| Trading Metrics calculated at close of trading on 18-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
16,056 |
16,247 |
191 |
1.2% |
16,437 |
| High |
16,275 |
16,373 |
98 |
0.6% |
16,459 |
| Low |
15,979 |
16,200 |
221 |
1.4% |
16,047 |
| Close |
16,235 |
16,331 |
96 |
0.6% |
16,061 |
| Range |
296 |
173 |
-123 |
-41.6% |
412 |
| ATR |
178 |
177 |
0 |
-0.2% |
0 |
| Volume |
36,589 |
42,305 |
5,716 |
15.6% |
779,116 |
|
| Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,820 |
16,749 |
16,426 |
|
| R3 |
16,647 |
16,576 |
16,379 |
|
| R2 |
16,474 |
16,474 |
16,363 |
|
| R1 |
16,403 |
16,403 |
16,347 |
16,439 |
| PP |
16,301 |
16,301 |
16,301 |
16,319 |
| S1 |
16,230 |
16,230 |
16,315 |
16,266 |
| S2 |
16,128 |
16,128 |
16,299 |
|
| S3 |
15,955 |
16,057 |
16,284 |
|
| S4 |
15,782 |
15,884 |
16,236 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,425 |
17,155 |
16,288 |
|
| R3 |
17,013 |
16,743 |
16,174 |
|
| R2 |
16,601 |
16,601 |
16,137 |
|
| R1 |
16,331 |
16,331 |
16,099 |
16,260 |
| PP |
16,189 |
16,189 |
16,189 |
16,154 |
| S1 |
15,919 |
15,919 |
16,023 |
15,848 |
| S2 |
15,777 |
15,777 |
15,986 |
|
| S3 |
15,365 |
15,507 |
15,948 |
|
| S4 |
14,953 |
15,095 |
15,835 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,412 |
15,979 |
433 |
2.7% |
206 |
1.3% |
81% |
False |
False |
116,945 |
| 10 |
16,508 |
15,979 |
529 |
3.2% |
159 |
1.0% |
67% |
False |
False |
128,279 |
| 20 |
16,508 |
15,947 |
561 |
3.4% |
167 |
1.0% |
68% |
False |
False |
149,560 |
| 40 |
16,508 |
15,276 |
1,232 |
7.5% |
189 |
1.2% |
86% |
False |
False |
165,093 |
| 60 |
16,540 |
15,276 |
1,264 |
7.7% |
166 |
1.0% |
83% |
False |
False |
141,130 |
| 80 |
16,540 |
15,276 |
1,264 |
7.7% |
158 |
1.0% |
83% |
False |
False |
113,476 |
| 100 |
16,540 |
15,250 |
1,290 |
7.9% |
147 |
0.9% |
84% |
False |
False |
90,787 |
| 120 |
16,540 |
14,588 |
1,952 |
12.0% |
138 |
0.8% |
89% |
False |
False |
75,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,108 |
|
2.618 |
16,826 |
|
1.618 |
16,653 |
|
1.000 |
16,546 |
|
0.618 |
16,480 |
|
HIGH |
16,373 |
|
0.618 |
16,307 |
|
0.500 |
16,287 |
|
0.382 |
16,266 |
|
LOW |
16,200 |
|
0.618 |
16,093 |
|
1.000 |
16,027 |
|
1.618 |
15,920 |
|
2.618 |
15,747 |
|
4.250 |
15,465 |
|
|
| Fisher Pivots for day following 18-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,316 |
16,279 |
| PP |
16,301 |
16,228 |
| S1 |
16,287 |
16,176 |
|