Trading Metrics calculated at close of trading on 24-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
14,330 |
14,255 |
-75 |
-0.5% |
14,200 |
High |
14,450 |
14,500 |
50 |
0.3% |
14,640 |
Low |
14,240 |
14,240 |
0 |
0.0% |
14,165 |
Close |
14,250 |
14,350 |
100 |
0.7% |
14,250 |
Range |
210 |
260 |
50 |
23.8% |
475 |
ATR |
323 |
318 |
-4 |
-1.4% |
0 |
Volume |
12,092 |
16,242 |
4,150 |
34.3% |
92,697 |
|
Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,143 |
15,007 |
14,493 |
|
R3 |
14,883 |
14,747 |
14,422 |
|
R2 |
14,623 |
14,623 |
14,398 |
|
R1 |
14,487 |
14,487 |
14,374 |
14,555 |
PP |
14,363 |
14,363 |
14,363 |
14,398 |
S1 |
14,227 |
14,227 |
14,326 |
14,295 |
S2 |
14,103 |
14,103 |
14,302 |
|
S3 |
13,843 |
13,967 |
14,279 |
|
S4 |
13,583 |
13,707 |
14,207 |
|
|
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 |
14,170 |
470 |
3.3% |
300 |
2.1% |
38% |
False |
False |
18,636 |
10 |
15,280 |
14,110 |
1,170 |
8.2% |
347 |
2.4% |
21% |
False |
False |
21,807 |
20 |
15,440 |
14,110 |
1,330 |
9.3% |
312 |
2.2% |
18% |
False |
False |
12,610 |
40 |
15,440 |
13,970 |
1,470 |
10.2% |
287 |
2.0% |
26% |
False |
False |
6,338 |
60 |
16,450 |
13,970 |
2,480 |
17.3% |
220 |
1.5% |
15% |
False |
False |
4,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,605 |
2.618 |
15,181 |
1.618 |
14,921 |
1.000 |
14,760 |
0.618 |
14,661 |
HIGH |
14,500 |
0.618 |
14,401 |
0.500 |
14,370 |
0.382 |
14,339 |
LOW |
14,240 |
0.618 |
14,079 |
1.000 |
13,980 |
1.618 |
13,819 |
2.618 |
13,559 |
4.250 |
13,135 |
|
|
Fisher Pivots for day following 24-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
14,370 |
14,363 |
PP |
14,363 |
14,358 |
S1 |
14,357 |
14,354 |
|