| Trading Metrics calculated at close of trading on 18-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,005.0 |
3,048.0 |
43.0 |
1.4% |
3,101.0 |
| High |
3,053.0 |
3,098.0 |
45.0 |
1.5% |
3,128.0 |
| Low |
3,002.0 |
3,027.0 |
25.0 |
0.8% |
2,970.0 |
| Close |
3,050.0 |
3,073.0 |
23.0 |
0.8% |
3,003.0 |
| Range |
51.0 |
71.0 |
20.0 |
39.2% |
158.0 |
| ATR |
50.6 |
52.0 |
1.5 |
2.9% |
0.0 |
| Volume |
2,121,342 |
1,762,140 |
-359,202 |
-16.9% |
7,276,590 |
|
| Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,279.0 |
3,247.0 |
3,112.1 |
|
| R3 |
3,208.0 |
3,176.0 |
3,092.5 |
|
| R2 |
3,137.0 |
3,137.0 |
3,086.0 |
|
| R1 |
3,105.0 |
3,105.0 |
3,079.5 |
3,121.0 |
| PP |
3,066.0 |
3,066.0 |
3,066.0 |
3,074.0 |
| S1 |
3,034.0 |
3,034.0 |
3,066.5 |
3,050.0 |
| S2 |
2,995.0 |
2,995.0 |
3,060.0 |
|
| S3 |
2,924.0 |
2,963.0 |
3,053.5 |
|
| S4 |
2,853.0 |
2,892.0 |
3,034.0 |
|
|
| 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 |
3,098.0 |
2,970.0 |
128.0 |
4.2% |
59.2 |
1.9% |
80% |
True |
False |
1,796,443 |
| 10 |
3,160.0 |
2,970.0 |
190.0 |
6.2% |
50.0 |
1.6% |
54% |
False |
False |
1,423,325 |
| 20 |
3,164.0 |
2,970.0 |
194.0 |
6.3% |
45.9 |
1.5% |
53% |
False |
False |
1,226,454 |
| 40 |
3,176.0 |
2,933.0 |
243.0 |
7.9% |
50.0 |
1.6% |
58% |
False |
False |
1,167,338 |
| 60 |
3,178.0 |
2,910.0 |
268.0 |
8.7% |
46.7 |
1.5% |
61% |
False |
False |
1,025,257 |
| 80 |
3,178.0 |
2,910.0 |
268.0 |
8.7% |
43.6 |
1.4% |
61% |
False |
False |
798,757 |
| 100 |
3,178.0 |
2,910.0 |
268.0 |
8.7% |
41.2 |
1.3% |
61% |
False |
False |
639,314 |
| 120 |
3,178.0 |
2,857.0 |
321.0 |
10.4% |
39.1 |
1.3% |
67% |
False |
False |
532,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,399.8 |
|
2.618 |
3,283.9 |
|
1.618 |
3,212.9 |
|
1.000 |
3,169.0 |
|
0.618 |
3,141.9 |
|
HIGH |
3,098.0 |
|
0.618 |
3,070.9 |
|
0.500 |
3,062.5 |
|
0.382 |
3,054.1 |
|
LOW |
3,027.0 |
|
0.618 |
2,983.1 |
|
1.000 |
2,956.0 |
|
1.618 |
2,912.1 |
|
2.618 |
2,841.1 |
|
4.250 |
2,725.3 |
|
|
| Fisher Pivots for day following 18-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,069.5 |
3,060.0 |
| PP |
3,066.0 |
3,047.0 |
| S1 |
3,062.5 |
3,034.0 |
|