| Trading Metrics calculated at close of trading on 17-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
16,106.32 |
16,066.37 |
-39.95 |
-0.2% |
16,453.10 |
| High |
16,165.05 |
16,270.34 |
105.29 |
0.7% |
16,460.33 |
| Low |
16,046.99 |
16,066.37 |
19.38 |
0.1% |
16,046.99 |
| Close |
16,065.67 |
16,247.22 |
181.55 |
1.1% |
16,065.67 |
| Range |
118.06 |
203.97 |
85.91 |
72.8% |
413.34 |
| ATR |
152.74 |
156.45 |
3.71 |
2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,806.55 |
16,730.86 |
16,359.40 |
|
| R3 |
16,602.58 |
16,526.89 |
16,303.31 |
|
| R2 |
16,398.61 |
16,398.61 |
16,284.61 |
|
| R1 |
16,322.92 |
16,322.92 |
16,265.92 |
16,360.77 |
| PP |
16,194.64 |
16,194.64 |
16,194.64 |
16,213.57 |
| S1 |
16,118.95 |
16,118.95 |
16,228.52 |
16,156.80 |
| S2 |
15,990.67 |
15,990.67 |
16,209.83 |
|
| S3 |
15,786.70 |
15,914.98 |
16,191.13 |
|
| S4 |
15,582.73 |
15,711.01 |
16,135.04 |
|
|
| 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 |
2.5% |
176.57 |
1.1% |
48% |
False |
False |
|
| 10 |
16,505.70 |
16,046.99 |
458.71 |
2.8% |
151.10 |
0.9% |
44% |
False |
False |
|
| 20 |
16,505.70 |
16,006.59 |
499.11 |
3.1% |
147.98 |
0.9% |
48% |
False |
False |
|
| 40 |
16,520.60 |
15,340.69 |
1,179.91 |
7.3% |
164.67 |
1.0% |
77% |
False |
False |
|
| 60 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
149.93 |
0.9% |
73% |
False |
False |
|
| 80 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
139.18 |
0.9% |
73% |
False |
False |
|
| 100 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
133.36 |
0.8% |
73% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.5% |
134.81 |
0.8% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,137.21 |
|
2.618 |
16,804.33 |
|
1.618 |
16,600.36 |
|
1.000 |
16,474.31 |
|
0.618 |
16,396.39 |
|
HIGH |
16,270.34 |
|
0.618 |
16,192.42 |
|
0.500 |
16,168.36 |
|
0.382 |
16,144.29 |
|
LOW |
16,066.37 |
|
0.618 |
15,940.32 |
|
1.000 |
15,862.40 |
|
1.618 |
15,736.35 |
|
2.618 |
15,532.38 |
|
4.250 |
15,199.50 |
|
|
| Fisher Pivots for day following 17-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,220.93 |
16,240.16 |
| PP |
16,194.64 |
16,233.09 |
| S1 |
16,168.36 |
16,226.03 |
|