Trading Metrics calculated at close of trading on 25-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2014 |
25-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
14,255 |
14,345 |
90 |
0.6% |
14,200 |
High |
14,500 |
14,490 |
-10 |
-0.1% |
14,640 |
Low |
14,240 |
14,270 |
30 |
0.2% |
14,165 |
Close |
14,350 |
14,410 |
60 |
0.4% |
14,250 |
Range |
260 |
220 |
-40 |
-15.4% |
475 |
ATR |
318 |
311 |
-7 |
-2.2% |
0 |
Volume |
16,242 |
13,778 |
-2,464 |
-15.2% |
92,697 |
|
Daily Pivots for day following 25-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,050 |
14,950 |
14,531 |
|
R3 |
14,830 |
14,730 |
14,471 |
|
R2 |
14,610 |
14,610 |
14,450 |
|
R1 |
14,510 |
14,510 |
14,430 |
14,560 |
PP |
14,390 |
14,390 |
14,390 |
14,415 |
S1 |
14,290 |
14,290 |
14,390 |
14,340 |
S2 |
14,170 |
14,170 |
14,370 |
|
S3 |
13,950 |
14,070 |
14,350 |
|
S4 |
13,730 |
13,850 |
14,289 |
|
|
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% |
289 |
2.0% |
51% |
False |
False |
17,194 |
10 |
15,055 |
14,110 |
945 |
6.6% |
340 |
2.4% |
32% |
False |
False |
19,361 |
20 |
15,440 |
14,110 |
1,330 |
9.2% |
313 |
2.2% |
23% |
False |
False |
13,294 |
40 |
15,440 |
13,970 |
1,470 |
10.2% |
287 |
2.0% |
30% |
False |
False |
6,681 |
60 |
16,450 |
13,970 |
2,480 |
17.2% |
224 |
1.6% |
18% |
False |
False |
4,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,425 |
2.618 |
15,066 |
1.618 |
14,846 |
1.000 |
14,710 |
0.618 |
14,626 |
HIGH |
14,490 |
0.618 |
14,406 |
0.500 |
14,380 |
0.382 |
14,354 |
LOW |
14,270 |
0.618 |
14,134 |
1.000 |
14,050 |
1.618 |
13,914 |
2.618 |
13,694 |
4.250 |
13,335 |
|
|
Fisher Pivots for day following 25-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
14,400 |
14,397 |
PP |
14,390 |
14,383 |
S1 |
14,380 |
14,370 |
|