| Trading Metrics calculated at close of trading on 11-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
16,437 |
16,408 |
-29 |
-0.2% |
16,225 |
| High |
16,459 |
16,458 |
-1 |
0.0% |
16,508 |
| Low |
16,326 |
16,320 |
-6 |
0.0% |
16,058 |
| Close |
16,413 |
16,336 |
-77 |
-0.5% |
16,448 |
| Range |
133 |
138 |
5 |
3.8% |
450 |
| ATR |
166 |
164 |
-2 |
-1.2% |
0 |
| Volume |
123,912 |
149,372 |
25,460 |
20.5% |
862,236 |
|
| Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,785 |
16,699 |
16,412 |
|
| R3 |
16,647 |
16,561 |
16,374 |
|
| R2 |
16,509 |
16,509 |
16,361 |
|
| R1 |
16,423 |
16,423 |
16,349 |
16,397 |
| PP |
16,371 |
16,371 |
16,371 |
16,359 |
| S1 |
16,285 |
16,285 |
16,323 |
16,259 |
| S2 |
16,233 |
16,233 |
16,311 |
|
| S3 |
16,095 |
16,147 |
16,298 |
|
| S4 |
15,957 |
16,009 |
16,260 |
|
|
| 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 |
16,320 |
188 |
1.2% |
112 |
0.7% |
9% |
False |
True |
139,613 |
| 10 |
16,508 |
16,058 |
450 |
2.8% |
146 |
0.9% |
62% |
False |
False |
163,924 |
| 20 |
16,508 |
15,736 |
772 |
4.7% |
159 |
1.0% |
78% |
False |
False |
153,659 |
| 40 |
16,508 |
15,276 |
1,232 |
7.5% |
181 |
1.1% |
86% |
False |
False |
165,500 |
| 60 |
16,540 |
15,276 |
1,264 |
7.7% |
165 |
1.0% |
84% |
False |
False |
141,084 |
| 80 |
16,540 |
15,276 |
1,264 |
7.7% |
153 |
0.9% |
84% |
False |
False |
106,169 |
| 100 |
16,540 |
15,072 |
1,468 |
9.0% |
142 |
0.9% |
86% |
False |
False |
84,941 |
| 120 |
16,540 |
14,588 |
1,952 |
11.9% |
130 |
0.8% |
90% |
False |
False |
70,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,045 |
|
2.618 |
16,819 |
|
1.618 |
16,681 |
|
1.000 |
16,596 |
|
0.618 |
16,543 |
|
HIGH |
16,458 |
|
0.618 |
16,405 |
|
0.500 |
16,389 |
|
0.382 |
16,373 |
|
LOW |
16,320 |
|
0.618 |
16,235 |
|
1.000 |
16,182 |
|
1.618 |
16,097 |
|
2.618 |
15,959 |
|
4.250 |
15,734 |
|
|
| Fisher Pivots for day following 11-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,389 |
16,414 |
| PP |
16,371 |
16,388 |
| S1 |
16,354 |
16,362 |
|