| Trading Metrics calculated at close of trading on 07-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
16,279 |
16,349 |
70 |
0.4% |
16,185 |
| High |
16,366 |
16,435 |
69 |
0.4% |
16,435 |
| Low |
16,279 |
16,320 |
41 |
0.3% |
16,000 |
| Close |
16,343 |
16,377 |
34 |
0.2% |
16,377 |
| Range |
87 |
115 |
28 |
32.2% |
435 |
| ATR |
155 |
152 |
-3 |
-1.8% |
0 |
| Volume |
2,626 |
1,635 |
-991 |
-37.7% |
7,976 |
|
| Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,722 |
16,665 |
16,440 |
|
| R3 |
16,607 |
16,550 |
16,409 |
|
| R2 |
16,492 |
16,492 |
16,398 |
|
| R1 |
16,435 |
16,435 |
16,388 |
16,464 |
| PP |
16,377 |
16,377 |
16,377 |
16,392 |
| S1 |
16,320 |
16,320 |
16,367 |
16,349 |
| S2 |
16,262 |
16,262 |
16,356 |
|
| S3 |
16,147 |
16,205 |
16,346 |
|
| S4 |
16,032 |
16,090 |
16,314 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,576 |
17,411 |
16,616 |
|
| R3 |
17,141 |
16,976 |
16,497 |
|
| R2 |
16,706 |
16,706 |
16,457 |
|
| R1 |
16,541 |
16,541 |
16,417 |
16,624 |
| PP |
16,271 |
16,271 |
16,271 |
16,312 |
| S1 |
16,106 |
16,106 |
16,337 |
16,189 |
| S2 |
15,836 |
15,836 |
16,297 |
|
| S3 |
15,401 |
15,671 |
16,258 |
|
| S4 |
14,966 |
15,236 |
16,138 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,435 |
16,000 |
435 |
2.7% |
143 |
0.9% |
87% |
True |
False |
1,595 |
| 10 |
16,435 |
15,995 |
440 |
2.7% |
145 |
0.9% |
87% |
True |
False |
971 |
| 20 |
16,435 |
15,430 |
1,005 |
6.1% |
148 |
0.9% |
94% |
True |
False |
518 |
| 40 |
16,435 |
15,216 |
1,219 |
7.4% |
155 |
0.9% |
95% |
True |
False |
276 |
| 60 |
16,439 |
15,216 |
1,223 |
7.5% |
126 |
0.8% |
95% |
False |
False |
190 |
| 80 |
16,439 |
15,216 |
1,223 |
7.5% |
97 |
0.6% |
95% |
False |
False |
143 |
| 100 |
16,439 |
14,951 |
1,488 |
9.1% |
83 |
0.5% |
96% |
False |
False |
115 |
| 120 |
16,439 |
14,579 |
1,860 |
11.4% |
73 |
0.4% |
97% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,924 |
|
2.618 |
16,736 |
|
1.618 |
16,621 |
|
1.000 |
16,550 |
|
0.618 |
16,506 |
|
HIGH |
16,435 |
|
0.618 |
16,391 |
|
0.500 |
16,378 |
|
0.382 |
16,364 |
|
LOW |
16,320 |
|
0.618 |
16,249 |
|
1.000 |
16,205 |
|
1.618 |
16,134 |
|
2.618 |
16,019 |
|
4.250 |
15,831 |
|
|
| Fisher Pivots for day following 07-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,378 |
16,368 |
| PP |
16,377 |
16,358 |
| S1 |
16,377 |
16,349 |
|