| Trading Metrics calculated at close of trading on 20-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
16,264 |
16,136 |
-128 |
-0.8% |
16,355 |
| High |
16,294 |
16,280 |
-14 |
-0.1% |
16,387 |
| Low |
16,049 |
16,077 |
28 |
0.2% |
15,977 |
| Close |
16,139 |
16,265 |
126 |
0.8% |
15,992 |
| Range |
245 |
203 |
-42 |
-17.1% |
410 |
| ATR |
173 |
175 |
2 |
1.2% |
0 |
| Volume |
193,215 |
168,700 |
-24,515 |
-12.7% |
243,839 |
|
| Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,816 |
16,744 |
16,377 |
|
| R3 |
16,613 |
16,541 |
16,321 |
|
| R2 |
16,410 |
16,410 |
16,302 |
|
| R1 |
16,338 |
16,338 |
16,284 |
16,374 |
| PP |
16,207 |
16,207 |
16,207 |
16,226 |
| S1 |
16,135 |
16,135 |
16,247 |
16,171 |
| S2 |
16,004 |
16,004 |
16,228 |
|
| S3 |
15,801 |
15,932 |
16,209 |
|
| S4 |
15,598 |
15,729 |
16,153 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,349 |
17,080 |
16,218 |
|
| R3 |
16,939 |
16,670 |
16,105 |
|
| R2 |
16,529 |
16,529 |
16,067 |
|
| R1 |
16,260 |
16,260 |
16,030 |
16,190 |
| PP |
16,119 |
16,119 |
16,119 |
16,083 |
| S1 |
15,850 |
15,850 |
15,955 |
15,780 |
| S2 |
15,709 |
15,709 |
15,917 |
|
| S3 |
15,299 |
15,440 |
15,879 |
|
| S4 |
14,889 |
15,030 |
15,767 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,303 |
15,911 |
392 |
2.4% |
208 |
1.3% |
90% |
False |
False |
175,717 |
| 10 |
16,435 |
15,911 |
524 |
3.2% |
186 |
1.1% |
68% |
False |
False |
95,539 |
| 20 |
16,435 |
15,911 |
524 |
3.2% |
164 |
1.0% |
68% |
False |
False |
48,178 |
| 40 |
16,435 |
15,216 |
1,219 |
7.5% |
170 |
1.0% |
86% |
False |
False |
24,113 |
| 60 |
16,439 |
15,216 |
1,223 |
7.5% |
143 |
0.9% |
86% |
False |
False |
16,083 |
| 80 |
16,439 |
15,216 |
1,223 |
7.5% |
119 |
0.7% |
86% |
False |
False |
12,065 |
| 100 |
16,439 |
15,216 |
1,223 |
7.5% |
98 |
0.6% |
86% |
False |
False |
9,652 |
| 120 |
16,439 |
14,579 |
1,860 |
11.4% |
87 |
0.5% |
91% |
False |
False |
8,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,143 |
|
2.618 |
16,812 |
|
1.618 |
16,609 |
|
1.000 |
16,483 |
|
0.618 |
16,406 |
|
HIGH |
16,280 |
|
0.618 |
16,203 |
|
0.500 |
16,179 |
|
0.382 |
16,155 |
|
LOW |
16,077 |
|
0.618 |
15,952 |
|
1.000 |
15,874 |
|
1.618 |
15,749 |
|
2.618 |
15,546 |
|
4.250 |
15,214 |
|
|
| Fisher Pivots for day following 20-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,236 |
16,235 |
| PP |
16,207 |
16,206 |
| S1 |
16,179 |
16,176 |
|