| Trading Metrics calculated at close of trading on 11-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
16,453.10 |
16,419.39 |
-33.71 |
-0.2% |
16,321.71 |
| High |
16,453.10 |
16,460.33 |
7.23 |
0.0% |
16,505.70 |
| Low |
16,334.20 |
16,325.17 |
-9.03 |
-0.1% |
16,071.25 |
| Close |
16,418.68 |
16,351.25 |
-67.43 |
-0.4% |
16,452.72 |
| Range |
118.90 |
135.16 |
16.26 |
13.7% |
434.45 |
| ATR |
146.40 |
145.59 |
-0.80 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,784.40 |
16,702.98 |
16,425.59 |
|
| R3 |
16,649.24 |
16,567.82 |
16,388.42 |
|
| R2 |
16,514.08 |
16,514.08 |
16,376.03 |
|
| R1 |
16,432.66 |
16,432.66 |
16,363.64 |
16,405.79 |
| PP |
16,378.92 |
16,378.92 |
16,378.92 |
16,365.48 |
| S1 |
16,297.50 |
16,297.50 |
16,338.86 |
16,270.63 |
| S2 |
16,243.76 |
16,243.76 |
16,326.47 |
|
| S3 |
16,108.60 |
16,162.34 |
16,314.08 |
|
| S4 |
15,973.44 |
16,027.18 |
16,276.91 |
|
|
| 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 |
16,325.17 |
180.53 |
1.1% |
102.62 |
0.6% |
14% |
False |
True |
|
| 10 |
16,505.70 |
16,071.25 |
434.45 |
2.7% |
139.96 |
0.9% |
64% |
False |
False |
|
| 20 |
16,505.70 |
15,803.40 |
702.30 |
4.3% |
145.49 |
0.9% |
78% |
False |
False |
|
| 40 |
16,520.60 |
15,340.69 |
1,179.91 |
7.2% |
159.89 |
1.0% |
86% |
False |
False |
|
| 60 |
16,588.25 |
15,340.69 |
1,247.56 |
7.6% |
145.28 |
0.9% |
81% |
False |
False |
|
| 80 |
16,588.25 |
15,340.69 |
1,247.56 |
7.6% |
134.99 |
0.8% |
81% |
False |
False |
|
| 100 |
16,588.25 |
15,170.70 |
1,417.55 |
8.7% |
130.78 |
0.8% |
83% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
133.71 |
0.8% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,034.76 |
|
2.618 |
16,814.18 |
|
1.618 |
16,679.02 |
|
1.000 |
16,595.49 |
|
0.618 |
16,543.86 |
|
HIGH |
16,460.33 |
|
0.618 |
16,408.70 |
|
0.500 |
16,392.75 |
|
0.382 |
16,376.80 |
|
LOW |
16,325.17 |
|
0.618 |
16,241.64 |
|
1.000 |
16,190.01 |
|
1.618 |
16,106.48 |
|
2.618 |
15,971.32 |
|
4.250 |
15,750.74 |
|
|
| Fisher Pivots for day following 11-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,392.75 |
16,415.44 |
| PP |
16,378.92 |
16,394.04 |
| S1 |
16,365.08 |
16,372.65 |
|