| Trading Metrics calculated at close of trading on 10-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
16,424.53 |
16,453.10 |
28.57 |
0.2% |
16,321.71 |
| High |
16,505.70 |
16,453.10 |
-52.60 |
-0.3% |
16,505.70 |
| Low |
16,398.86 |
16,334.20 |
-64.66 |
-0.4% |
16,071.25 |
| Close |
16,452.72 |
16,418.68 |
-34.04 |
-0.2% |
16,452.72 |
| Range |
106.84 |
118.90 |
12.06 |
11.3% |
434.45 |
| ATR |
148.51 |
146.40 |
-2.12 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,758.69 |
16,707.59 |
16,484.08 |
|
| R3 |
16,639.79 |
16,588.69 |
16,451.38 |
|
| R2 |
16,520.89 |
16,520.89 |
16,440.48 |
|
| R1 |
16,469.79 |
16,469.79 |
16,429.58 |
16,435.89 |
| PP |
16,401.99 |
16,401.99 |
16,401.99 |
16,385.05 |
| S1 |
16,350.89 |
16,350.89 |
16,407.78 |
16,316.99 |
| S2 |
16,283.09 |
16,283.09 |
16,396.88 |
|
| S3 |
16,164.19 |
16,231.99 |
16,385.98 |
|
| S4 |
16,045.29 |
16,113.09 |
16,353.29 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,646.57 |
17,484.10 |
16,691.67 |
|
| R3 |
17,212.12 |
17,049.65 |
16,572.19 |
|
| R2 |
16,777.67 |
16,777.67 |
16,532.37 |
|
| R1 |
16,615.20 |
16,615.20 |
16,492.54 |
16,696.44 |
| PP |
16,343.22 |
16,343.22 |
16,343.22 |
16,383.84 |
| S1 |
16,180.75 |
16,180.75 |
16,412.90 |
16,261.99 |
| S2 |
15,908.77 |
15,908.77 |
16,373.07 |
|
| S3 |
15,474.32 |
15,746.30 |
16,333.25 |
|
| S4 |
15,039.87 |
15,311.85 |
16,213.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,505.70 |
16,169.32 |
336.38 |
2.0% |
125.62 |
0.8% |
74% |
False |
False |
|
| 10 |
16,505.70 |
16,071.25 |
434.45 |
2.6% |
137.14 |
0.8% |
80% |
False |
False |
|
| 20 |
16,505.70 |
15,733.69 |
772.01 |
4.7% |
142.13 |
0.9% |
89% |
False |
False |
|
| 40 |
16,520.60 |
15,340.69 |
1,179.91 |
7.2% |
159.22 |
1.0% |
91% |
False |
False |
|
| 60 |
16,588.25 |
15,340.69 |
1,247.56 |
7.6% |
145.85 |
0.9% |
86% |
False |
False |
|
| 80 |
16,588.25 |
15,340.69 |
1,247.56 |
7.6% |
134.36 |
0.8% |
86% |
False |
False |
|
| 100 |
16,588.25 |
15,161.33 |
1,426.92 |
8.7% |
130.83 |
0.8% |
88% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
133.01 |
0.8% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,958.43 |
|
2.618 |
16,764.38 |
|
1.618 |
16,645.48 |
|
1.000 |
16,572.00 |
|
0.618 |
16,526.58 |
|
HIGH |
16,453.10 |
|
0.618 |
16,407.68 |
|
0.500 |
16,393.65 |
|
0.382 |
16,379.62 |
|
LOW |
16,334.20 |
|
0.618 |
16,260.72 |
|
1.000 |
16,215.30 |
|
1.618 |
16,141.82 |
|
2.618 |
16,022.92 |
|
4.250 |
15,828.88 |
|
|
| Fisher Pivots for day following 10-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,410.34 |
16,419.95 |
| PP |
16,401.99 |
16,419.53 |
| S1 |
16,393.65 |
16,419.10 |
|