| Trading Metrics calculated at close of trading on 14-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
16,341.55 |
16,106.32 |
-235.23 |
-1.4% |
16,453.10 |
| High |
16,405.07 |
16,165.05 |
-240.02 |
-1.5% |
16,460.33 |
| Low |
16,084.10 |
16,046.99 |
-37.11 |
-0.2% |
16,046.99 |
| Close |
16,108.89 |
16,065.67 |
-43.22 |
-0.3% |
16,065.67 |
| Range |
320.97 |
118.06 |
-202.91 |
-63.2% |
413.34 |
| ATR |
155.41 |
152.74 |
-2.67 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,446.75 |
16,374.27 |
16,130.60 |
|
| R3 |
16,328.69 |
16,256.21 |
16,098.14 |
|
| R2 |
16,210.63 |
16,210.63 |
16,087.31 |
|
| R1 |
16,138.15 |
16,138.15 |
16,076.49 |
16,115.36 |
| PP |
16,092.57 |
16,092.57 |
16,092.57 |
16,081.18 |
| S1 |
16,020.09 |
16,020.09 |
16,054.85 |
15,997.30 |
| S2 |
15,974.51 |
15,974.51 |
16,044.03 |
|
| S3 |
15,856.45 |
15,902.03 |
16,033.20 |
|
| S4 |
15,738.39 |
15,783.97 |
16,000.74 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,431.02 |
17,161.68 |
16,293.01 |
|
| R3 |
17,017.68 |
16,748.34 |
16,179.34 |
|
| R2 |
16,604.34 |
16,604.34 |
16,141.45 |
|
| R1 |
16,335.00 |
16,335.00 |
16,103.56 |
16,263.00 |
| PP |
16,191.00 |
16,191.00 |
16,191.00 |
16,155.00 |
| S1 |
15,921.66 |
15,921.66 |
16,027.78 |
15,849.66 |
| S2 |
15,777.66 |
15,777.66 |
15,989.89 |
|
| S3 |
15,364.32 |
15,508.32 |
15,952.00 |
|
| S4 |
14,950.98 |
15,094.98 |
15,838.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,460.33 |
16,046.99 |
413.34 |
2.6% |
159.56 |
1.0% |
5% |
False |
True |
|
| 10 |
16,505.70 |
16,046.99 |
458.71 |
2.9% |
155.75 |
1.0% |
4% |
False |
True |
|
| 20 |
16,505.70 |
15,985.39 |
520.31 |
3.2% |
147.29 |
0.9% |
15% |
False |
False |
|
| 40 |
16,520.60 |
15,340.69 |
1,179.91 |
7.3% |
162.13 |
1.0% |
61% |
False |
False |
|
| 60 |
16,588.25 |
15,340.69 |
1,247.56 |
7.8% |
147.89 |
0.9% |
58% |
False |
False |
|
| 80 |
16,588.25 |
15,340.69 |
1,247.56 |
7.8% |
137.73 |
0.9% |
58% |
False |
False |
|
| 100 |
16,588.25 |
15,340.69 |
1,247.56 |
7.8% |
131.80 |
0.8% |
58% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.6% |
133.93 |
0.8% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,666.81 |
|
2.618 |
16,474.13 |
|
1.618 |
16,356.07 |
|
1.000 |
16,283.11 |
|
0.618 |
16,238.01 |
|
HIGH |
16,165.05 |
|
0.618 |
16,119.95 |
|
0.500 |
16,106.02 |
|
0.382 |
16,092.09 |
|
LOW |
16,046.99 |
|
0.618 |
15,974.03 |
|
1.000 |
15,928.93 |
|
1.618 |
15,855.97 |
|
2.618 |
15,737.91 |
|
4.250 |
15,545.24 |
|
|
| Fisher Pivots for day following 14-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,106.02 |
16,226.03 |
| PP |
16,092.57 |
16,172.58 |
| S1 |
16,079.12 |
16,119.12 |
|