Trading Metrics calculated at close of trading on 14-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
6,579.0 |
6,475.0 |
-104.0 |
-1.6% |
6,647.5 |
High |
6,581.5 |
6,489.0 |
-92.5 |
-1.4% |
6,683.5 |
Low |
6,452.0 |
6,444.5 |
-7.5 |
-0.1% |
6,444.5 |
Close |
6,497.5 |
6,462.0 |
-35.5 |
-0.5% |
6,462.0 |
Range |
129.5 |
44.5 |
-85.0 |
-65.6% |
239.0 |
ATR |
71.4 |
70.1 |
-1.3 |
-1.8% |
0.0 |
Volume |
43,660 |
140,653 |
96,993 |
222.2% |
249,250 |
|
Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,598.5 |
6,575.0 |
6,486.5 |
|
R3 |
6,554.0 |
6,530.5 |
6,474.0 |
|
R2 |
6,509.5 |
6,509.5 |
6,470.0 |
|
R1 |
6,486.0 |
6,486.0 |
6,466.0 |
6,475.5 |
PP |
6,465.0 |
6,465.0 |
6,465.0 |
6,460.0 |
S1 |
6,441.5 |
6,441.5 |
6,458.0 |
6,431.0 |
S2 |
6,420.5 |
6,420.5 |
6,454.0 |
|
S3 |
6,376.0 |
6,397.0 |
6,450.0 |
|
S4 |
6,331.5 |
6,352.5 |
6,437.5 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,247.0 |
7,093.5 |
6,593.5 |
|
R3 |
7,008.0 |
6,854.5 |
6,527.5 |
|
R2 |
6,769.0 |
6,769.0 |
6,506.0 |
|
R1 |
6,615.5 |
6,615.5 |
6,484.0 |
6,573.0 |
PP |
6,530.0 |
6,530.0 |
6,530.0 |
6,508.5 |
S1 |
6,376.5 |
6,376.5 |
6,440.0 |
6,334.0 |
S2 |
6,291.0 |
6,291.0 |
6,418.0 |
|
S3 |
6,052.0 |
6,137.5 |
6,396.5 |
|
S4 |
5,813.0 |
5,898.5 |
6,330.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,683.5 |
6,444.5 |
239.0 |
3.7% |
74.5 |
1.2% |
7% |
False |
True |
49,850 |
10 |
6,746.0 |
6,444.5 |
301.5 |
4.7% |
73.0 |
1.1% |
6% |
False |
True |
27,761 |
20 |
6,800.0 |
6,444.5 |
355.5 |
5.5% |
67.5 |
1.0% |
5% |
False |
True |
14,125 |
40 |
6,800.0 |
6,310.5 |
489.5 |
7.6% |
58.5 |
0.9% |
31% |
False |
False |
7,119 |
60 |
6,800.0 |
6,310.5 |
489.5 |
7.6% |
42.5 |
0.7% |
31% |
False |
False |
4,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,678.0 |
2.618 |
6,605.5 |
1.618 |
6,561.0 |
1.000 |
6,533.5 |
0.618 |
6,516.5 |
HIGH |
6,489.0 |
0.618 |
6,472.0 |
0.500 |
6,467.0 |
0.382 |
6,461.5 |
LOW |
6,444.5 |
0.618 |
6,417.0 |
1.000 |
6,400.0 |
1.618 |
6,372.5 |
2.618 |
6,328.0 |
4.250 |
6,255.5 |
|
|
Fisher Pivots for day following 14-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
6,467.0 |
6,520.0 |
PP |
6,465.0 |
6,500.5 |
S1 |
6,463.5 |
6,481.0 |
|