| Trading Metrics calculated at close of trading on 10-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
16,415 |
16,437 |
22 |
0.1% |
16,225 |
| High |
16,508 |
16,459 |
-49 |
-0.3% |
16,508 |
| Low |
16,389 |
16,326 |
-63 |
-0.4% |
16,058 |
| Close |
16,448 |
16,413 |
-35 |
-0.2% |
16,448 |
| Range |
119 |
133 |
14 |
11.8% |
450 |
| ATR |
168 |
166 |
-3 |
-1.5% |
0 |
| Volume |
175,284 |
123,912 |
-51,372 |
-29.3% |
862,236 |
|
| Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,798 |
16,739 |
16,486 |
|
| R3 |
16,665 |
16,606 |
16,450 |
|
| R2 |
16,532 |
16,532 |
16,438 |
|
| R1 |
16,473 |
16,473 |
16,425 |
16,436 |
| PP |
16,399 |
16,399 |
16,399 |
16,381 |
| S1 |
16,340 |
16,340 |
16,401 |
16,303 |
| S2 |
16,266 |
16,266 |
16,389 |
|
| S3 |
16,133 |
16,207 |
16,377 |
|
| S4 |
16,000 |
16,074 |
16,340 |
|
|
| 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 |
16,152 |
356 |
2.2% |
136 |
0.8% |
73% |
False |
False |
146,905 |
| 10 |
16,508 |
16,058 |
450 |
2.7% |
144 |
0.9% |
79% |
False |
False |
163,432 |
| 20 |
16,508 |
15,675 |
833 |
5.1% |
157 |
1.0% |
89% |
False |
False |
151,530 |
| 40 |
16,508 |
15,276 |
1,232 |
7.5% |
181 |
1.1% |
92% |
False |
False |
165,223 |
| 60 |
16,540 |
15,276 |
1,264 |
7.7% |
166 |
1.0% |
90% |
False |
False |
138,864 |
| 80 |
16,540 |
15,276 |
1,264 |
7.7% |
152 |
0.9% |
90% |
False |
False |
104,302 |
| 100 |
16,540 |
15,029 |
1,511 |
9.2% |
142 |
0.9% |
92% |
False |
False |
83,448 |
| 120 |
16,540 |
14,588 |
1,952 |
11.9% |
130 |
0.8% |
93% |
False |
False |
69,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,024 |
|
2.618 |
16,807 |
|
1.618 |
16,674 |
|
1.000 |
16,592 |
|
0.618 |
16,541 |
|
HIGH |
16,459 |
|
0.618 |
16,408 |
|
0.500 |
16,393 |
|
0.382 |
16,377 |
|
LOW |
16,326 |
|
0.618 |
16,244 |
|
1.000 |
16,193 |
|
1.618 |
16,111 |
|
2.618 |
15,978 |
|
4.250 |
15,761 |
|
|
| Fisher Pivots for day following 10-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,406 |
16,417 |
| PP |
16,399 |
16,416 |
| S1 |
16,393 |
16,414 |
|