| Trading Metrics calculated at close of trading on 13-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,080.0 |
3,075.0 |
-5.0 |
-0.2% |
3,095.0 |
| High |
3,081.0 |
3,079.0 |
-2.0 |
-0.1% |
3,160.0 |
| Low |
3,042.0 |
2,990.0 |
-52.0 |
-1.7% |
3,044.0 |
| Close |
3,068.0 |
3,023.0 |
-45.0 |
-1.5% |
3,097.0 |
| Range |
39.0 |
89.0 |
50.0 |
128.2% |
116.0 |
| ATR |
47.4 |
50.3 |
3.0 |
6.3% |
0.0 |
| Volume |
1,518,547 |
2,037,370 |
518,823 |
34.2% |
5,193,456 |
|
| Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,297.7 |
3,249.3 |
3,072.0 |
|
| R3 |
3,208.7 |
3,160.3 |
3,047.5 |
|
| R2 |
3,119.7 |
3,119.7 |
3,039.3 |
|
| R1 |
3,071.3 |
3,071.3 |
3,031.2 |
3,051.0 |
| PP |
3,030.7 |
3,030.7 |
3,030.7 |
3,020.5 |
| S1 |
2,982.3 |
2,982.3 |
3,014.8 |
2,962.0 |
| S2 |
2,941.7 |
2,941.7 |
3,006.7 |
|
| S3 |
2,852.7 |
2,893.3 |
2,998.5 |
|
| S4 |
2,763.7 |
2,804.3 |
2,974.1 |
|
|
| 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 |
3,152.0 |
2,990.0 |
162.0 |
5.4% |
56.4 |
1.9% |
20% |
False |
True |
1,339,701 |
| 10 |
3,160.0 |
2,990.0 |
170.0 |
5.6% |
48.9 |
1.6% |
19% |
False |
True |
1,263,234 |
| 20 |
3,164.0 |
2,990.0 |
174.0 |
5.8% |
43.3 |
1.4% |
19% |
False |
True |
1,058,449 |
| 40 |
3,178.0 |
2,933.0 |
245.0 |
8.1% |
48.7 |
1.6% |
37% |
False |
False |
1,086,210 |
| 60 |
3,178.0 |
2,910.0 |
268.0 |
8.9% |
45.6 |
1.5% |
42% |
False |
False |
959,222 |
| 80 |
3,178.0 |
2,910.0 |
268.0 |
8.9% |
42.5 |
1.4% |
42% |
False |
False |
731,001 |
| 100 |
3,178.0 |
2,910.0 |
268.0 |
8.9% |
40.3 |
1.3% |
42% |
False |
False |
585,082 |
| 120 |
3,178.0 |
2,857.0 |
321.0 |
10.6% |
38.6 |
1.3% |
52% |
False |
False |
487,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,457.3 |
|
2.618 |
3,312.0 |
|
1.618 |
3,223.0 |
|
1.000 |
3,168.0 |
|
0.618 |
3,134.0 |
|
HIGH |
3,079.0 |
|
0.618 |
3,045.0 |
|
0.500 |
3,034.5 |
|
0.382 |
3,024.0 |
|
LOW |
2,990.0 |
|
0.618 |
2,935.0 |
|
1.000 |
2,901.0 |
|
1.618 |
2,846.0 |
|
2.618 |
2,757.0 |
|
4.250 |
2,611.8 |
|
|
| Fisher Pivots for day following 13-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,034.5 |
3,054.5 |
| PP |
3,030.7 |
3,044.0 |
| S1 |
3,026.8 |
3,033.5 |
|