Trading Metrics calculated at close of trading on 21-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
6,480.5 |
6,478.0 |
-2.5 |
0.0% |
6,465.5 |
High |
6,496.5 |
6,514.5 |
18.0 |
0.3% |
6,643.0 |
Low |
6,431.5 |
6,452.0 |
20.5 |
0.3% |
6,431.5 |
Close |
6,494.0 |
6,504.0 |
10.0 |
0.2% |
6,504.0 |
Range |
65.0 |
62.5 |
-2.5 |
-3.8% |
211.5 |
ATR |
79.2 |
78.0 |
-1.2 |
-1.5% |
0.0 |
Volume |
121,726 |
106,998 |
-14,728 |
-12.1% |
820,177 |
|
Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,677.5 |
6,653.5 |
6,538.5 |
|
R3 |
6,615.0 |
6,591.0 |
6,521.0 |
|
R2 |
6,552.5 |
6,552.5 |
6,515.5 |
|
R1 |
6,528.5 |
6,528.5 |
6,509.5 |
6,540.5 |
PP |
6,490.0 |
6,490.0 |
6,490.0 |
6,496.0 |
S1 |
6,466.0 |
6,466.0 |
6,498.5 |
6,478.0 |
S2 |
6,427.5 |
6,427.5 |
6,492.5 |
|
S3 |
6,365.0 |
6,403.5 |
6,487.0 |
|
S4 |
6,302.5 |
6,341.0 |
6,469.5 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,160.5 |
7,044.0 |
6,620.5 |
|
R3 |
6,949.0 |
6,832.5 |
6,562.0 |
|
R2 |
6,737.5 |
6,737.5 |
6,543.0 |
|
R1 |
6,621.0 |
6,621.0 |
6,523.5 |
6,679.0 |
PP |
6,526.0 |
6,526.0 |
6,526.0 |
6,555.5 |
S1 |
6,409.5 |
6,409.5 |
6,484.5 |
6,468.0 |
S2 |
6,314.5 |
6,314.5 |
6,465.0 |
|
S3 |
6,103.0 |
6,198.0 |
6,446.0 |
|
S4 |
5,891.5 |
5,986.5 |
6,387.5 |
|
|
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% |
93.5 |
1.4% |
34% |
False |
False |
164,035 |
10 |
6,683.5 |
6,431.5 |
252.0 |
3.9% |
84.0 |
1.3% |
29% |
False |
False |
106,942 |
20 |
6,800.0 |
6,431.5 |
368.5 |
5.7% |
76.0 |
1.2% |
20% |
False |
False |
55,087 |
40 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
65.0 |
1.0% |
40% |
False |
False |
27,619 |
60 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
50.0 |
0.8% |
40% |
False |
False |
18,429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,780.0 |
2.618 |
6,678.0 |
1.618 |
6,615.5 |
1.000 |
6,577.0 |
0.618 |
6,553.0 |
HIGH |
6,514.5 |
0.618 |
6,490.5 |
0.500 |
6,483.0 |
0.382 |
6,476.0 |
LOW |
6,452.0 |
0.618 |
6,413.5 |
1.000 |
6,389.5 |
1.618 |
6,351.0 |
2.618 |
6,288.5 |
4.250 |
6,186.5 |
|
|
Fisher Pivots for day following 21-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
6,497.0 |
6,500.5 |
PP |
6,490.0 |
6,497.0 |
S1 |
6,483.0 |
6,493.0 |
|