| Trading Metrics calculated at close of trading on 13-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
16,350.67 |
16,341.55 |
-9.12 |
-0.1% |
16,321.71 |
| High |
16,364.74 |
16,405.07 |
40.33 |
0.2% |
16,505.70 |
| Low |
16,260.03 |
16,084.10 |
-175.93 |
-1.1% |
16,071.25 |
| Close |
16,340.08 |
16,108.89 |
-231.19 |
-1.4% |
16,452.72 |
| Range |
104.71 |
320.97 |
216.26 |
206.5% |
434.45 |
| ATR |
142.67 |
155.41 |
12.74 |
8.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,162.26 |
16,956.55 |
16,285.42 |
|
| R3 |
16,841.29 |
16,635.58 |
16,197.16 |
|
| R2 |
16,520.32 |
16,520.32 |
16,167.73 |
|
| R1 |
16,314.61 |
16,314.61 |
16,138.31 |
16,256.98 |
| PP |
16,199.35 |
16,199.35 |
16,199.35 |
16,170.54 |
| S1 |
15,993.64 |
15,993.64 |
16,079.47 |
15,936.01 |
| S2 |
15,878.38 |
15,878.38 |
16,050.05 |
|
| S3 |
15,557.41 |
15,672.67 |
16,020.62 |
|
| S4 |
15,236.44 |
15,351.70 |
15,932.36 |
|
|
| 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 |
16,084.10 |
421.60 |
2.6% |
157.32 |
1.0% |
6% |
False |
True |
|
| 10 |
16,505.70 |
16,071.25 |
434.45 |
2.7% |
161.23 |
1.0% |
9% |
False |
False |
|
| 20 |
16,505.70 |
15,863.25 |
642.45 |
4.0% |
150.19 |
0.9% |
38% |
False |
False |
|
| 40 |
16,520.60 |
15,340.69 |
1,179.91 |
7.3% |
162.39 |
1.0% |
65% |
False |
False |
|
| 60 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
148.77 |
0.9% |
62% |
False |
False |
|
| 80 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
137.35 |
0.9% |
62% |
False |
False |
|
| 100 |
16,588.25 |
15,321.81 |
1,266.44 |
7.9% |
131.53 |
0.8% |
62% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.6% |
134.67 |
0.8% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,769.19 |
|
2.618 |
17,245.37 |
|
1.618 |
16,924.40 |
|
1.000 |
16,726.04 |
|
0.618 |
16,603.43 |
|
HIGH |
16,405.07 |
|
0.618 |
16,282.46 |
|
0.500 |
16,244.59 |
|
0.382 |
16,206.71 |
|
LOW |
16,084.10 |
|
0.618 |
15,885.74 |
|
1.000 |
15,763.13 |
|
1.618 |
15,564.77 |
|
2.618 |
15,243.80 |
|
4.250 |
14,719.98 |
|
|
| Fisher Pivots for day following 13-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,244.59 |
16,272.22 |
| PP |
16,199.35 |
16,217.77 |
| S1 |
16,154.12 |
16,163.33 |
|