| Trading Metrics calculated at close of trading on 07-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
16,366 |
16,415 |
49 |
0.3% |
16,225 |
| High |
16,439 |
16,508 |
69 |
0.4% |
16,508 |
| Low |
16,344 |
16,389 |
45 |
0.3% |
16,058 |
| Close |
16,415 |
16,448 |
33 |
0.2% |
16,448 |
| Range |
95 |
119 |
24 |
25.3% |
450 |
| ATR |
172 |
168 |
-4 |
-2.2% |
0 |
| Volume |
120,220 |
175,284 |
55,064 |
45.8% |
862,236 |
|
| Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,805 |
16,746 |
16,514 |
|
| R3 |
16,686 |
16,627 |
16,481 |
|
| R2 |
16,567 |
16,567 |
16,470 |
|
| R1 |
16,508 |
16,508 |
16,459 |
16,538 |
| PP |
16,448 |
16,448 |
16,448 |
16,463 |
| S1 |
16,389 |
16,389 |
16,437 |
16,419 |
| S2 |
16,329 |
16,329 |
16,426 |
|
| S3 |
16,210 |
16,270 |
16,415 |
|
| S4 |
16,091 |
16,151 |
16,383 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,688 |
17,518 |
16,696 |
|
| R3 |
17,238 |
17,068 |
16,572 |
|
| R2 |
16,788 |
16,788 |
16,531 |
|
| R1 |
16,618 |
16,618 |
16,489 |
16,703 |
| PP |
16,338 |
16,338 |
16,338 |
16,381 |
| S1 |
16,168 |
16,168 |
16,407 |
16,253 |
| S2 |
15,888 |
15,888 |
16,366 |
|
| S3 |
15,438 |
15,718 |
16,324 |
|
| S4 |
14,988 |
15,268 |
16,201 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,508 |
16,058 |
450 |
2.7% |
143 |
0.9% |
87% |
True |
False |
172,447 |
| 10 |
16,508 |
16,039 |
469 |
2.9% |
155 |
0.9% |
87% |
True |
False |
164,428 |
| 20 |
16,508 |
15,471 |
1,037 |
6.3% |
164 |
1.0% |
94% |
True |
False |
155,649 |
| 40 |
16,508 |
15,276 |
1,232 |
7.5% |
182 |
1.1% |
95% |
True |
False |
165,444 |
| 60 |
16,540 |
15,276 |
1,264 |
7.7% |
165 |
1.0% |
93% |
False |
False |
136,859 |
| 80 |
16,540 |
15,276 |
1,264 |
7.7% |
151 |
0.9% |
93% |
False |
False |
102,753 |
| 100 |
16,540 |
15,000 |
1,540 |
9.4% |
142 |
0.9% |
94% |
False |
False |
82,209 |
| 120 |
16,540 |
14,588 |
1,952 |
11.9% |
129 |
0.8% |
95% |
False |
False |
68,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,014 |
|
2.618 |
16,820 |
|
1.618 |
16,701 |
|
1.000 |
16,627 |
|
0.618 |
16,582 |
|
HIGH |
16,508 |
|
0.618 |
16,463 |
|
0.500 |
16,449 |
|
0.382 |
16,435 |
|
LOW |
16,389 |
|
0.618 |
16,316 |
|
1.000 |
16,270 |
|
1.618 |
16,197 |
|
2.618 |
16,078 |
|
4.250 |
15,883 |
|
|
| Fisher Pivots for day following 07-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,449 |
16,438 |
| PP |
16,448 |
16,429 |
| S1 |
16,448 |
16,419 |
|