| 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 |
16,355 |
16,333 |
-22 |
-0.1% |
16,185 |
| High |
16,384 |
16,387 |
3 |
0.0% |
16,435 |
| Low |
16,255 |
16,248 |
-7 |
0.0% |
16,000 |
| Close |
16,342 |
16,266 |
-76 |
-0.5% |
16,377 |
| Range |
129 |
139 |
10 |
7.8% |
435 |
| ATR |
151 |
150 |
-1 |
-0.5% |
0 |
| Volume |
2,368 |
7,147 |
4,779 |
201.8% |
7,976 |
|
| Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,717 |
16,631 |
16,343 |
|
| R3 |
16,578 |
16,492 |
16,304 |
|
| R2 |
16,439 |
16,439 |
16,292 |
|
| R1 |
16,353 |
16,353 |
16,279 |
16,327 |
| PP |
16,300 |
16,300 |
16,300 |
16,287 |
| S1 |
16,214 |
16,214 |
16,253 |
16,188 |
| S2 |
16,161 |
16,161 |
16,241 |
|
| S3 |
16,022 |
16,075 |
16,228 |
|
| S4 |
15,883 |
15,936 |
16,190 |
|
|
| 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 |
16,248 |
187 |
1.1% |
111 |
0.7% |
10% |
False |
True |
2,922 |
| 10 |
16,435 |
16,000 |
435 |
2.7% |
142 |
0.9% |
61% |
False |
False |
1,861 |
| 20 |
16,435 |
15,661 |
774 |
4.8% |
147 |
0.9% |
78% |
False |
False |
986 |
| 40 |
16,435 |
15,216 |
1,219 |
7.5% |
156 |
1.0% |
86% |
False |
False |
513 |
| 60 |
16,439 |
15,216 |
1,223 |
7.5% |
129 |
0.8% |
86% |
False |
False |
349 |
| 80 |
16,439 |
15,216 |
1,223 |
7.5% |
100 |
0.6% |
86% |
False |
False |
262 |
| 100 |
16,439 |
14,989 |
1,450 |
8.9% |
84 |
0.5% |
88% |
False |
False |
210 |
| 120 |
16,439 |
14,579 |
1,860 |
11.4% |
75 |
0.5% |
91% |
False |
False |
175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,978 |
|
2.618 |
16,751 |
|
1.618 |
16,612 |
|
1.000 |
16,526 |
|
0.618 |
16,473 |
|
HIGH |
16,387 |
|
0.618 |
16,334 |
|
0.500 |
16,318 |
|
0.382 |
16,301 |
|
LOW |
16,248 |
|
0.618 |
16,162 |
|
1.000 |
16,109 |
|
1.618 |
16,023 |
|
2.618 |
15,884 |
|
4.250 |
15,657 |
|
|
| Fisher Pivots for day following 11-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,318 |
16,342 |
| PP |
16,300 |
16,316 |
| S1 |
16,283 |
16,291 |
|