| 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 |
16,349 |
16,355 |
6 |
0.0% |
16,185 |
| High |
16,435 |
16,384 |
-51 |
-0.3% |
16,435 |
| Low |
16,320 |
16,255 |
-65 |
-0.4% |
16,000 |
| Close |
16,377 |
16,342 |
-35 |
-0.2% |
16,377 |
| Range |
115 |
129 |
14 |
12.2% |
435 |
| ATR |
152 |
151 |
-2 |
-1.1% |
0 |
| Volume |
1,635 |
2,368 |
733 |
44.8% |
7,976 |
|
| Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,714 |
16,657 |
16,413 |
|
| R3 |
16,585 |
16,528 |
16,378 |
|
| R2 |
16,456 |
16,456 |
16,366 |
|
| R1 |
16,399 |
16,399 |
16,354 |
16,363 |
| PP |
16,327 |
16,327 |
16,327 |
16,309 |
| S1 |
16,270 |
16,270 |
16,330 |
16,234 |
| S2 |
16,198 |
16,198 |
16,318 |
|
| S3 |
16,069 |
16,141 |
16,307 |
|
| S4 |
15,940 |
16,012 |
16,271 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,576 |
17,411 |
16,616 |
|
| R3 |
17,141 |
16,976 |
16,497 |
|
| R2 |
16,706 |
16,706 |
16,457 |
|
| R1 |
16,541 |
16,541 |
16,417 |
16,624 |
| PP |
16,271 |
16,271 |
16,271 |
16,312 |
| S1 |
16,106 |
16,106 |
16,337 |
16,189 |
| S2 |
15,836 |
15,836 |
16,297 |
|
| S3 |
15,401 |
15,671 |
16,258 |
|
| S4 |
14,966 |
15,236 |
16,138 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,435 |
16,096 |
339 |
2.1% |
132 |
0.8% |
73% |
False |
False |
1,895 |
| 10 |
16,435 |
16,000 |
435 |
2.7% |
137 |
0.8% |
79% |
False |
False |
1,182 |
| 20 |
16,435 |
15,635 |
800 |
4.9% |
142 |
0.9% |
88% |
False |
False |
634 |
| 40 |
16,435 |
15,216 |
1,219 |
7.5% |
155 |
1.0% |
92% |
False |
False |
335 |
| 60 |
16,439 |
15,216 |
1,223 |
7.5% |
127 |
0.8% |
92% |
False |
False |
230 |
| 80 |
16,439 |
15,216 |
1,223 |
7.5% |
99 |
0.6% |
92% |
False |
False |
173 |
| 100 |
16,439 |
14,951 |
1,488 |
9.1% |
84 |
0.5% |
93% |
False |
False |
138 |
| 120 |
16,439 |
14,579 |
1,860 |
11.4% |
74 |
0.5% |
95% |
False |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,932 |
|
2.618 |
16,722 |
|
1.618 |
16,593 |
|
1.000 |
16,513 |
|
0.618 |
16,464 |
|
HIGH |
16,384 |
|
0.618 |
16,335 |
|
0.500 |
16,320 |
|
0.382 |
16,304 |
|
LOW |
16,255 |
|
0.618 |
16,175 |
|
1.000 |
16,126 |
|
1.618 |
16,046 |
|
2.618 |
15,917 |
|
4.250 |
15,707 |
|
|
| Fisher Pivots for day following 10-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,335 |
16,345 |
| PP |
16,327 |
16,344 |
| S1 |
16,320 |
16,343 |
|