| Trading Metrics calculated at close of trading on 21-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
16,214 |
16,325 |
111 |
0.7% |
16,056 |
| High |
16,352 |
16,499 |
147 |
0.9% |
16,499 |
| Low |
16,153 |
16,317 |
164 |
1.0% |
15,979 |
| Close |
16,339 |
16,499 |
160 |
1.0% |
16,499 |
| Range |
199 |
182 |
-17 |
-8.5% |
520 |
| ATR |
183 |
183 |
0 |
0.0% |
0 |
| Volume |
22,829 |
3,160 |
-19,669 |
-86.2% |
136,042 |
|
| Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,984 |
16,924 |
16,599 |
|
| R3 |
16,802 |
16,742 |
16,549 |
|
| R2 |
16,620 |
16,620 |
16,532 |
|
| R1 |
16,560 |
16,560 |
16,516 |
16,590 |
| PP |
16,438 |
16,438 |
16,438 |
16,454 |
| S1 |
16,378 |
16,378 |
16,482 |
16,408 |
| S2 |
16,256 |
16,256 |
16,466 |
|
| S3 |
16,074 |
16,196 |
16,449 |
|
| S4 |
15,892 |
16,014 |
16,399 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,886 |
17,712 |
16,785 |
|
| R3 |
17,366 |
17,192 |
16,642 |
|
| R2 |
16,846 |
16,846 |
16,594 |
|
| R1 |
16,672 |
16,672 |
16,547 |
16,759 |
| PP |
16,326 |
16,326 |
16,326 |
16,369 |
| S1 |
16,152 |
16,152 |
16,451 |
16,239 |
| S2 |
15,806 |
15,806 |
16,404 |
|
| S3 |
15,286 |
15,632 |
16,356 |
|
| S4 |
14,766 |
15,112 |
16,213 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,499 |
15,979 |
520 |
3.2% |
219 |
1.3% |
100% |
True |
False |
27,208 |
| 10 |
16,499 |
15,979 |
520 |
3.2% |
193 |
1.2% |
100% |
True |
False |
91,515 |
| 20 |
16,508 |
15,979 |
529 |
3.2% |
174 |
1.1% |
98% |
False |
False |
127,971 |
| 40 |
16,508 |
15,276 |
1,232 |
7.5% |
189 |
1.1% |
99% |
False |
False |
155,536 |
| 60 |
16,540 |
15,276 |
1,264 |
7.7% |
172 |
1.0% |
97% |
False |
False |
137,655 |
| 80 |
16,540 |
15,276 |
1,264 |
7.7% |
161 |
1.0% |
97% |
False |
False |
114,187 |
| 100 |
16,540 |
15,276 |
1,264 |
7.7% |
151 |
0.9% |
97% |
False |
False |
91,358 |
| 120 |
16,540 |
14,588 |
1,952 |
11.8% |
142 |
0.9% |
98% |
False |
False |
76,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,273 |
|
2.618 |
16,976 |
|
1.618 |
16,794 |
|
1.000 |
16,681 |
|
0.618 |
16,612 |
|
HIGH |
16,499 |
|
0.618 |
16,430 |
|
0.500 |
16,408 |
|
0.382 |
16,387 |
|
LOW |
16,317 |
|
0.618 |
16,205 |
|
1.000 |
16,135 |
|
1.618 |
16,023 |
|
2.618 |
15,841 |
|
4.250 |
15,544 |
|
|
| Fisher Pivots for day following 21-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,469 |
16,436 |
| PP |
16,438 |
16,373 |
| S1 |
16,408 |
16,310 |
|