Trading Metrics calculated at close of trading on 17-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
16,049 |
15,991 |
-58 |
-0.4% |
16,355 |
High |
16,099 |
16,207 |
108 |
0.7% |
16,387 |
Low |
15,977 |
15,911 |
-66 |
-0.4% |
15,977 |
Close |
15,992 |
16,166 |
174 |
1.1% |
15,992 |
Range |
122 |
296 |
174 |
142.6% |
410 |
ATR |
157 |
167 |
10 |
6.3% |
0 |
Volume |
168,669 |
167,480 |
-1,189 |
-0.7% |
243,839 |
|
Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,983 |
16,870 |
16,329 |
|
R3 |
16,687 |
16,574 |
16,248 |
|
R2 |
16,391 |
16,391 |
16,220 |
|
R1 |
16,278 |
16,278 |
16,193 |
16,335 |
PP |
16,095 |
16,095 |
16,095 |
16,123 |
S1 |
15,982 |
15,982 |
16,139 |
16,039 |
S2 |
15,799 |
15,799 |
16,112 |
|
S3 |
15,503 |
15,686 |
16,085 |
|
S4 |
15,207 |
15,390 |
16,003 |
|
|
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 |
15,911 |
476 |
2.9% |
199 |
1.2% |
54% |
False |
True |
81,790 |
10 |
16,435 |
15,911 |
524 |
3.2% |
165 |
1.0% |
49% |
False |
True |
41,842 |
20 |
16,435 |
15,893 |
542 |
3.4% |
156 |
1.0% |
50% |
False |
False |
21,068 |
40 |
16,435 |
15,216 |
1,219 |
7.5% |
164 |
1.0% |
78% |
False |
False |
10,554 |
60 |
16,439 |
15,216 |
1,223 |
7.6% |
140 |
0.9% |
78% |
False |
False |
7,045 |
80 |
16,439 |
15,216 |
1,223 |
7.6% |
111 |
0.7% |
78% |
False |
False |
5,284 |
100 |
16,439 |
15,204 |
1,235 |
7.6% |
92 |
0.6% |
78% |
False |
False |
4,228 |
120 |
16,439 |
14,579 |
1,860 |
11.5% |
82 |
0.5% |
85% |
False |
False |
3,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,465 |
2.618 |
16,982 |
1.618 |
16,686 |
1.000 |
16,503 |
0.618 |
16,390 |
HIGH |
16,207 |
0.618 |
16,094 |
0.500 |
16,059 |
0.382 |
16,024 |
LOW |
15,911 |
0.618 |
15,728 |
1.000 |
15,615 |
1.618 |
15,432 |
2.618 |
15,136 |
4.250 |
14,653 |
|
|
Fisher Pivots for day following 17-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
16,130 |
16,153 |
PP |
16,095 |
16,140 |
S1 |
16,059 |
16,127 |
|