| Trading Metrics calculated at close of trading on 12-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
16,419.39 |
16,350.67 |
-68.72 |
-0.4% |
16,321.71 |
| High |
16,460.33 |
16,364.74 |
-95.59 |
-0.6% |
16,505.70 |
| Low |
16,325.17 |
16,260.03 |
-65.14 |
-0.4% |
16,071.25 |
| Close |
16,351.25 |
16,340.08 |
-11.17 |
-0.1% |
16,452.72 |
| Range |
135.16 |
104.71 |
-30.45 |
-22.5% |
434.45 |
| ATR |
145.59 |
142.67 |
-2.92 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,635.75 |
16,592.62 |
16,397.67 |
|
| R3 |
16,531.04 |
16,487.91 |
16,368.88 |
|
| R2 |
16,426.33 |
16,426.33 |
16,359.28 |
|
| R1 |
16,383.20 |
16,383.20 |
16,349.68 |
16,352.41 |
| PP |
16,321.62 |
16,321.62 |
16,321.62 |
16,306.22 |
| S1 |
16,278.49 |
16,278.49 |
16,330.48 |
16,247.70 |
| S2 |
16,216.91 |
16,216.91 |
16,320.88 |
|
| S3 |
16,112.20 |
16,173.78 |
16,311.28 |
|
| S4 |
16,007.49 |
16,069.07 |
16,282.49 |
|
|
| 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 |
16,260.03 |
245.67 |
1.5% |
111.04 |
0.7% |
33% |
False |
True |
|
| 10 |
16,505.70 |
16,071.25 |
434.45 |
2.7% |
140.78 |
0.9% |
62% |
False |
False |
|
| 20 |
16,505.70 |
15,863.25 |
642.45 |
3.9% |
139.53 |
0.9% |
74% |
False |
False |
|
| 40 |
16,520.60 |
15,340.69 |
1,179.91 |
7.2% |
157.19 |
1.0% |
85% |
False |
False |
|
| 60 |
16,588.25 |
15,340.69 |
1,247.56 |
7.6% |
144.67 |
0.9% |
80% |
False |
False |
|
| 80 |
16,588.25 |
15,340.69 |
1,247.56 |
7.6% |
134.41 |
0.8% |
80% |
False |
False |
|
| 100 |
16,588.25 |
15,229.02 |
1,359.23 |
8.3% |
129.79 |
0.8% |
82% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
132.58 |
0.8% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,809.76 |
|
2.618 |
16,638.87 |
|
1.618 |
16,534.16 |
|
1.000 |
16,469.45 |
|
0.618 |
16,429.45 |
|
HIGH |
16,364.74 |
|
0.618 |
16,324.74 |
|
0.500 |
16,312.39 |
|
0.382 |
16,300.03 |
|
LOW |
16,260.03 |
|
0.618 |
16,195.32 |
|
1.000 |
16,155.32 |
|
1.618 |
16,090.61 |
|
2.618 |
15,985.90 |
|
4.250 |
15,815.01 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,330.85 |
16,360.18 |
| PP |
16,321.62 |
16,353.48 |
| S1 |
16,312.39 |
16,346.78 |
|