| Trading Metrics calculated at close of trading on 27-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
16,370.71 |
16,268.67 |
-102.04 |
-0.6% |
16,066.37 |
| High |
16,466.04 |
16,300.94 |
-165.10 |
-1.0% |
16,456.45 |
| Low |
16,268.99 |
16,191.79 |
-77.20 |
-0.5% |
16,066.37 |
| Close |
16,268.99 |
16,264.23 |
-4.76 |
0.0% |
16,302.77 |
| Range |
197.05 |
109.15 |
-87.90 |
-44.6% |
390.08 |
| ATR |
163.14 |
159.29 |
-3.86 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,579.77 |
16,531.15 |
16,324.26 |
|
| R3 |
16,470.62 |
16,422.00 |
16,294.25 |
|
| R2 |
16,361.47 |
16,361.47 |
16,284.24 |
|
| R1 |
16,312.85 |
16,312.85 |
16,274.24 |
16,282.59 |
| PP |
16,252.32 |
16,252.32 |
16,252.32 |
16,237.19 |
| S1 |
16,203.70 |
16,203.70 |
16,254.22 |
16,173.44 |
| S2 |
16,143.17 |
16,143.17 |
16,244.22 |
|
| S3 |
16,034.02 |
16,094.55 |
16,234.21 |
|
| S4 |
15,924.87 |
15,985.40 |
16,204.20 |
|
|
| 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 |
16,191.79 |
274.25 |
1.7% |
152.96 |
0.9% |
26% |
False |
True |
|
| 10 |
16,466.04 |
16,046.99 |
419.05 |
2.6% |
164.15 |
1.0% |
52% |
False |
False |
|
| 20 |
16,505.70 |
16,046.99 |
458.71 |
2.8% |
162.69 |
1.0% |
47% |
False |
False |
|
| 40 |
16,505.70 |
15,340.69 |
1,165.01 |
7.2% |
160.65 |
1.0% |
79% |
False |
False |
|
| 60 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
156.73 |
1.0% |
74% |
False |
False |
|
| 80 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
147.07 |
0.9% |
74% |
False |
False |
|
| 100 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
138.30 |
0.9% |
74% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.5% |
137.28 |
0.8% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,764.83 |
|
2.618 |
16,586.69 |
|
1.618 |
16,477.54 |
|
1.000 |
16,410.09 |
|
0.618 |
16,368.39 |
|
HIGH |
16,300.94 |
|
0.618 |
16,259.24 |
|
0.500 |
16,246.37 |
|
0.382 |
16,233.49 |
|
LOW |
16,191.79 |
|
0.618 |
16,124.34 |
|
1.000 |
16,082.64 |
|
1.618 |
16,015.19 |
|
2.618 |
15,906.04 |
|
4.250 |
15,727.90 |
|
|
| Fisher Pivots for day following 27-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,258.28 |
16,328.92 |
| PP |
16,252.32 |
16,307.35 |
| S1 |
16,246.37 |
16,285.79 |
|