| Trading Metrics calculated at close of trading on 11-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,101.0 |
3,102.0 |
1.0 |
0.0% |
3,095.0 |
| High |
3,128.0 |
3,119.0 |
-9.0 |
-0.3% |
3,160.0 |
| Low |
3,073.0 |
3,080.0 |
7.0 |
0.2% |
3,044.0 |
| Close |
3,091.0 |
3,090.0 |
-1.0 |
0.0% |
3,097.0 |
| Range |
55.0 |
39.0 |
-16.0 |
-29.1% |
116.0 |
| ATR |
48.0 |
47.3 |
-0.6 |
-1.3% |
0.0 |
| Volume |
854,343 |
1,323,511 |
469,168 |
54.9% |
5,193,456 |
|
| Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,213.3 |
3,190.7 |
3,111.5 |
|
| R3 |
3,174.3 |
3,151.7 |
3,100.7 |
|
| R2 |
3,135.3 |
3,135.3 |
3,097.2 |
|
| R1 |
3,112.7 |
3,112.7 |
3,093.6 |
3,104.5 |
| PP |
3,096.3 |
3,096.3 |
3,096.3 |
3,092.3 |
| S1 |
3,073.7 |
3,073.7 |
3,086.4 |
3,065.5 |
| S2 |
3,057.3 |
3,057.3 |
3,082.9 |
|
| S3 |
3,018.3 |
3,034.7 |
3,079.3 |
|
| S4 |
2,979.3 |
2,995.7 |
3,068.6 |
|
|
| 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% |
40.8 |
1.3% |
20% |
False |
False |
1,050,207 |
| 10 |
3,164.0 |
3,044.0 |
120.0 |
3.9% |
43.8 |
1.4% |
38% |
False |
False |
1,136,932 |
| 20 |
3,164.0 |
3,043.0 |
121.0 |
3.9% |
40.9 |
1.3% |
39% |
False |
False |
972,086 |
| 40 |
3,178.0 |
2,933.0 |
245.0 |
7.9% |
47.8 |
1.5% |
64% |
False |
False |
1,044,252 |
| 60 |
3,178.0 |
2,910.0 |
268.0 |
8.7% |
44.5 |
1.4% |
67% |
False |
False |
904,413 |
| 80 |
3,178.0 |
2,910.0 |
268.0 |
8.7% |
41.7 |
1.3% |
67% |
False |
False |
686,718 |
| 100 |
3,178.0 |
2,910.0 |
268.0 |
8.7% |
39.5 |
1.3% |
67% |
False |
False |
549,574 |
| 120 |
3,178.0 |
2,857.0 |
321.0 |
10.4% |
37.8 |
1.2% |
73% |
False |
False |
458,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,284.8 |
|
2.618 |
3,221.1 |
|
1.618 |
3,182.1 |
|
1.000 |
3,158.0 |
|
0.618 |
3,143.1 |
|
HIGH |
3,119.0 |
|
0.618 |
3,104.1 |
|
0.500 |
3,099.5 |
|
0.382 |
3,094.9 |
|
LOW |
3,080.0 |
|
0.618 |
3,055.9 |
|
1.000 |
3,041.0 |
|
1.618 |
3,016.9 |
|
2.618 |
2,977.9 |
|
4.250 |
2,914.3 |
|
|
| Fisher Pivots for day following 11-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,099.5 |
3,112.5 |
| PP |
3,096.3 |
3,105.0 |
| S1 |
3,093.2 |
3,097.5 |
|