| Trading Metrics calculated at close of trading on 26-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2014 |
26-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
16,279.20 |
16,370.71 |
91.51 |
0.6% |
16,066.37 |
| High |
16,407.18 |
16,466.04 |
58.86 |
0.4% |
16,456.45 |
| Low |
16,279.20 |
16,268.99 |
-10.21 |
-0.1% |
16,066.37 |
| Close |
16,367.88 |
16,268.99 |
-98.89 |
-0.6% |
16,302.77 |
| Range |
127.98 |
197.05 |
69.07 |
54.0% |
390.08 |
| ATR |
160.53 |
163.14 |
2.61 |
1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,925.82 |
16,794.46 |
16,377.37 |
|
| R3 |
16,728.77 |
16,597.41 |
16,323.18 |
|
| R2 |
16,531.72 |
16,531.72 |
16,305.12 |
|
| R1 |
16,400.36 |
16,400.36 |
16,287.05 |
16,367.52 |
| PP |
16,334.67 |
16,334.67 |
16,334.67 |
16,318.25 |
| S1 |
16,203.31 |
16,203.31 |
16,250.93 |
16,170.47 |
| S2 |
16,137.62 |
16,137.62 |
16,232.86 |
|
| S3 |
15,940.57 |
16,006.26 |
16,214.80 |
|
| S4 |
15,743.52 |
15,809.21 |
16,160.61 |
|
|
| 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 |
16,466.04 |
16,160.33 |
305.71 |
1.9% |
169.86 |
1.0% |
36% |
True |
False |
|
| 10 |
16,466.04 |
16,046.99 |
419.05 |
2.6% |
185.33 |
1.1% |
53% |
True |
False |
|
| 20 |
16,505.70 |
16,046.99 |
458.71 |
2.8% |
163.06 |
1.0% |
48% |
False |
False |
|
| 40 |
16,505.70 |
15,340.69 |
1,165.01 |
7.2% |
163.38 |
1.0% |
80% |
False |
False |
|
| 60 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
155.37 |
1.0% |
74% |
False |
False |
|
| 80 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
146.96 |
0.9% |
74% |
False |
False |
|
| 100 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
138.28 |
0.8% |
74% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.5% |
137.87 |
0.8% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,303.50 |
|
2.618 |
16,981.92 |
|
1.618 |
16,784.87 |
|
1.000 |
16,663.09 |
|
0.618 |
16,587.82 |
|
HIGH |
16,466.04 |
|
0.618 |
16,390.77 |
|
0.500 |
16,367.52 |
|
0.382 |
16,344.26 |
|
LOW |
16,268.99 |
|
0.618 |
16,147.21 |
|
1.000 |
16,071.94 |
|
1.618 |
15,950.16 |
|
2.618 |
15,753.11 |
|
4.250 |
15,431.53 |
|
|
| Fisher Pivots for day following 26-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,367.52 |
16,340.80 |
| PP |
16,334.67 |
16,316.86 |
| S1 |
16,301.83 |
16,292.93 |
|