| Trading Metrics calculated at close of trading on 25-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2014 |
25-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
16,214 |
16,209 |
-5 |
0.0% |
15,991 |
| High |
16,303 |
16,331 |
28 |
0.2% |
16,378 |
| Low |
16,134 |
16,192 |
58 |
0.4% |
15,911 |
| Close |
16,202 |
16,298 |
96 |
0.6% |
16,221 |
| Range |
169 |
139 |
-30 |
-17.8% |
467 |
| ATR |
174 |
172 |
-3 |
-1.4% |
0 |
| Volume |
183,020 |
180,942 |
-2,078 |
-1.1% |
895,245 |
|
| Daily Pivots for day following 25-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,691 |
16,633 |
16,375 |
|
| R3 |
16,552 |
16,494 |
16,336 |
|
| R2 |
16,413 |
16,413 |
16,324 |
|
| R1 |
16,355 |
16,355 |
16,311 |
16,384 |
| PP |
16,274 |
16,274 |
16,274 |
16,288 |
| S1 |
16,216 |
16,216 |
16,285 |
16,245 |
| S2 |
16,135 |
16,135 |
16,273 |
|
| S3 |
15,996 |
16,077 |
16,260 |
|
| S4 |
15,857 |
15,938 |
16,222 |
|
|
| 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 |
16,049 |
329 |
2.0% |
185 |
1.1% |
76% |
False |
False |
182,240 |
| 10 |
16,378 |
15,911 |
467 |
2.9% |
195 |
1.2% |
83% |
False |
False |
149,353 |
| 20 |
16,435 |
15,911 |
524 |
3.2% |
169 |
1.0% |
74% |
False |
False |
75,607 |
| 40 |
16,435 |
15,216 |
1,219 |
7.5% |
167 |
1.0% |
89% |
False |
False |
37,844 |
| 60 |
16,439 |
15,216 |
1,223 |
7.5% |
148 |
0.9% |
88% |
False |
False |
25,236 |
| 80 |
16,439 |
15,216 |
1,223 |
7.5% |
124 |
0.8% |
88% |
False |
False |
18,931 |
| 100 |
16,439 |
15,216 |
1,223 |
7.5% |
102 |
0.6% |
88% |
False |
False |
15,145 |
| 120 |
16,439 |
14,579 |
1,860 |
11.4% |
91 |
0.6% |
92% |
False |
False |
12,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,922 |
|
2.618 |
16,695 |
|
1.618 |
16,556 |
|
1.000 |
16,470 |
|
0.618 |
16,417 |
|
HIGH |
16,331 |
|
0.618 |
16,278 |
|
0.500 |
16,262 |
|
0.382 |
16,245 |
|
LOW |
16,192 |
|
0.618 |
16,106 |
|
1.000 |
16,053 |
|
1.618 |
15,967 |
|
2.618 |
15,828 |
|
4.250 |
15,601 |
|
|
| Fisher Pivots for day following 25-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,286 |
16,284 |
| PP |
16,274 |
16,270 |
| S1 |
16,262 |
16,256 |
|