Trading Metrics calculated at close of trading on 20-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
6,547.0 |
6,480.5 |
-66.5 |
-1.0% |
6,647.5 |
High |
6,555.0 |
6,496.5 |
-58.5 |
-0.9% |
6,683.5 |
Low |
6,462.5 |
6,431.5 |
-31.0 |
-0.5% |
6,444.5 |
Close |
6,516.5 |
6,494.0 |
-22.5 |
-0.3% |
6,462.0 |
Range |
92.5 |
65.0 |
-27.5 |
-29.7% |
239.0 |
ATR |
78.7 |
79.2 |
0.4 |
0.6% |
0.0 |
Volume |
101,975 |
121,726 |
19,751 |
19.4% |
249,250 |
|
Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,669.0 |
6,646.5 |
6,530.0 |
|
R3 |
6,604.0 |
6,581.5 |
6,512.0 |
|
R2 |
6,539.0 |
6,539.0 |
6,506.0 |
|
R1 |
6,516.5 |
6,516.5 |
6,500.0 |
6,528.0 |
PP |
6,474.0 |
6,474.0 |
6,474.0 |
6,479.5 |
S1 |
6,451.5 |
6,451.5 |
6,488.0 |
6,463.0 |
S2 |
6,409.0 |
6,409.0 |
6,482.0 |
|
S3 |
6,344.0 |
6,386.5 |
6,476.0 |
|
S4 |
6,279.0 |
6,321.5 |
6,458.0 |
|
|
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 |
6,431.5 |
211.5 |
3.3% |
89.5 |
1.4% |
30% |
False |
True |
170,766 |
10 |
6,717.5 |
6,431.5 |
286.0 |
4.4% |
86.0 |
1.3% |
22% |
False |
True |
98,304 |
20 |
6,800.0 |
6,431.5 |
368.5 |
5.7% |
75.5 |
1.2% |
17% |
False |
True |
49,740 |
40 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
67.0 |
1.0% |
37% |
False |
False |
24,948 |
60 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
49.0 |
0.8% |
37% |
False |
False |
16,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,773.0 |
2.618 |
6,666.5 |
1.618 |
6,601.5 |
1.000 |
6,561.5 |
0.618 |
6,536.5 |
HIGH |
6,496.5 |
0.618 |
6,471.5 |
0.500 |
6,464.0 |
0.382 |
6,456.5 |
LOW |
6,431.5 |
0.618 |
6,391.5 |
1.000 |
6,366.5 |
1.618 |
6,326.5 |
2.618 |
6,261.5 |
4.250 |
6,155.0 |
|
|
Fisher Pivots for day following 20-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
6,484.0 |
6,537.0 |
PP |
6,474.0 |
6,523.0 |
S1 |
6,464.0 |
6,508.5 |
|