| Trading Metrics calculated at close of trading on 12-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
16,408 |
16,336 |
-72 |
-0.4% |
16,225 |
| High |
16,458 |
16,366 |
-92 |
-0.6% |
16,508 |
| Low |
16,320 |
16,256 |
-64 |
-0.4% |
16,058 |
| Close |
16,336 |
16,339 |
3 |
0.0% |
16,448 |
| Range |
138 |
110 |
-28 |
-20.3% |
450 |
| ATR |
164 |
160 |
-4 |
-2.3% |
0 |
| Volume |
149,372 |
173,315 |
23,943 |
16.0% |
862,236 |
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,650 |
16,605 |
16,400 |
|
| R3 |
16,540 |
16,495 |
16,369 |
|
| R2 |
16,430 |
16,430 |
16,359 |
|
| R1 |
16,385 |
16,385 |
16,349 |
16,408 |
| PP |
16,320 |
16,320 |
16,320 |
16,332 |
| S1 |
16,275 |
16,275 |
16,329 |
16,298 |
| S2 |
16,210 |
16,210 |
16,319 |
|
| S3 |
16,100 |
16,165 |
16,309 |
|
| S4 |
15,990 |
16,055 |
16,279 |
|
|
| 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 |
16,256 |
252 |
1.5% |
119 |
0.7% |
33% |
False |
True |
148,420 |
| 10 |
16,508 |
16,058 |
450 |
2.8% |
146 |
0.9% |
62% |
False |
False |
166,480 |
| 20 |
16,508 |
15,822 |
686 |
4.2% |
153 |
0.9% |
75% |
False |
False |
154,952 |
| 40 |
16,508 |
15,276 |
1,232 |
7.5% |
179 |
1.1% |
86% |
False |
False |
166,345 |
| 60 |
16,540 |
15,276 |
1,264 |
7.7% |
164 |
1.0% |
84% |
False |
False |
143,391 |
| 80 |
16,540 |
15,276 |
1,264 |
7.7% |
152 |
0.9% |
84% |
False |
False |
108,335 |
| 100 |
16,540 |
15,100 |
1,440 |
8.8% |
141 |
0.9% |
86% |
False |
False |
86,674 |
| 120 |
16,540 |
14,588 |
1,952 |
11.9% |
131 |
0.8% |
90% |
False |
False |
72,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,834 |
|
2.618 |
16,654 |
|
1.618 |
16,544 |
|
1.000 |
16,476 |
|
0.618 |
16,434 |
|
HIGH |
16,366 |
|
0.618 |
16,324 |
|
0.500 |
16,311 |
|
0.382 |
16,298 |
|
LOW |
16,256 |
|
0.618 |
16,188 |
|
1.000 |
16,146 |
|
1.618 |
16,078 |
|
2.618 |
15,968 |
|
4.250 |
15,789 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,330 |
16,358 |
| PP |
16,320 |
16,351 |
| S1 |
16,311 |
16,345 |
|