Trading Metrics calculated at close of trading on 18-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
15,991 |
16,172 |
181 |
1.1% |
16,355 |
High |
16,207 |
16,303 |
96 |
0.6% |
16,387 |
Low |
15,911 |
16,130 |
219 |
1.4% |
15,977 |
Close |
16,166 |
16,262 |
96 |
0.6% |
15,992 |
Range |
296 |
173 |
-123 |
-41.6% |
410 |
ATR |
167 |
167 |
0 |
0.3% |
0 |
Volume |
167,480 |
180,523 |
13,043 |
7.8% |
243,839 |
|
Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,751 |
16,679 |
16,357 |
|
R3 |
16,578 |
16,506 |
16,310 |
|
R2 |
16,405 |
16,405 |
16,294 |
|
R1 |
16,333 |
16,333 |
16,278 |
16,369 |
PP |
16,232 |
16,232 |
16,232 |
16,250 |
S1 |
16,160 |
16,160 |
16,246 |
16,196 |
S2 |
16,059 |
16,059 |
16,230 |
|
S3 |
15,886 |
15,987 |
16,215 |
|
S4 |
15,713 |
15,814 |
16,167 |
|
|
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 |
16,342 |
15,911 |
431 |
2.7% |
206 |
1.3% |
81% |
False |
False |
116,465 |
10 |
16,435 |
15,911 |
524 |
3.2% |
158 |
1.0% |
67% |
False |
False |
59,693 |
20 |
16,435 |
15,893 |
542 |
3.3% |
160 |
1.0% |
68% |
False |
False |
30,092 |
40 |
16,435 |
15,216 |
1,219 |
7.5% |
165 |
1.0% |
86% |
False |
False |
15,067 |
60 |
16,439 |
15,216 |
1,223 |
7.5% |
137 |
0.8% |
86% |
False |
False |
10,052 |
80 |
16,439 |
15,216 |
1,223 |
7.5% |
113 |
0.7% |
86% |
False |
False |
7,541 |
100 |
16,439 |
15,204 |
1,235 |
7.6% |
93 |
0.6% |
86% |
False |
False |
6,033 |
120 |
16,439 |
14,579 |
1,860 |
11.4% |
83 |
0.5% |
90% |
False |
False |
5,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,038 |
2.618 |
16,756 |
1.618 |
16,583 |
1.000 |
16,476 |
0.618 |
16,410 |
HIGH |
16,303 |
0.618 |
16,237 |
0.500 |
16,217 |
0.382 |
16,196 |
LOW |
16,130 |
0.618 |
16,023 |
1.000 |
15,957 |
1.618 |
15,850 |
2.618 |
15,677 |
4.250 |
15,395 |
|
|
Fisher Pivots for day following 18-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
16,247 |
16,210 |
PP |
16,232 |
16,159 |
S1 |
16,217 |
16,107 |
|