| Trading Metrics calculated at close of trading on 21-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
16,221.98 |
16,332.69 |
110.71 |
0.7% |
16,066.37 |
| High |
16,353.98 |
16,456.45 |
102.47 |
0.6% |
16,456.45 |
| Low |
16,160.33 |
16,290.79 |
130.46 |
0.8% |
16,066.37 |
| Close |
16,331.05 |
16,302.77 |
-28.28 |
-0.2% |
16,302.77 |
| Range |
193.65 |
165.66 |
-27.99 |
-14.5% |
390.08 |
| ATR |
162.45 |
162.68 |
0.23 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,846.98 |
16,740.54 |
16,393.88 |
|
| R3 |
16,681.32 |
16,574.88 |
16,348.33 |
|
| R2 |
16,515.66 |
16,515.66 |
16,333.14 |
|
| R1 |
16,409.22 |
16,409.22 |
16,317.96 |
16,379.61 |
| PP |
16,350.00 |
16,350.00 |
16,350.00 |
16,335.20 |
| S1 |
16,243.56 |
16,243.56 |
16,287.58 |
16,213.95 |
| S2 |
16,184.34 |
16,184.34 |
16,272.40 |
|
| S3 |
16,018.68 |
16,077.90 |
16,257.21 |
|
| S4 |
15,853.02 |
15,912.24 |
16,211.66 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,445.44 |
17,264.18 |
16,517.31 |
|
| R3 |
17,055.36 |
16,874.10 |
16,410.04 |
|
| R2 |
16,665.28 |
16,665.28 |
16,374.28 |
|
| R1 |
16,484.02 |
16,484.02 |
16,338.53 |
16,574.65 |
| PP |
16,275.20 |
16,275.20 |
16,275.20 |
16,320.51 |
| S1 |
16,093.94 |
16,093.94 |
16,267.01 |
16,184.57 |
| S2 |
15,885.12 |
15,885.12 |
16,231.26 |
|
| S3 |
15,495.04 |
15,703.86 |
16,195.50 |
|
| S4 |
15,104.96 |
15,313.78 |
16,088.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,456.45 |
16,066.37 |
390.08 |
2.4% |
184.86 |
1.1% |
61% |
True |
False |
|
| 10 |
16,460.33 |
16,046.99 |
413.34 |
2.5% |
172.21 |
1.1% |
62% |
False |
False |
|
| 20 |
16,505.70 |
16,046.99 |
458.71 |
2.8% |
158.62 |
1.0% |
56% |
False |
False |
|
| 40 |
16,505.70 |
15,340.69 |
1,165.01 |
7.1% |
165.84 |
1.0% |
83% |
False |
False |
|
| 60 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
151.28 |
0.9% |
77% |
False |
False |
|
| 80 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
142.76 |
0.9% |
77% |
False |
False |
|
| 100 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
136.61 |
0.8% |
77% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.5% |
137.11 |
0.8% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,160.51 |
|
2.618 |
16,890.15 |
|
1.618 |
16,724.49 |
|
1.000 |
16,622.11 |
|
0.618 |
16,558.83 |
|
HIGH |
16,456.45 |
|
0.618 |
16,393.17 |
|
0.500 |
16,373.62 |
|
0.382 |
16,354.07 |
|
LOW |
16,290.79 |
|
0.618 |
16,188.41 |
|
1.000 |
16,125.13 |
|
1.618 |
16,022.75 |
|
2.618 |
15,857.09 |
|
4.250 |
15,586.74 |
|
|
| Fisher Pivots for day following 21-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,373.62 |
16,298.97 |
| PP |
16,350.00 |
16,295.17 |
| S1 |
16,326.39 |
16,291.37 |
|