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 |
16,276 |
16,049 |
-227 |
-1.4% |
16,355 |
High |
16,342 |
16,099 |
-243 |
-1.5% |
16,387 |
Low |
16,016 |
15,977 |
-39 |
-0.2% |
15,977 |
Close |
16,047 |
15,992 |
-55 |
-0.3% |
15,992 |
Range |
326 |
122 |
-204 |
-62.6% |
410 |
ATR |
160 |
157 |
-3 |
-1.7% |
0 |
Volume |
48,940 |
168,669 |
119,729 |
244.6% |
243,839 |
|
Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,389 |
16,312 |
16,059 |
|
R3 |
16,267 |
16,190 |
16,026 |
|
R2 |
16,145 |
16,145 |
16,014 |
|
R1 |
16,068 |
16,068 |
16,003 |
16,046 |
PP |
16,023 |
16,023 |
16,023 |
16,011 |
S1 |
15,946 |
15,946 |
15,981 |
15,924 |
S2 |
15,901 |
15,901 |
15,970 |
|
S3 |
15,779 |
15,824 |
15,959 |
|
S4 |
15,657 |
15,702 |
15,925 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,349 |
17,080 |
16,218 |
|
R3 |
16,939 |
16,670 |
16,105 |
|
R2 |
16,529 |
16,529 |
16,067 |
|
R1 |
16,260 |
16,260 |
16,030 |
16,190 |
PP |
16,119 |
16,119 |
16,119 |
16,083 |
S1 |
15,850 |
15,850 |
15,955 |
15,780 |
S2 |
15,709 |
15,709 |
15,917 |
|
S3 |
15,299 |
15,440 |
15,879 |
|
S4 |
14,889 |
15,030 |
15,767 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,387 |
15,977 |
410 |
2.6% |
165 |
1.0% |
4% |
False |
True |
48,767 |
10 |
16,435 |
15,977 |
458 |
2.9% |
154 |
1.0% |
3% |
False |
True |
25,181 |
20 |
16,435 |
15,884 |
551 |
3.4% |
151 |
0.9% |
20% |
False |
False |
12,700 |
40 |
16,435 |
15,216 |
1,219 |
7.6% |
159 |
1.0% |
64% |
False |
False |
6,367 |
60 |
16,439 |
15,216 |
1,223 |
7.6% |
137 |
0.9% |
63% |
False |
False |
4,254 |
80 |
16,439 |
15,216 |
1,223 |
7.6% |
107 |
0.7% |
63% |
False |
False |
3,191 |
100 |
16,439 |
15,176 |
1,263 |
7.9% |
89 |
0.6% |
65% |
False |
False |
2,553 |
120 |
16,439 |
14,579 |
1,860 |
11.6% |
79 |
0.5% |
76% |
False |
False |
2,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,618 |
2.618 |
16,419 |
1.618 |
16,297 |
1.000 |
16,221 |
0.618 |
16,175 |
HIGH |
16,099 |
0.618 |
16,053 |
0.500 |
16,038 |
0.382 |
16,024 |
LOW |
15,977 |
0.618 |
15,902 |
1.000 |
15,855 |
1.618 |
15,780 |
2.618 |
15,658 |
4.250 |
15,459 |
|
|
Fisher Pivots for day following 14-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
16,038 |
16,160 |
PP |
16,023 |
16,104 |
S1 |
16,007 |
16,048 |
|