Trading Metrics calculated at close of trading on 19-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
6,506.0 |
6,547.0 |
41.0 |
0.6% |
6,647.5 |
High |
6,643.0 |
6,555.0 |
-88.0 |
-1.3% |
6,683.5 |
Low |
6,474.5 |
6,462.5 |
-12.0 |
-0.2% |
6,444.5 |
Close |
6,540.5 |
6,516.5 |
-24.0 |
-0.4% |
6,462.0 |
Range |
168.5 |
92.5 |
-76.0 |
-45.1% |
239.0 |
ATR |
77.7 |
78.7 |
1.1 |
1.4% |
0.0 |
Volume |
161,345 |
101,975 |
-59,370 |
-36.8% |
249,250 |
|
Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,789.0 |
6,745.0 |
6,567.5 |
|
R3 |
6,696.5 |
6,652.5 |
6,542.0 |
|
R2 |
6,604.0 |
6,604.0 |
6,533.5 |
|
R1 |
6,560.0 |
6,560.0 |
6,525.0 |
6,536.0 |
PP |
6,511.5 |
6,511.5 |
6,511.5 |
6,499.0 |
S1 |
6,467.5 |
6,467.5 |
6,508.0 |
6,443.0 |
S2 |
6,419.0 |
6,419.0 |
6,499.5 |
|
S3 |
6,326.5 |
6,375.0 |
6,491.0 |
|
S4 |
6,234.0 |
6,282.5 |
6,465.5 |
|
|
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 |
6,643.0 |
6,444.5 |
198.5 |
3.0% |
102.5 |
1.6% |
36% |
False |
False |
155,153 |
10 |
6,734.0 |
6,444.5 |
289.5 |
4.4% |
83.0 |
1.3% |
25% |
False |
False |
86,388 |
20 |
6,800.0 |
6,444.5 |
355.5 |
5.5% |
76.5 |
1.2% |
20% |
False |
False |
43,661 |
40 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
66.5 |
1.0% |
42% |
False |
False |
21,905 |
60 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
48.0 |
0.7% |
42% |
False |
False |
14,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,948.0 |
2.618 |
6,797.0 |
1.618 |
6,704.5 |
1.000 |
6,647.5 |
0.618 |
6,612.0 |
HIGH |
6,555.0 |
0.618 |
6,519.5 |
0.500 |
6,509.0 |
0.382 |
6,498.0 |
LOW |
6,462.5 |
0.618 |
6,405.5 |
1.000 |
6,370.0 |
1.618 |
6,313.0 |
2.618 |
6,220.5 |
4.250 |
6,069.5 |
|
|
Fisher Pivots for day following 19-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
6,514.0 |
6,550.0 |
PP |
6,511.5 |
6,539.0 |
S1 |
6,509.0 |
6,527.5 |
|