| Trading Metrics calculated at close of trading on 18-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
16,066.37 |
16,245.93 |
179.56 |
1.1% |
16,453.10 |
| High |
16,270.34 |
16,369.94 |
99.60 |
0.6% |
16,460.33 |
| Low |
16,066.37 |
16,245.93 |
179.56 |
1.1% |
16,046.99 |
| Close |
16,247.22 |
16,336.19 |
88.97 |
0.5% |
16,065.67 |
| Range |
203.97 |
124.01 |
-79.96 |
-39.2% |
413.34 |
| ATR |
156.45 |
154.13 |
-2.32 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,689.38 |
16,636.80 |
16,404.40 |
|
| R3 |
16,565.37 |
16,512.79 |
16,370.29 |
|
| R2 |
16,441.36 |
16,441.36 |
16,358.93 |
|
| R1 |
16,388.78 |
16,388.78 |
16,347.56 |
16,415.07 |
| PP |
16,317.35 |
16,317.35 |
16,317.35 |
16,330.50 |
| S1 |
16,264.77 |
16,264.77 |
16,324.82 |
16,291.06 |
| S2 |
16,193.34 |
16,193.34 |
16,313.45 |
|
| S3 |
16,069.33 |
16,140.76 |
16,302.09 |
|
| S4 |
15,945.32 |
16,016.75 |
16,267.98 |
|
|
| 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 |
16,405.07 |
16,046.99 |
358.08 |
2.2% |
174.34 |
1.1% |
81% |
False |
False |
|
| 10 |
16,505.70 |
16,046.99 |
458.71 |
2.8% |
138.48 |
0.8% |
63% |
False |
False |
|
| 20 |
16,505.70 |
16,006.59 |
499.11 |
3.1% |
151.16 |
0.9% |
66% |
False |
False |
|
| 40 |
16,520.60 |
15,340.69 |
1,179.91 |
7.2% |
164.86 |
1.0% |
84% |
False |
False |
|
| 60 |
16,588.25 |
15,340.69 |
1,247.56 |
7.6% |
145.93 |
0.9% |
80% |
False |
False |
|
| 80 |
16,588.25 |
15,340.69 |
1,247.56 |
7.6% |
139.71 |
0.9% |
80% |
False |
False |
|
| 100 |
16,588.25 |
15,340.69 |
1,247.56 |
7.6% |
133.36 |
0.8% |
80% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
134.95 |
0.8% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,896.98 |
|
2.618 |
16,694.60 |
|
1.618 |
16,570.59 |
|
1.000 |
16,493.95 |
|
0.618 |
16,446.58 |
|
HIGH |
16,369.94 |
|
0.618 |
16,322.57 |
|
0.500 |
16,307.94 |
|
0.382 |
16,293.30 |
|
LOW |
16,245.93 |
|
0.618 |
16,169.29 |
|
1.000 |
16,121.92 |
|
1.618 |
16,045.28 |
|
2.618 |
15,921.27 |
|
4.250 |
15,718.89 |
|
|
| Fisher Pivots for day following 18-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,326.77 |
16,293.62 |
| PP |
16,317.35 |
16,251.04 |
| S1 |
16,307.94 |
16,208.47 |
|