| Trading Metrics calculated at close of trading on 24-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
16,332.69 |
16,303.28 |
-29.41 |
-0.2% |
16,066.37 |
| High |
16,456.45 |
16,380.51 |
-75.94 |
-0.5% |
16,456.45 |
| Low |
16,290.79 |
16,215.56 |
-75.23 |
-0.5% |
16,066.37 |
| Close |
16,302.77 |
16,276.69 |
-26.08 |
-0.2% |
16,302.77 |
| Range |
165.66 |
164.95 |
-0.71 |
-0.4% |
390.08 |
| ATR |
162.68 |
162.85 |
0.16 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,785.77 |
16,696.18 |
16,367.41 |
|
| R3 |
16,620.82 |
16,531.23 |
16,322.05 |
|
| R2 |
16,455.87 |
16,455.87 |
16,306.93 |
|
| R1 |
16,366.28 |
16,366.28 |
16,291.81 |
16,328.60 |
| PP |
16,290.92 |
16,290.92 |
16,290.92 |
16,272.08 |
| S1 |
16,201.33 |
16,201.33 |
16,261.57 |
16,163.65 |
| S2 |
16,125.97 |
16,125.97 |
16,246.45 |
|
| S3 |
15,961.02 |
16,036.38 |
16,231.33 |
|
| S4 |
15,796.07 |
15,871.43 |
16,185.97 |
|
|
| 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 |
16,126.29 |
330.16 |
2.0% |
177.06 |
1.1% |
46% |
False |
False |
|
| 10 |
16,460.33 |
16,046.99 |
413.34 |
2.5% |
176.82 |
1.1% |
56% |
False |
False |
|
| 20 |
16,505.70 |
16,046.99 |
458.71 |
2.8% |
156.98 |
1.0% |
50% |
False |
False |
|
| 40 |
16,505.70 |
15,340.69 |
1,165.01 |
7.2% |
161.86 |
1.0% |
80% |
False |
False |
|
| 60 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
152.95 |
0.9% |
75% |
False |
False |
|
| 80 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
144.15 |
0.9% |
75% |
False |
False |
|
| 100 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
137.60 |
0.8% |
75% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.5% |
137.13 |
0.8% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,081.55 |
|
2.618 |
16,812.35 |
|
1.618 |
16,647.40 |
|
1.000 |
16,545.46 |
|
0.618 |
16,482.45 |
|
HIGH |
16,380.51 |
|
0.618 |
16,317.50 |
|
0.500 |
16,298.04 |
|
0.382 |
16,278.57 |
|
LOW |
16,215.56 |
|
0.618 |
16,113.62 |
|
1.000 |
16,050.61 |
|
1.618 |
15,948.67 |
|
2.618 |
15,783.72 |
|
4.250 |
15,514.52 |
|
|
| Fisher Pivots for day following 24-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,298.04 |
16,308.39 |
| PP |
16,290.92 |
16,297.82 |
| S1 |
16,283.81 |
16,287.26 |
|