| Trading Metrics calculated at close of trading on 21-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
16,136 |
16,258 |
122 |
0.8% |
15,991 |
| High |
16,280 |
16,378 |
98 |
0.6% |
16,378 |
| Low |
16,077 |
16,208 |
131 |
0.8% |
15,911 |
| Close |
16,265 |
16,221 |
-44 |
-0.3% |
16,221 |
| Range |
203 |
170 |
-33 |
-16.3% |
467 |
| ATR |
175 |
175 |
0 |
-0.2% |
0 |
| Volume |
168,700 |
185,327 |
16,627 |
9.9% |
895,245 |
|
| Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,779 |
16,670 |
16,315 |
|
| R3 |
16,609 |
16,500 |
16,268 |
|
| R2 |
16,439 |
16,439 |
16,252 |
|
| R1 |
16,330 |
16,330 |
16,237 |
16,300 |
| PP |
16,269 |
16,269 |
16,269 |
16,254 |
| S1 |
16,160 |
16,160 |
16,206 |
16,130 |
| S2 |
16,099 |
16,099 |
16,190 |
|
| S3 |
15,929 |
15,990 |
16,174 |
|
| S4 |
15,759 |
15,820 |
16,128 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,571 |
17,363 |
16,478 |
|
| R3 |
17,104 |
16,896 |
16,350 |
|
| R2 |
16,637 |
16,637 |
16,307 |
|
| R1 |
16,429 |
16,429 |
16,264 |
16,533 |
| PP |
16,170 |
16,170 |
16,170 |
16,222 |
| S1 |
15,962 |
15,962 |
16,178 |
16,066 |
| S2 |
15,703 |
15,703 |
16,136 |
|
| S3 |
15,236 |
15,495 |
16,093 |
|
| S4 |
14,769 |
15,028 |
15,964 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,378 |
15,911 |
467 |
2.9% |
218 |
1.3% |
66% |
True |
False |
179,049 |
| 10 |
16,387 |
15,911 |
476 |
2.9% |
191 |
1.2% |
65% |
False |
False |
113,908 |
| 20 |
16,435 |
15,911 |
524 |
3.2% |
168 |
1.0% |
59% |
False |
False |
57,439 |
| 40 |
16,435 |
15,216 |
1,219 |
7.5% |
169 |
1.0% |
82% |
False |
False |
28,746 |
| 60 |
16,439 |
15,216 |
1,223 |
7.5% |
145 |
0.9% |
82% |
False |
False |
19,171 |
| 80 |
16,439 |
15,216 |
1,223 |
7.5% |
121 |
0.7% |
82% |
False |
False |
14,381 |
| 100 |
16,439 |
15,216 |
1,223 |
7.5% |
99 |
0.6% |
82% |
False |
False |
11,505 |
| 120 |
16,439 |
14,579 |
1,860 |
11.5% |
88 |
0.5% |
88% |
False |
False |
9,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,101 |
|
2.618 |
16,823 |
|
1.618 |
16,653 |
|
1.000 |
16,548 |
|
0.618 |
16,483 |
|
HIGH |
16,378 |
|
0.618 |
16,313 |
|
0.500 |
16,293 |
|
0.382 |
16,273 |
|
LOW |
16,208 |
|
0.618 |
16,103 |
|
1.000 |
16,038 |
|
1.618 |
15,933 |
|
2.618 |
15,763 |
|
4.250 |
15,486 |
|
|
| Fisher Pivots for day following 21-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,293 |
16,219 |
| PP |
16,269 |
16,216 |
| S1 |
16,245 |
16,214 |
|