| Trading Metrics calculated at close of trading on 17-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
2,998.0 |
3,005.0 |
7.0 |
0.2% |
3,101.0 |
| High |
3,016.0 |
3,053.0 |
37.0 |
1.2% |
3,128.0 |
| Low |
2,970.0 |
3,002.0 |
32.0 |
1.1% |
2,970.0 |
| Close |
3,003.0 |
3,050.0 |
47.0 |
1.6% |
3,003.0 |
| Range |
46.0 |
51.0 |
5.0 |
10.9% |
158.0 |
| ATR |
50.5 |
50.6 |
0.0 |
0.1% |
0.0 |
| Volume |
1,542,819 |
2,121,342 |
578,523 |
37.5% |
7,276,590 |
|
| Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,188.0 |
3,170.0 |
3,078.1 |
|
| R3 |
3,137.0 |
3,119.0 |
3,064.0 |
|
| R2 |
3,086.0 |
3,086.0 |
3,059.4 |
|
| R1 |
3,068.0 |
3,068.0 |
3,054.7 |
3,077.0 |
| PP |
3,035.0 |
3,035.0 |
3,035.0 |
3,039.5 |
| S1 |
3,017.0 |
3,017.0 |
3,045.3 |
3,026.0 |
| S2 |
2,984.0 |
2,984.0 |
3,040.7 |
|
| S3 |
2,933.0 |
2,966.0 |
3,036.0 |
|
| S4 |
2,882.0 |
2,915.0 |
3,022.0 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,507.7 |
3,413.3 |
3,089.9 |
|
| R3 |
3,349.7 |
3,255.3 |
3,046.5 |
|
| R2 |
3,191.7 |
3,191.7 |
3,032.0 |
|
| R1 |
3,097.3 |
3,097.3 |
3,017.5 |
3,065.5 |
| PP |
3,033.7 |
3,033.7 |
3,033.7 |
3,017.8 |
| S1 |
2,939.3 |
2,939.3 |
2,988.5 |
2,907.5 |
| S2 |
2,875.7 |
2,875.7 |
2,974.0 |
|
| S3 |
2,717.7 |
2,781.3 |
2,959.6 |
|
| S4 |
2,559.7 |
2,623.3 |
2,916.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,119.0 |
2,970.0 |
149.0 |
4.9% |
52.8 |
1.7% |
54% |
False |
False |
1,708,717 |
| 10 |
3,160.0 |
2,970.0 |
190.0 |
6.2% |
49.0 |
1.6% |
42% |
False |
False |
1,323,529 |
| 20 |
3,164.0 |
2,970.0 |
194.0 |
6.4% |
44.0 |
1.4% |
41% |
False |
False |
1,180,806 |
| 40 |
3,176.0 |
2,933.0 |
243.0 |
8.0% |
48.9 |
1.6% |
48% |
False |
False |
1,132,183 |
| 60 |
3,178.0 |
2,910.0 |
268.0 |
8.8% |
46.0 |
1.5% |
52% |
False |
False |
1,007,856 |
| 80 |
3,178.0 |
2,910.0 |
268.0 |
8.8% |
42.9 |
1.4% |
52% |
False |
False |
776,731 |
| 100 |
3,178.0 |
2,910.0 |
268.0 |
8.8% |
40.7 |
1.3% |
52% |
False |
False |
621,694 |
| 120 |
3,178.0 |
2,857.0 |
321.0 |
10.5% |
38.7 |
1.3% |
60% |
False |
False |
518,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,269.8 |
|
2.618 |
3,186.5 |
|
1.618 |
3,135.5 |
|
1.000 |
3,104.0 |
|
0.618 |
3,084.5 |
|
HIGH |
3,053.0 |
|
0.618 |
3,033.5 |
|
0.500 |
3,027.5 |
|
0.382 |
3,021.5 |
|
LOW |
3,002.0 |
|
0.618 |
2,970.5 |
|
1.000 |
2,951.0 |
|
1.618 |
2,919.5 |
|
2.618 |
2,868.5 |
|
4.250 |
2,785.3 |
|
|
| Fisher Pivots for day following 17-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,042.5 |
3,041.5 |
| PP |
3,035.0 |
3,033.0 |
| S1 |
3,027.5 |
3,024.5 |
|