| Trading Metrics calculated at close of trading on 26-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2014 |
26-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
16,209 |
16,295 |
86 |
0.5% |
15,991 |
| High |
16,331 |
16,392 |
61 |
0.4% |
16,378 |
| Low |
16,192 |
16,170 |
-22 |
-0.1% |
15,911 |
| Close |
16,298 |
16,179 |
-119 |
-0.7% |
16,221 |
| Range |
139 |
222 |
83 |
59.7% |
467 |
| ATR |
172 |
175 |
4 |
2.1% |
0 |
| Volume |
180,942 |
193,911 |
12,969 |
7.2% |
895,245 |
|
| Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,913 |
16,768 |
16,301 |
|
| R3 |
16,691 |
16,546 |
16,240 |
|
| R2 |
16,469 |
16,469 |
16,220 |
|
| R1 |
16,324 |
16,324 |
16,199 |
16,286 |
| PP |
16,247 |
16,247 |
16,247 |
16,228 |
| S1 |
16,102 |
16,102 |
16,159 |
16,064 |
| S2 |
16,025 |
16,025 |
16,138 |
|
| S3 |
15,803 |
15,880 |
16,118 |
|
| S4 |
15,581 |
15,658 |
16,057 |
|
|
| 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 |
16,392 |
16,077 |
315 |
1.9% |
181 |
1.1% |
32% |
True |
False |
182,380 |
| 10 |
16,392 |
15,911 |
481 |
3.0% |
207 |
1.3% |
56% |
True |
False |
167,072 |
| 20 |
16,435 |
15,911 |
524 |
3.2% |
175 |
1.1% |
51% |
False |
False |
85,287 |
| 40 |
16,435 |
15,216 |
1,219 |
7.5% |
171 |
1.1% |
79% |
False |
False |
42,691 |
| 60 |
16,439 |
15,216 |
1,223 |
7.6% |
152 |
0.9% |
79% |
False |
False |
28,468 |
| 80 |
16,439 |
15,216 |
1,223 |
7.6% |
127 |
0.8% |
79% |
False |
False |
21,355 |
| 100 |
16,439 |
15,216 |
1,223 |
7.6% |
104 |
0.6% |
79% |
False |
False |
17,084 |
| 120 |
16,439 |
14,579 |
1,860 |
11.5% |
92 |
0.6% |
86% |
False |
False |
14,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,336 |
|
2.618 |
16,973 |
|
1.618 |
16,751 |
|
1.000 |
16,614 |
|
0.618 |
16,529 |
|
HIGH |
16,392 |
|
0.618 |
16,307 |
|
0.500 |
16,281 |
|
0.382 |
16,255 |
|
LOW |
16,170 |
|
0.618 |
16,033 |
|
1.000 |
15,948 |
|
1.618 |
15,811 |
|
2.618 |
15,589 |
|
4.250 |
15,227 |
|
|
| Fisher Pivots for day following 26-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,281 |
16,263 |
| PP |
16,247 |
16,235 |
| S1 |
16,213 |
16,207 |
|