| 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 |
16,333 |
16,266 |
-67 |
-0.4% |
16,185 |
| High |
16,387 |
16,296 |
-91 |
-0.6% |
16,435 |
| Low |
16,248 |
16,186 |
-62 |
-0.4% |
16,000 |
| Close |
16,266 |
16,271 |
5 |
0.0% |
16,377 |
| Range |
139 |
110 |
-29 |
-20.9% |
435 |
| ATR |
150 |
147 |
-3 |
-1.9% |
0 |
| Volume |
7,147 |
16,715 |
9,568 |
133.9% |
7,976 |
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,581 |
16,536 |
16,332 |
|
| R3 |
16,471 |
16,426 |
16,301 |
|
| R2 |
16,361 |
16,361 |
16,291 |
|
| R1 |
16,316 |
16,316 |
16,281 |
16,339 |
| PP |
16,251 |
16,251 |
16,251 |
16,262 |
| S1 |
16,206 |
16,206 |
16,261 |
16,229 |
| S2 |
16,141 |
16,141 |
16,251 |
|
| S3 |
16,031 |
16,096 |
16,241 |
|
| S4 |
15,921 |
15,986 |
16,211 |
|
|
| 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 |
16,186 |
249 |
1.5% |
116 |
0.7% |
34% |
False |
True |
6,098 |
| 10 |
16,435 |
16,000 |
435 |
2.7% |
143 |
0.9% |
62% |
False |
False |
3,501 |
| 20 |
16,435 |
15,755 |
680 |
4.2% |
141 |
0.9% |
76% |
False |
False |
1,821 |
| 40 |
16,435 |
15,216 |
1,219 |
7.5% |
155 |
1.0% |
87% |
False |
False |
931 |
| 60 |
16,439 |
15,216 |
1,223 |
7.5% |
129 |
0.8% |
86% |
False |
False |
627 |
| 80 |
16,439 |
15,216 |
1,223 |
7.5% |
102 |
0.6% |
86% |
False |
False |
471 |
| 100 |
16,439 |
15,148 |
1,291 |
7.9% |
84 |
0.5% |
87% |
False |
False |
377 |
| 120 |
16,439 |
14,579 |
1,860 |
11.4% |
76 |
0.5% |
91% |
False |
False |
315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,764 |
|
2.618 |
16,584 |
|
1.618 |
16,474 |
|
1.000 |
16,406 |
|
0.618 |
16,364 |
|
HIGH |
16,296 |
|
0.618 |
16,254 |
|
0.500 |
16,241 |
|
0.382 |
16,228 |
|
LOW |
16,186 |
|
0.618 |
16,118 |
|
1.000 |
16,076 |
|
1.618 |
16,008 |
|
2.618 |
15,898 |
|
4.250 |
15,719 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,261 |
16,287 |
| PP |
16,251 |
16,281 |
| S1 |
16,241 |
16,276 |
|