| Trading Metrics calculated at close of trading on 27-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
16,295 |
16,203 |
-92 |
-0.6% |
15,991 |
| High |
16,392 |
16,229 |
-163 |
-1.0% |
16,378 |
| Low |
16,170 |
16,112 |
-58 |
-0.4% |
15,911 |
| Close |
16,179 |
16,182 |
3 |
0.0% |
16,221 |
| Range |
222 |
117 |
-105 |
-47.3% |
467 |
| ATR |
175 |
171 |
-4 |
-2.4% |
0 |
| Volume |
193,911 |
190,508 |
-3,403 |
-1.8% |
895,245 |
|
| Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,525 |
16,471 |
16,246 |
|
| R3 |
16,408 |
16,354 |
16,214 |
|
| R2 |
16,291 |
16,291 |
16,204 |
|
| R1 |
16,237 |
16,237 |
16,193 |
16,206 |
| PP |
16,174 |
16,174 |
16,174 |
16,159 |
| S1 |
16,120 |
16,120 |
16,171 |
16,089 |
| S2 |
16,057 |
16,057 |
16,161 |
|
| S3 |
15,940 |
16,003 |
16,150 |
|
| S4 |
15,823 |
15,886 |
16,118 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,571 |
17,363 |
16,478 |
|
| R3 |
17,104 |
16,896 |
16,350 |
|
| R2 |
16,637 |
16,637 |
16,307 |
|
| R1 |
16,429 |
16,429 |
16,264 |
16,533 |
| PP |
16,170 |
16,170 |
16,170 |
16,222 |
| S1 |
15,962 |
15,962 |
16,178 |
16,066 |
| S2 |
15,703 |
15,703 |
16,136 |
|
| S3 |
15,236 |
15,495 |
16,093 |
|
| S4 |
14,769 |
15,028 |
15,964 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,392 |
16,112 |
280 |
1.7% |
164 |
1.0% |
25% |
False |
True |
186,741 |
| 10 |
16,392 |
15,911 |
481 |
3.0% |
186 |
1.1% |
56% |
False |
False |
181,229 |
| 20 |
16,435 |
15,911 |
524 |
3.2% |
172 |
1.1% |
52% |
False |
False |
94,789 |
| 40 |
16,435 |
15,216 |
1,219 |
7.5% |
166 |
1.0% |
79% |
False |
False |
47,453 |
| 60 |
16,439 |
15,216 |
1,223 |
7.6% |
153 |
0.9% |
79% |
False |
False |
31,643 |
| 80 |
16,439 |
15,216 |
1,223 |
7.6% |
128 |
0.8% |
79% |
False |
False |
23,736 |
| 100 |
16,439 |
15,216 |
1,223 |
7.6% |
105 |
0.6% |
79% |
False |
False |
18,989 |
| 120 |
16,439 |
14,579 |
1,860 |
11.5% |
92 |
0.6% |
86% |
False |
False |
15,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,726 |
|
2.618 |
16,535 |
|
1.618 |
16,418 |
|
1.000 |
16,346 |
|
0.618 |
16,301 |
|
HIGH |
16,229 |
|
0.618 |
16,184 |
|
0.500 |
16,171 |
|
0.382 |
16,157 |
|
LOW |
16,112 |
|
0.618 |
16,040 |
|
1.000 |
15,995 |
|
1.618 |
15,923 |
|
2.618 |
15,806 |
|
4.250 |
15,615 |
|
|
| Fisher Pivots for day following 27-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,178 |
16,252 |
| PP |
16,174 |
16,229 |
| S1 |
16,171 |
16,205 |
|