| Trading Metrics calculated at close of trading on 20-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
16,335.71 |
16,221.98 |
-113.73 |
-0.7% |
16,453.10 |
| High |
16,363.32 |
16,353.98 |
-9.34 |
-0.1% |
16,460.33 |
| Low |
16,126.29 |
16,160.33 |
34.04 |
0.2% |
16,046.99 |
| Close |
16,222.17 |
16,331.05 |
108.88 |
0.7% |
16,065.67 |
| Range |
237.03 |
193.65 |
-43.38 |
-18.3% |
413.34 |
| ATR |
160.06 |
162.45 |
2.40 |
1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,862.74 |
16,790.54 |
16,437.56 |
|
| R3 |
16,669.09 |
16,596.89 |
16,384.30 |
|
| R2 |
16,475.44 |
16,475.44 |
16,366.55 |
|
| R1 |
16,403.24 |
16,403.24 |
16,348.80 |
16,439.34 |
| PP |
16,281.79 |
16,281.79 |
16,281.79 |
16,299.84 |
| S1 |
16,209.59 |
16,209.59 |
16,313.30 |
16,245.69 |
| S2 |
16,088.14 |
16,088.14 |
16,295.55 |
|
| S3 |
15,894.49 |
16,015.94 |
16,277.80 |
|
| S4 |
15,700.84 |
15,822.29 |
16,224.54 |
|
|
| 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 |
16,369.94 |
16,046.99 |
322.95 |
2.0% |
175.34 |
1.1% |
88% |
False |
False |
|
| 10 |
16,505.70 |
16,046.99 |
458.71 |
2.8% |
166.33 |
1.0% |
62% |
False |
False |
|
| 20 |
16,505.70 |
16,046.99 |
458.71 |
2.8% |
155.24 |
1.0% |
62% |
False |
False |
|
| 40 |
16,505.70 |
15,340.69 |
1,165.01 |
7.1% |
167.51 |
1.0% |
85% |
False |
False |
|
| 60 |
16,588.25 |
15,340.69 |
1,247.56 |
7.6% |
150.07 |
0.9% |
79% |
False |
False |
|
| 80 |
16,588.25 |
15,340.69 |
1,247.56 |
7.6% |
141.85 |
0.9% |
79% |
False |
False |
|
| 100 |
16,588.25 |
15,340.69 |
1,247.56 |
7.6% |
135.53 |
0.8% |
79% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
136.61 |
0.8% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,176.99 |
|
2.618 |
16,860.96 |
|
1.618 |
16,667.31 |
|
1.000 |
16,547.63 |
|
0.618 |
16,473.66 |
|
HIGH |
16,353.98 |
|
0.618 |
16,280.01 |
|
0.500 |
16,257.16 |
|
0.382 |
16,234.30 |
|
LOW |
16,160.33 |
|
0.618 |
16,040.65 |
|
1.000 |
15,966.68 |
|
1.618 |
15,847.00 |
|
2.618 |
15,653.35 |
|
4.250 |
15,337.32 |
|
|
| Fisher Pivots for day following 20-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,306.42 |
16,303.41 |
| PP |
16,281.79 |
16,275.76 |
| S1 |
16,257.16 |
16,248.12 |
|