| Trading Metrics calculated at close of trading on 28-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2014 |
28-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
16,268.67 |
16,267.77 |
-0.90 |
0.0% |
16,303.28 |
| High |
16,300.94 |
16,414.86 |
113.92 |
0.7% |
16,466.04 |
| Low |
16,191.79 |
16,267.77 |
75.98 |
0.5% |
16,191.79 |
| Close |
16,264.23 |
16,323.06 |
58.83 |
0.4% |
16,323.06 |
| Range |
109.15 |
147.09 |
37.94 |
34.8% |
274.25 |
| ATR |
159.29 |
158.67 |
-0.62 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,776.50 |
16,696.87 |
16,403.96 |
|
| R3 |
16,629.41 |
16,549.78 |
16,363.51 |
|
| R2 |
16,482.32 |
16,482.32 |
16,350.03 |
|
| R1 |
16,402.69 |
16,402.69 |
16,336.54 |
16,442.51 |
| PP |
16,335.23 |
16,335.23 |
16,335.23 |
16,355.14 |
| S1 |
16,255.60 |
16,255.60 |
16,309.58 |
16,295.42 |
| S2 |
16,188.14 |
16,188.14 |
16,296.09 |
|
| S3 |
16,041.05 |
16,108.51 |
16,282.61 |
|
| S4 |
15,893.96 |
15,961.42 |
16,242.16 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,149.71 |
17,010.64 |
16,473.90 |
|
| R3 |
16,875.46 |
16,736.39 |
16,398.48 |
|
| R2 |
16,601.21 |
16,601.21 |
16,373.34 |
|
| R1 |
16,462.14 |
16,462.14 |
16,348.20 |
16,531.68 |
| PP |
16,326.96 |
16,326.96 |
16,326.96 |
16,361.73 |
| S1 |
16,187.89 |
16,187.89 |
16,297.92 |
16,257.43 |
| S2 |
16,052.71 |
16,052.71 |
16,272.78 |
|
| S3 |
15,778.46 |
15,913.64 |
16,247.64 |
|
| S4 |
15,504.21 |
15,639.39 |
16,172.22 |
|
|
| 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% |
149.24 |
0.9% |
48% |
False |
False |
|
| 10 |
16,466.04 |
16,066.37 |
399.67 |
2.4% |
167.05 |
1.0% |
64% |
False |
False |
|
| 20 |
16,505.70 |
16,046.99 |
458.71 |
2.8% |
161.40 |
1.0% |
60% |
False |
False |
|
| 40 |
16,505.70 |
15,340.69 |
1,165.01 |
7.1% |
159.97 |
1.0% |
84% |
False |
False |
|
| 60 |
16,573.07 |
15,340.69 |
1,232.38 |
7.5% |
157.90 |
1.0% |
80% |
False |
False |
|
| 80 |
16,588.25 |
15,340.69 |
1,247.56 |
7.6% |
147.51 |
0.9% |
79% |
False |
False |
|
| 100 |
16,588.25 |
15,340.69 |
1,247.56 |
7.6% |
138.71 |
0.8% |
79% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
137.57 |
0.8% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,039.99 |
|
2.618 |
16,799.94 |
|
1.618 |
16,652.85 |
|
1.000 |
16,561.95 |
|
0.618 |
16,505.76 |
|
HIGH |
16,414.86 |
|
0.618 |
16,358.67 |
|
0.500 |
16,341.32 |
|
0.382 |
16,323.96 |
|
LOW |
16,267.77 |
|
0.618 |
16,176.87 |
|
1.000 |
16,120.68 |
|
1.618 |
16,029.78 |
|
2.618 |
15,882.69 |
|
4.250 |
15,642.64 |
|
|
| Fisher Pivots for day following 28-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,341.32 |
16,328.92 |
| PP |
16,335.23 |
16,326.96 |
| S1 |
16,329.15 |
16,325.01 |
|