| Trading Metrics calculated at close of trading on 11-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
15,280 |
15,225 |
-55 |
-0.4% |
14,805 |
| High |
15,320 |
15,280 |
-40 |
-0.3% |
15,435 |
| Low |
15,085 |
14,995 |
-90 |
-0.6% |
14,440 |
| Close |
15,230 |
15,030 |
-200 |
-1.3% |
15,320 |
| Range |
235 |
285 |
50 |
21.3% |
995 |
| ATR |
345 |
340 |
-4 |
-1.2% |
0 |
| Volume |
34,908 |
47,550 |
12,642 |
36.2% |
106,336 |
|
| Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,957 |
15,778 |
15,187 |
|
| R3 |
15,672 |
15,493 |
15,109 |
|
| R2 |
15,387 |
15,387 |
15,082 |
|
| R1 |
15,208 |
15,208 |
15,056 |
15,155 |
| PP |
15,102 |
15,102 |
15,102 |
15,075 |
| S1 |
14,923 |
14,923 |
15,004 |
14,870 |
| S2 |
14,817 |
14,817 |
14,978 |
|
| S3 |
14,532 |
14,638 |
14,952 |
|
| S4 |
14,247 |
14,353 |
14,873 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,050 |
17,680 |
15,867 |
|
| R3 |
17,055 |
16,685 |
15,594 |
|
| R2 |
16,060 |
16,060 |
15,503 |
|
| R1 |
15,690 |
15,690 |
15,411 |
15,875 |
| PP |
15,065 |
15,065 |
15,065 |
15,158 |
| S1 |
14,695 |
14,695 |
15,229 |
14,880 |
| S2 |
14,070 |
14,070 |
15,138 |
|
| S3 |
13,075 |
13,700 |
15,047 |
|
| S4 |
12,080 |
12,705 |
14,773 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,435 |
14,870 |
565 |
3.8% |
276 |
1.8% |
28% |
False |
False |
29,526 |
| 10 |
15,435 |
14,440 |
995 |
6.6% |
302 |
2.0% |
59% |
False |
False |
23,884 |
| 20 |
15,435 |
14,210 |
1,225 |
8.2% |
339 |
2.3% |
67% |
False |
False |
20,629 |
| 40 |
15,995 |
13,945 |
2,050 |
13.6% |
369 |
2.5% |
53% |
False |
False |
21,333 |
| 60 |
16,450 |
13,945 |
2,505 |
16.7% |
336 |
2.2% |
43% |
False |
False |
17,606 |
| 80 |
16,450 |
13,945 |
2,505 |
16.7% |
315 |
2.1% |
43% |
False |
False |
14,387 |
| 100 |
16,450 |
13,945 |
2,505 |
16.7% |
269 |
1.8% |
43% |
False |
False |
11,511 |
| 120 |
16,450 |
13,905 |
2,545 |
16.9% |
240 |
1.6% |
44% |
False |
False |
9,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,491 |
|
2.618 |
16,026 |
|
1.618 |
15,741 |
|
1.000 |
15,565 |
|
0.618 |
15,456 |
|
HIGH |
15,280 |
|
0.618 |
15,171 |
|
0.500 |
15,138 |
|
0.382 |
15,104 |
|
LOW |
14,995 |
|
0.618 |
14,819 |
|
1.000 |
14,710 |
|
1.618 |
14,534 |
|
2.618 |
14,249 |
|
4.250 |
13,784 |
|
|
| Fisher Pivots for day following 11-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
15,138 |
15,215 |
| PP |
15,102 |
15,153 |
| S1 |
15,066 |
15,092 |
|