 |
0.618 |
14,580 |
HIGH |
14,450 |
0.618 |
14,370 |
0.500 |
14,345 |
0.382 |
14,320 |
LOW |
14,240 |
0.618 |
14,110 |
1.000 |
14,030 |
1.618 |
13,900 |
2.618 |
13,690 |
4.250 |
13,348 |
|
|
Fisher Pivots for day following 21-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
14,345 |
14,405 |
PP |
14,313 |
14,353 |
S1 |
14,282 |
14,302 |
|