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 |
16,245.93 |
16,335.71 |
89.78 |
0.6% |
16,453.10 |
High |
16,369.94 |
16,363.32 |
-6.62 |
0.0% |
16,460.33 |
Low |
16,245.93 |
16,126.29 |
-119.64 |
-0.7% |
16,046.99 |
Close |
16,336.19 |
16,222.17 |
-114.02 |
-0.7% |
16,065.67 |
Range |
124.01 |
237.03 |
113.02 |
91.1% |
413.34 |
ATR |
154.13 |
160.06 |
5.92 |
3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,948.35 |
16,822.29 |
16,352.54 |
|
R3 |
16,711.32 |
16,585.26 |
16,287.35 |
|
R2 |
16,474.29 |
16,474.29 |
16,265.63 |
|
R1 |
16,348.23 |
16,348.23 |
16,243.90 |
16,292.75 |
PP |
16,237.26 |
16,237.26 |
16,237.26 |
16,209.52 |
S1 |
16,111.20 |
16,111.20 |
16,200.44 |
16,055.72 |
S2 |
16,000.23 |
16,000.23 |
16,178.71 |
|
S3 |
15,763.20 |
15,874.17 |
16,156.99 |
|
S4 |
15,526.17 |
15,637.14 |
16,091.80 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,431.02 |
17,161.68 |
16,293.01 |
|
R3 |
17,017.68 |
16,748.34 |
16,179.34 |
|
R2 |
16,604.34 |
16,604.34 |
16,141.45 |
|
R1 |
16,335.00 |
16,335.00 |
16,103.56 |
16,263.00 |
PP |
16,191.00 |
16,191.00 |
16,191.00 |
16,155.00 |
S1 |
15,921.66 |
15,921.66 |
16,027.78 |
15,849.66 |
S2 |
15,777.66 |
15,777.66 |
15,989.89 |
|
S3 |
15,364.32 |
15,508.32 |
15,952.00 |
|
S4 |
14,950.98 |
15,094.98 |
15,838.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,405.07 |
16,046.99 |
358.08 |
2.2% |
200.81 |
1.2% |
49% |
False |
False |
|
10 |
16,505.70 |
16,046.99 |
458.71 |
2.8% |
155.93 |
1.0% |
38% |
False |
False |
|
20 |
16,505.70 |
16,006.59 |
499.11 |
3.1% |
153.31 |
0.9% |
43% |
False |
False |
|
40 |
16,505.70 |
15,340.69 |
1,165.01 |
7.2% |
165.68 |
1.0% |
76% |
False |
False |
|
60 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
148.66 |
0.9% |
71% |
False |
False |
|
80 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
140.77 |
0.9% |
71% |
False |
False |
|
100 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
134.74 |
0.8% |
71% |
False |
False |
|
120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.5% |
135.94 |
0.8% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,370.70 |
2.618 |
16,983.86 |
1.618 |
16,746.83 |
1.000 |
16,600.35 |
0.618 |
16,509.80 |
HIGH |
16,363.32 |
0.618 |
16,272.77 |
0.500 |
16,244.81 |
0.382 |
16,216.84 |
LOW |
16,126.29 |
0.618 |
15,979.81 |
1.000 |
15,889.26 |
1.618 |
15,742.78 |
2.618 |
15,505.75 |
4.250 |
15,118.91 |
|
|
Fisher Pivots for day following 19-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
16,244.81 |
16,220.83 |
PP |
16,237.26 |
16,219.49 |
S1 |
16,229.72 |
16,218.16 |
|