| Trading Metrics calculated at close of trading on 07-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,143.0 |
3,149.0 |
6.0 |
0.2% |
3,095.0 |
| High |
3,160.0 |
3,152.0 |
-8.0 |
-0.3% |
3,160.0 |
| Low |
3,134.0 |
3,092.0 |
-42.0 |
-1.3% |
3,044.0 |
| Close |
3,143.0 |
3,097.0 |
-46.0 |
-1.5% |
3,097.0 |
| Range |
26.0 |
60.0 |
34.0 |
130.8% |
116.0 |
| ATR |
46.4 |
47.4 |
1.0 |
2.1% |
0.0 |
| Volume |
1,213,394 |
964,737 |
-248,657 |
-20.5% |
5,193,456 |
|
| Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,293.7 |
3,255.3 |
3,130.0 |
|
| R3 |
3,233.7 |
3,195.3 |
3,113.5 |
|
| R2 |
3,173.7 |
3,173.7 |
3,108.0 |
|
| R1 |
3,135.3 |
3,135.3 |
3,102.5 |
3,124.5 |
| PP |
3,113.7 |
3,113.7 |
3,113.7 |
3,108.3 |
| S1 |
3,075.3 |
3,075.3 |
3,091.5 |
3,064.5 |
| S2 |
3,053.7 |
3,053.7 |
3,086.0 |
|
| S3 |
2,993.7 |
3,015.3 |
3,080.5 |
|
| S4 |
2,933.7 |
2,955.3 |
3,064.0 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,448.3 |
3,388.7 |
3,160.8 |
|
| R3 |
3,332.3 |
3,272.7 |
3,128.9 |
|
| R2 |
3,216.3 |
3,216.3 |
3,118.3 |
|
| R1 |
3,156.7 |
3,156.7 |
3,107.6 |
3,186.5 |
| PP |
3,100.3 |
3,100.3 |
3,100.3 |
3,115.3 |
| S1 |
3,040.7 |
3,040.7 |
3,086.4 |
3,070.5 |
| S2 |
2,984.3 |
2,984.3 |
3,075.7 |
|
| S3 |
2,868.3 |
2,924.7 |
3,065.1 |
|
| S4 |
2,752.3 |
2,808.7 |
3,033.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,160.0 |
3,044.0 |
116.0 |
3.7% |
46.0 |
1.5% |
46% |
False |
False |
1,038,691 |
| 10 |
3,164.0 |
3,044.0 |
120.0 |
3.9% |
41.7 |
1.3% |
44% |
False |
False |
1,078,483 |
| 20 |
3,164.0 |
2,996.0 |
168.0 |
5.4% |
41.1 |
1.3% |
60% |
False |
False |
950,894 |
| 40 |
3,178.0 |
2,933.0 |
245.0 |
7.9% |
47.5 |
1.5% |
67% |
False |
False |
1,025,921 |
| 60 |
3,178.0 |
2,910.0 |
268.0 |
8.7% |
44.7 |
1.4% |
70% |
False |
False |
870,793 |
| 80 |
3,178.0 |
2,910.0 |
268.0 |
8.7% |
42.1 |
1.4% |
70% |
False |
False |
659,524 |
| 100 |
3,178.0 |
2,909.0 |
269.0 |
8.7% |
39.3 |
1.3% |
70% |
False |
False |
527,798 |
| 120 |
3,178.0 |
2,831.0 |
347.0 |
11.2% |
37.3 |
1.2% |
77% |
False |
False |
439,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,407.0 |
|
2.618 |
3,309.1 |
|
1.618 |
3,249.1 |
|
1.000 |
3,212.0 |
|
0.618 |
3,189.1 |
|
HIGH |
3,152.0 |
|
0.618 |
3,129.1 |
|
0.500 |
3,122.0 |
|
0.382 |
3,114.9 |
|
LOW |
3,092.0 |
|
0.618 |
3,054.9 |
|
1.000 |
3,032.0 |
|
1.618 |
2,994.9 |
|
2.618 |
2,934.9 |
|
4.250 |
2,837.0 |
|
|
| Fisher Pivots for day following 07-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,122.0 |
3,126.0 |
| PP |
3,113.7 |
3,116.3 |
| S1 |
3,105.3 |
3,106.7 |
|