| Trading Metrics calculated at close of trading on 31-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
16,197 |
16,276 |
79 |
0.5% |
16,214 |
| High |
16,341 |
16,404 |
63 |
0.4% |
16,392 |
| Low |
16,181 |
16,276 |
95 |
0.6% |
16,112 |
| Close |
16,240 |
16,373 |
133 |
0.8% |
16,240 |
| Range |
160 |
128 |
-32 |
-20.0% |
280 |
| ATR |
170 |
170 |
0 |
-0.3% |
0 |
| Volume |
155,051 |
136,908 |
-18,143 |
-11.7% |
903,432 |
|
| Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,735 |
16,682 |
16,444 |
|
| R3 |
16,607 |
16,554 |
16,408 |
|
| R2 |
16,479 |
16,479 |
16,397 |
|
| R1 |
16,426 |
16,426 |
16,385 |
16,453 |
| PP |
16,351 |
16,351 |
16,351 |
16,364 |
| S1 |
16,298 |
16,298 |
16,361 |
16,325 |
| S2 |
16,223 |
16,223 |
16,350 |
|
| S3 |
16,095 |
16,170 |
16,338 |
|
| S4 |
15,967 |
16,042 |
16,303 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,088 |
16,944 |
16,394 |
|
| R3 |
16,808 |
16,664 |
16,317 |
|
| R2 |
16,528 |
16,528 |
16,291 |
|
| R1 |
16,384 |
16,384 |
16,266 |
16,456 |
| PP |
16,248 |
16,248 |
16,248 |
16,284 |
| S1 |
16,104 |
16,104 |
16,214 |
16,176 |
| S2 |
15,968 |
15,968 |
16,189 |
|
| S3 |
15,688 |
15,824 |
16,163 |
|
| S4 |
15,408 |
15,544 |
16,086 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,404 |
16,112 |
292 |
1.8% |
153 |
0.9% |
89% |
True |
False |
171,464 |
| 10 |
16,404 |
16,049 |
355 |
2.2% |
173 |
1.1% |
91% |
True |
False |
176,810 |
| 20 |
16,435 |
15,911 |
524 |
3.2% |
169 |
1.0% |
88% |
False |
False |
109,326 |
| 40 |
16,435 |
15,216 |
1,219 |
7.4% |
166 |
1.0% |
95% |
False |
False |
54,750 |
| 60 |
16,435 |
15,216 |
1,219 |
7.4% |
155 |
0.9% |
95% |
False |
False |
36,509 |
| 80 |
16,439 |
15,216 |
1,223 |
7.5% |
131 |
0.8% |
95% |
False |
False |
27,385 |
| 100 |
16,439 |
15,216 |
1,223 |
7.5% |
108 |
0.7% |
95% |
False |
False |
21,909 |
| 120 |
16,439 |
14,579 |
1,860 |
11.4% |
94 |
0.6% |
96% |
False |
False |
18,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,948 |
|
2.618 |
16,739 |
|
1.618 |
16,611 |
|
1.000 |
16,532 |
|
0.618 |
16,483 |
|
HIGH |
16,404 |
|
0.618 |
16,355 |
|
0.500 |
16,340 |
|
0.382 |
16,325 |
|
LOW |
16,276 |
|
0.618 |
16,197 |
|
1.000 |
16,148 |
|
1.618 |
16,069 |
|
2.618 |
15,941 |
|
4.250 |
15,732 |
|
|
| Fisher Pivots for day following 31-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,362 |
16,335 |
| PP |
16,351 |
16,296 |
| S1 |
16,340 |
16,258 |
|