| Trading Metrics calculated at close of trading on 14-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
14,880 |
14,470 |
-410 |
-2.8% |
15,250 |
| High |
14,925 |
14,495 |
-430 |
-2.9% |
15,320 |
| Low |
14,345 |
14,110 |
-235 |
-1.6% |
14,110 |
| Close |
14,420 |
14,215 |
-205 |
-1.4% |
14,215 |
| Range |
580 |
385 |
-195 |
-33.6% |
1,210 |
| ATR |
322 |
327 |
4 |
1.4% |
0 |
| Volume |
28,218 |
25,221 |
-2,997 |
-10.6% |
131,324 |
|
| Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,428 |
15,207 |
14,427 |
|
| R3 |
15,043 |
14,822 |
14,321 |
|
| R2 |
14,658 |
14,658 |
14,286 |
|
| R1 |
14,437 |
14,437 |
14,250 |
14,355 |
| PP |
14,273 |
14,273 |
14,273 |
14,233 |
| S1 |
14,052 |
14,052 |
14,180 |
13,970 |
| S2 |
13,888 |
13,888 |
14,145 |
|
| S3 |
13,503 |
13,667 |
14,109 |
|
| S4 |
13,118 |
13,282 |
14,003 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,178 |
17,407 |
14,881 |
|
| R3 |
16,968 |
16,197 |
14,548 |
|
| R2 |
15,758 |
15,758 |
14,437 |
|
| R1 |
14,987 |
14,987 |
14,326 |
14,768 |
| PP |
14,548 |
14,548 |
14,548 |
14,439 |
| S1 |
13,777 |
13,777 |
14,104 |
13,558 |
| S2 |
13,338 |
13,338 |
13,993 |
|
| S3 |
12,128 |
12,567 |
13,882 |
|
| S4 |
10,918 |
11,357 |
13,550 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,320 |
14,110 |
1,210 |
8.5% |
370 |
2.6% |
9% |
False |
True |
26,264 |
| 10 |
15,440 |
14,110 |
1,330 |
9.4% |
348 |
2.4% |
8% |
False |
True |
14,227 |
| 20 |
15,440 |
14,110 |
1,330 |
9.4% |
304 |
2.1% |
8% |
False |
True |
7,203 |
| 40 |
15,980 |
13,970 |
2,010 |
14.1% |
272 |
1.9% |
12% |
False |
False |
3,617 |
| 60 |
16,450 |
13,970 |
2,480 |
17.4% |
197 |
1.4% |
10% |
False |
False |
2,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,131 |
|
2.618 |
15,503 |
|
1.618 |
15,118 |
|
1.000 |
14,880 |
|
0.618 |
14,733 |
|
HIGH |
14,495 |
|
0.618 |
14,348 |
|
0.500 |
14,303 |
|
0.382 |
14,257 |
|
LOW |
14,110 |
|
0.618 |
13,872 |
|
1.000 |
13,725 |
|
1.618 |
13,487 |
|
2.618 |
13,102 |
|
4.250 |
12,474 |
|
|
| Fisher Pivots for day following 14-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
14,303 |
14,583 |
| PP |
14,273 |
14,460 |
| S1 |
14,244 |
14,338 |
|