Trading Metrics calculated at close of trading on 12-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
6,625.0 |
6,574.0 |
-51.0 |
-0.8% |
6,682.0 |
High |
6,641.5 |
6,595.0 |
-46.5 |
-0.7% |
6,746.0 |
Low |
6,584.0 |
6,542.0 |
-42.0 |
-0.6% |
6,592.5 |
Close |
6,605.0 |
6,571.0 |
-34.0 |
-0.5% |
6,642.5 |
Range |
57.5 |
53.0 |
-4.5 |
-7.8% |
153.5 |
ATR |
67.2 |
66.9 |
-0.3 |
-0.5% |
0.0 |
Volume |
13,458 |
35,817 |
22,359 |
166.1% |
28,365 |
|
Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,728.5 |
6,702.5 |
6,600.0 |
|
R3 |
6,675.5 |
6,649.5 |
6,585.5 |
|
R2 |
6,622.5 |
6,622.5 |
6,580.5 |
|
R1 |
6,596.5 |
6,596.5 |
6,576.0 |
6,583.0 |
PP |
6,569.5 |
6,569.5 |
6,569.5 |
6,562.5 |
S1 |
6,543.5 |
6,543.5 |
6,566.0 |
6,530.0 |
S2 |
6,516.5 |
6,516.5 |
6,561.5 |
|
S3 |
6,463.5 |
6,490.5 |
6,556.5 |
|
S4 |
6,410.5 |
6,437.5 |
6,542.0 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,121.0 |
7,035.0 |
6,727.0 |
|
R3 |
6,967.5 |
6,881.5 |
6,684.5 |
|
R2 |
6,814.0 |
6,814.0 |
6,670.5 |
|
R1 |
6,728.0 |
6,728.0 |
6,656.5 |
6,694.0 |
PP |
6,660.5 |
6,660.5 |
6,660.5 |
6,643.5 |
S1 |
6,574.5 |
6,574.5 |
6,628.5 |
6,541.0 |
S2 |
6,507.0 |
6,507.0 |
6,614.5 |
|
S3 |
6,353.5 |
6,421.0 |
6,600.5 |
|
S4 |
6,200.0 |
6,267.5 |
6,558.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,734.0 |
6,542.0 |
192.0 |
2.9% |
63.5 |
1.0% |
15% |
False |
True |
17,624 |
10 |
6,750.0 |
6,542.0 |
208.0 |
3.2% |
69.0 |
1.0% |
14% |
False |
True |
9,464 |
20 |
6,800.0 |
6,520.0 |
280.0 |
4.3% |
62.0 |
0.9% |
18% |
False |
False |
4,918 |
40 |
6,800.0 |
6,310.5 |
489.5 |
7.4% |
54.5 |
0.8% |
53% |
False |
False |
2,511 |
60 |
6,800.0 |
6,310.5 |
489.5 |
7.4% |
39.5 |
0.6% |
53% |
False |
False |
1,689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,820.0 |
2.618 |
6,734.0 |
1.618 |
6,681.0 |
1.000 |
6,648.0 |
0.618 |
6,628.0 |
HIGH |
6,595.0 |
0.618 |
6,575.0 |
0.500 |
6,568.5 |
0.382 |
6,562.0 |
LOW |
6,542.0 |
0.618 |
6,509.0 |
1.000 |
6,489.0 |
1.618 |
6,456.0 |
2.618 |
6,403.0 |
4.250 |
6,317.0 |
|
|
Fisher Pivots for day following 12-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
6,570.0 |
6,613.0 |
PP |
6,569.5 |
6,599.0 |
S1 |
6,568.5 |
6,585.0 |
|