| Trading Metrics calculated at close of trading on 12-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,102.0 |
3,080.0 |
-22.0 |
-0.7% |
3,095.0 |
| High |
3,119.0 |
3,081.0 |
-38.0 |
-1.2% |
3,160.0 |
| Low |
3,080.0 |
3,042.0 |
-38.0 |
-1.2% |
3,044.0 |
| Close |
3,090.0 |
3,068.0 |
-22.0 |
-0.7% |
3,097.0 |
| Range |
39.0 |
39.0 |
0.0 |
0.0% |
116.0 |
| ATR |
47.3 |
47.4 |
0.0 |
0.1% |
0.0 |
| Volume |
1,323,511 |
1,518,547 |
195,036 |
14.7% |
5,193,456 |
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,180.7 |
3,163.3 |
3,089.5 |
|
| R3 |
3,141.7 |
3,124.3 |
3,078.7 |
|
| R2 |
3,102.7 |
3,102.7 |
3,075.2 |
|
| R1 |
3,085.3 |
3,085.3 |
3,071.6 |
3,074.5 |
| PP |
3,063.7 |
3,063.7 |
3,063.7 |
3,058.3 |
| S1 |
3,046.3 |
3,046.3 |
3,064.4 |
3,035.5 |
| S2 |
3,024.7 |
3,024.7 |
3,060.9 |
|
| S3 |
2,985.7 |
3,007.3 |
3,057.3 |
|
| S4 |
2,946.7 |
2,968.3 |
3,046.6 |
|
|
| 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 |
3,042.0 |
118.0 |
3.8% |
43.8 |
1.4% |
22% |
False |
True |
1,174,906 |
| 10 |
3,160.0 |
3,042.0 |
118.0 |
3.8% |
44.7 |
1.5% |
22% |
False |
True |
1,170,997 |
| 20 |
3,164.0 |
3,042.0 |
122.0 |
4.0% |
40.3 |
1.3% |
21% |
False |
True |
1,002,646 |
| 40 |
3,178.0 |
2,933.0 |
245.0 |
8.0% |
47.9 |
1.6% |
55% |
False |
False |
1,060,212 |
| 60 |
3,178.0 |
2,910.0 |
268.0 |
8.7% |
44.8 |
1.5% |
59% |
False |
False |
927,892 |
| 80 |
3,178.0 |
2,910.0 |
268.0 |
8.7% |
41.8 |
1.4% |
59% |
False |
False |
705,536 |
| 100 |
3,178.0 |
2,910.0 |
268.0 |
8.7% |
39.6 |
1.3% |
59% |
False |
False |
564,759 |
| 120 |
3,178.0 |
2,857.0 |
321.0 |
10.5% |
38.0 |
1.2% |
66% |
False |
False |
470,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,246.8 |
|
2.618 |
3,183.1 |
|
1.618 |
3,144.1 |
|
1.000 |
3,120.0 |
|
0.618 |
3,105.1 |
|
HIGH |
3,081.0 |
|
0.618 |
3,066.1 |
|
0.500 |
3,061.5 |
|
0.382 |
3,056.9 |
|
LOW |
3,042.0 |
|
0.618 |
3,017.9 |
|
1.000 |
3,003.0 |
|
1.618 |
2,978.9 |
|
2.618 |
2,939.9 |
|
4.250 |
2,876.3 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,065.8 |
3,085.0 |
| PP |
3,063.7 |
3,079.3 |
| S1 |
3,061.5 |
3,073.7 |
|