| Trading Metrics calculated at close of trading on 24-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
16,258 |
16,214 |
-44 |
-0.3% |
15,991 |
| High |
16,378 |
16,303 |
-75 |
-0.5% |
16,378 |
| Low |
16,208 |
16,134 |
-74 |
-0.5% |
15,911 |
| Close |
16,221 |
16,202 |
-19 |
-0.1% |
16,221 |
| Range |
170 |
169 |
-1 |
-0.6% |
467 |
| ATR |
175 |
174 |
0 |
-0.2% |
0 |
| Volume |
185,327 |
183,020 |
-2,307 |
-1.2% |
895,245 |
|
| Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,720 |
16,630 |
16,295 |
|
| R3 |
16,551 |
16,461 |
16,249 |
|
| R2 |
16,382 |
16,382 |
16,233 |
|
| R1 |
16,292 |
16,292 |
16,218 |
16,253 |
| PP |
16,213 |
16,213 |
16,213 |
16,193 |
| S1 |
16,123 |
16,123 |
16,187 |
16,084 |
| S2 |
16,044 |
16,044 |
16,171 |
|
| S3 |
15,875 |
15,954 |
16,156 |
|
| S4 |
15,706 |
15,785 |
16,109 |
|
|
| 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 |
16,378 |
16,049 |
329 |
2.0% |
192 |
1.2% |
47% |
False |
False |
182,157 |
| 10 |
16,387 |
15,911 |
476 |
2.9% |
195 |
1.2% |
61% |
False |
False |
131,973 |
| 20 |
16,435 |
15,911 |
524 |
3.2% |
166 |
1.0% |
56% |
False |
False |
66,578 |
| 40 |
16,435 |
15,216 |
1,219 |
7.5% |
167 |
1.0% |
81% |
False |
False |
33,322 |
| 60 |
16,439 |
15,216 |
1,223 |
7.5% |
147 |
0.9% |
81% |
False |
False |
22,221 |
| 80 |
16,439 |
15,216 |
1,223 |
7.5% |
123 |
0.8% |
81% |
False |
False |
16,669 |
| 100 |
16,439 |
15,216 |
1,223 |
7.5% |
101 |
0.6% |
81% |
False |
False |
13,336 |
| 120 |
16,439 |
14,579 |
1,860 |
11.5% |
89 |
0.6% |
87% |
False |
False |
11,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,021 |
|
2.618 |
16,746 |
|
1.618 |
16,577 |
|
1.000 |
16,472 |
|
0.618 |
16,408 |
|
HIGH |
16,303 |
|
0.618 |
16,239 |
|
0.500 |
16,219 |
|
0.382 |
16,199 |
|
LOW |
16,134 |
|
0.618 |
16,030 |
|
1.000 |
15,965 |
|
1.618 |
15,861 |
|
2.618 |
15,692 |
|
4.250 |
15,416 |
|
|
| Fisher Pivots for day following 24-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,219 |
16,228 |
| PP |
16,213 |
16,219 |
| S1 |
16,208 |
16,211 |
|