Trading Metrics calculated at close of trading on 13-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
16,266 |
16,276 |
10 |
0.1% |
16,185 |
High |
16,296 |
16,342 |
46 |
0.3% |
16,435 |
Low |
16,186 |
16,016 |
-170 |
-1.1% |
16,000 |
Close |
16,271 |
16,047 |
-224 |
-1.4% |
16,377 |
Range |
110 |
326 |
216 |
196.4% |
435 |
ATR |
147 |
160 |
13 |
8.7% |
0 |
Volume |
16,715 |
48,940 |
32,225 |
192.8% |
7,976 |
|
Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,113 |
16,906 |
16,226 |
|
R3 |
16,787 |
16,580 |
16,137 |
|
R2 |
16,461 |
16,461 |
16,107 |
|
R1 |
16,254 |
16,254 |
16,077 |
16,195 |
PP |
16,135 |
16,135 |
16,135 |
16,105 |
S1 |
15,928 |
15,928 |
16,017 |
15,869 |
S2 |
15,809 |
15,809 |
15,987 |
|
S3 |
15,483 |
15,602 |
15,957 |
|
S4 |
15,157 |
15,276 |
15,868 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,576 |
17,411 |
16,616 |
|
R3 |
17,141 |
16,976 |
16,497 |
|
R2 |
16,706 |
16,706 |
16,457 |
|
R1 |
16,541 |
16,541 |
16,417 |
16,624 |
PP |
16,271 |
16,271 |
16,271 |
16,312 |
S1 |
16,106 |
16,106 |
16,337 |
16,189 |
S2 |
15,836 |
15,836 |
16,297 |
|
S3 |
15,401 |
15,671 |
16,258 |
|
S4 |
14,966 |
15,236 |
16,138 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,435 |
16,016 |
419 |
2.6% |
164 |
1.0% |
7% |
False |
True |
15,361 |
10 |
16,435 |
16,000 |
435 |
2.7% |
159 |
1.0% |
11% |
False |
False |
8,349 |
20 |
16,435 |
15,755 |
680 |
4.2% |
153 |
1.0% |
43% |
False |
False |
4,267 |
40 |
16,435 |
15,216 |
1,219 |
7.6% |
160 |
1.0% |
68% |
False |
False |
2,152 |
60 |
16,439 |
15,216 |
1,223 |
7.6% |
134 |
0.8% |
68% |
False |
False |
1,443 |
80 |
16,439 |
15,216 |
1,223 |
7.6% |
106 |
0.7% |
68% |
False |
False |
1,083 |
100 |
16,439 |
15,168 |
1,271 |
7.9% |
87 |
0.5% |
69% |
False |
False |
866 |
120 |
16,439 |
14,579 |
1,860 |
11.6% |
78 |
0.5% |
79% |
False |
False |
722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,728 |
2.618 |
17,196 |
1.618 |
16,870 |
1.000 |
16,668 |
0.618 |
16,544 |
HIGH |
16,342 |
0.618 |
16,218 |
0.500 |
16,179 |
0.382 |
16,141 |
LOW |
16,016 |
0.618 |
15,815 |
1.000 |
15,690 |
1.618 |
15,489 |
2.618 |
15,163 |
4.250 |
14,631 |
|
|
Fisher Pivots for day following 13-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
16,179 |
16,202 |
PP |
16,135 |
16,150 |
S1 |
16,091 |
16,099 |
|