| Trading Metrics calculated at close of trading on 19-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,048.0 |
3,071.0 |
23.0 |
0.8% |
3,101.0 |
| High |
3,098.0 |
3,090.0 |
-8.0 |
-0.3% |
3,128.0 |
| Low |
3,027.0 |
3,036.0 |
9.0 |
0.3% |
2,970.0 |
| Close |
3,073.0 |
3,078.0 |
5.0 |
0.2% |
3,003.0 |
| Range |
71.0 |
54.0 |
-17.0 |
-23.9% |
158.0 |
| ATR |
52.0 |
52.2 |
0.1 |
0.3% |
0.0 |
| Volume |
1,762,140 |
1,509,125 |
-253,015 |
-14.4% |
7,276,590 |
|
| Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,230.0 |
3,208.0 |
3,107.7 |
|
| R3 |
3,176.0 |
3,154.0 |
3,092.9 |
|
| R2 |
3,122.0 |
3,122.0 |
3,087.9 |
|
| R1 |
3,100.0 |
3,100.0 |
3,083.0 |
3,111.0 |
| PP |
3,068.0 |
3,068.0 |
3,068.0 |
3,073.5 |
| S1 |
3,046.0 |
3,046.0 |
3,073.1 |
3,057.0 |
| S2 |
3,014.0 |
3,014.0 |
3,068.1 |
|
| S3 |
2,960.0 |
2,992.0 |
3,063.2 |
|
| S4 |
2,906.0 |
2,938.0 |
3,048.3 |
|
|
| 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% |
62.2 |
2.0% |
84% |
False |
False |
1,794,559 |
| 10 |
3,160.0 |
2,970.0 |
190.0 |
6.2% |
53.0 |
1.7% |
57% |
False |
False |
1,484,732 |
| 20 |
3,164.0 |
2,970.0 |
194.0 |
6.3% |
46.7 |
1.5% |
56% |
False |
False |
1,259,450 |
| 40 |
3,170.0 |
2,933.0 |
237.0 |
7.7% |
50.6 |
1.6% |
61% |
False |
False |
1,186,724 |
| 60 |
3,178.0 |
2,933.0 |
245.0 |
8.0% |
46.4 |
1.5% |
59% |
False |
False |
1,032,844 |
| 80 |
3,178.0 |
2,910.0 |
268.0 |
8.7% |
43.7 |
1.4% |
63% |
False |
False |
817,530 |
| 100 |
3,178.0 |
2,910.0 |
268.0 |
8.7% |
41.5 |
1.3% |
63% |
False |
False |
654,404 |
| 120 |
3,178.0 |
2,857.0 |
321.0 |
10.4% |
39.3 |
1.3% |
69% |
False |
False |
545,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,319.5 |
|
2.618 |
3,231.4 |
|
1.618 |
3,177.4 |
|
1.000 |
3,144.0 |
|
0.618 |
3,123.4 |
|
HIGH |
3,090.0 |
|
0.618 |
3,069.4 |
|
0.500 |
3,063.0 |
|
0.382 |
3,056.6 |
|
LOW |
3,036.0 |
|
0.618 |
3,002.6 |
|
1.000 |
2,982.0 |
|
1.618 |
2,948.6 |
|
2.618 |
2,894.6 |
|
4.250 |
2,806.5 |
|
|
| Fisher Pivots for day following 19-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,073.0 |
3,068.7 |
| PP |
3,068.0 |
3,059.3 |
| S1 |
3,063.0 |
3,050.0 |
|