| Trading Metrics calculated at close of trading on 10-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,149.0 |
3,101.0 |
-48.0 |
-1.5% |
3,095.0 |
| High |
3,152.0 |
3,128.0 |
-24.0 |
-0.8% |
3,160.0 |
| Low |
3,092.0 |
3,073.0 |
-19.0 |
-0.6% |
3,044.0 |
| Close |
3,097.0 |
3,091.0 |
-6.0 |
-0.2% |
3,097.0 |
| Range |
60.0 |
55.0 |
-5.0 |
-8.3% |
116.0 |
| ATR |
47.4 |
48.0 |
0.5 |
1.1% |
0.0 |
| Volume |
964,737 |
854,343 |
-110,394 |
-11.4% |
5,193,456 |
|
| Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,262.3 |
3,231.7 |
3,121.3 |
|
| R3 |
3,207.3 |
3,176.7 |
3,106.1 |
|
| R2 |
3,152.3 |
3,152.3 |
3,101.1 |
|
| R1 |
3,121.7 |
3,121.7 |
3,096.0 |
3,109.5 |
| PP |
3,097.3 |
3,097.3 |
3,097.3 |
3,091.3 |
| S1 |
3,066.7 |
3,066.7 |
3,086.0 |
3,054.5 |
| S2 |
3,042.3 |
3,042.3 |
3,080.9 |
|
| S3 |
2,987.3 |
3,011.7 |
3,075.9 |
|
| S4 |
2,932.3 |
2,956.7 |
3,060.8 |
|
|
| 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 |
3,073.0 |
87.0 |
2.8% |
45.2 |
1.5% |
21% |
False |
True |
938,342 |
| 10 |
3,164.0 |
3,044.0 |
120.0 |
3.9% |
42.7 |
1.4% |
39% |
False |
False |
1,080,754 |
| 20 |
3,164.0 |
3,026.0 |
138.0 |
4.5% |
40.6 |
1.3% |
47% |
False |
False |
955,637 |
| 40 |
3,178.0 |
2,933.0 |
245.0 |
7.9% |
47.6 |
1.5% |
64% |
False |
False |
1,026,305 |
| 60 |
3,178.0 |
2,910.0 |
268.0 |
8.7% |
44.8 |
1.5% |
68% |
False |
False |
883,511 |
| 80 |
3,178.0 |
2,910.0 |
268.0 |
8.7% |
41.7 |
1.3% |
68% |
False |
False |
670,198 |
| 100 |
3,178.0 |
2,910.0 |
268.0 |
8.7% |
39.3 |
1.3% |
68% |
False |
False |
536,339 |
| 120 |
3,178.0 |
2,842.0 |
336.0 |
10.9% |
37.6 |
1.2% |
74% |
False |
False |
446,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,361.8 |
|
2.618 |
3,272.0 |
|
1.618 |
3,217.0 |
|
1.000 |
3,183.0 |
|
0.618 |
3,162.0 |
|
HIGH |
3,128.0 |
|
0.618 |
3,107.0 |
|
0.500 |
3,100.5 |
|
0.382 |
3,094.0 |
|
LOW |
3,073.0 |
|
0.618 |
3,039.0 |
|
1.000 |
3,018.0 |
|
1.618 |
2,984.0 |
|
2.618 |
2,929.0 |
|
4.250 |
2,839.3 |
|
|
| Fisher Pivots for day following 10-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,100.5 |
3,116.5 |
| PP |
3,097.3 |
3,108.0 |
| S1 |
3,094.2 |
3,099.5 |
|