Trading Metrics calculated at close of trading on 19-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
16,172 |
16,264 |
92 |
0.6% |
16,355 |
High |
16,303 |
16,294 |
-9 |
-0.1% |
16,387 |
Low |
16,130 |
16,049 |
-81 |
-0.5% |
15,977 |
Close |
16,262 |
16,139 |
-123 |
-0.8% |
15,992 |
Range |
173 |
245 |
72 |
41.6% |
410 |
ATR |
167 |
173 |
6 |
3.3% |
0 |
Volume |
180,523 |
193,215 |
12,692 |
7.0% |
243,839 |
|
Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,896 |
16,762 |
16,274 |
|
R3 |
16,651 |
16,517 |
16,207 |
|
R2 |
16,406 |
16,406 |
16,184 |
|
R1 |
16,272 |
16,272 |
16,162 |
16,217 |
PP |
16,161 |
16,161 |
16,161 |
16,133 |
S1 |
16,027 |
16,027 |
16,117 |
15,972 |
S2 |
15,916 |
15,916 |
16,094 |
|
S3 |
15,671 |
15,782 |
16,072 |
|
S4 |
15,426 |
15,537 |
16,004 |
|
|
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% |
233 |
1.4% |
53% |
False |
False |
151,765 |
10 |
16,435 |
15,911 |
524 |
3.2% |
174 |
1.1% |
44% |
False |
False |
78,931 |
20 |
16,435 |
15,893 |
542 |
3.4% |
163 |
1.0% |
45% |
False |
False |
39,749 |
40 |
16,435 |
15,216 |
1,219 |
7.6% |
165 |
1.0% |
76% |
False |
False |
19,897 |
60 |
16,439 |
15,216 |
1,223 |
7.6% |
140 |
0.9% |
75% |
False |
False |
13,272 |
80 |
16,439 |
15,216 |
1,223 |
7.6% |
116 |
0.7% |
75% |
False |
False |
9,956 |
100 |
16,439 |
15,216 |
1,223 |
7.6% |
96 |
0.6% |
75% |
False |
False |
7,965 |
120 |
16,439 |
14,579 |
1,860 |
11.5% |
85 |
0.5% |
84% |
False |
False |
6,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,335 |
2.618 |
16,936 |
1.618 |
16,691 |
1.000 |
16,539 |
0.618 |
16,446 |
HIGH |
16,294 |
0.618 |
16,201 |
0.500 |
16,172 |
0.382 |
16,143 |
LOW |
16,049 |
0.618 |
15,898 |
1.000 |
15,804 |
1.618 |
15,653 |
2.618 |
15,408 |
4.250 |
15,008 |
|
|
Fisher Pivots for day following 19-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
16,172 |
16,128 |
PP |
16,161 |
16,118 |
S1 |
16,150 |
16,107 |
|