| Trading Metrics calculated at close of trading on 01-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2014 |
01-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
16,276 |
16,377 |
101 |
0.6% |
16,214 |
| High |
16,404 |
16,488 |
84 |
0.5% |
16,392 |
| Low |
16,276 |
16,359 |
83 |
0.5% |
16,112 |
| Close |
16,373 |
16,449 |
76 |
0.5% |
16,240 |
| Range |
128 |
129 |
1 |
0.8% |
280 |
| ATR |
170 |
167 |
-3 |
-1.7% |
0 |
| Volume |
136,908 |
108,897 |
-28,011 |
-20.5% |
903,432 |
|
| Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,819 |
16,763 |
16,520 |
|
| R3 |
16,690 |
16,634 |
16,485 |
|
| R2 |
16,561 |
16,561 |
16,473 |
|
| R1 |
16,505 |
16,505 |
16,461 |
16,533 |
| PP |
16,432 |
16,432 |
16,432 |
16,446 |
| S1 |
16,376 |
16,376 |
16,437 |
16,404 |
| S2 |
16,303 |
16,303 |
16,425 |
|
| S3 |
16,174 |
16,247 |
16,414 |
|
| S4 |
16,045 |
16,118 |
16,378 |
|
|
| 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 |
16,488 |
16,112 |
376 |
2.3% |
151 |
0.9% |
90% |
True |
False |
157,055 |
| 10 |
16,488 |
16,049 |
439 |
2.7% |
168 |
1.0% |
91% |
True |
False |
169,647 |
| 20 |
16,488 |
15,911 |
577 |
3.5% |
163 |
1.0% |
93% |
True |
False |
114,670 |
| 40 |
16,488 |
15,228 |
1,260 |
7.7% |
159 |
1.0% |
97% |
True |
False |
57,471 |
| 60 |
16,488 |
15,216 |
1,272 |
7.7% |
156 |
0.9% |
97% |
True |
False |
38,323 |
| 80 |
16,488 |
15,216 |
1,272 |
7.7% |
133 |
0.8% |
97% |
True |
False |
28,747 |
| 100 |
16,488 |
15,216 |
1,272 |
7.7% |
109 |
0.7% |
97% |
True |
False |
22,998 |
| 120 |
16,488 |
14,580 |
1,908 |
11.6% |
94 |
0.6% |
98% |
True |
False |
19,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,036 |
|
2.618 |
16,826 |
|
1.618 |
16,697 |
|
1.000 |
16,617 |
|
0.618 |
16,568 |
|
HIGH |
16,488 |
|
0.618 |
16,439 |
|
0.500 |
16,424 |
|
0.382 |
16,408 |
|
LOW |
16,359 |
|
0.618 |
16,279 |
|
1.000 |
16,230 |
|
1.618 |
16,150 |
|
2.618 |
16,021 |
|
4.250 |
15,811 |
|
|
| Fisher Pivots for day following 01-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,441 |
16,411 |
| PP |
16,432 |
16,373 |
| S1 |
16,424 |
16,335 |
|