| Trading Metrics calculated at close of trading on 20-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,071.0 |
3,048.0 |
-23.0 |
-0.7% |
3,101.0 |
| High |
3,090.0 |
3,093.0 |
3.0 |
0.1% |
3,128.0 |
| Low |
3,036.0 |
3,036.0 |
0.0 |
0.0% |
2,970.0 |
| Close |
3,078.0 |
3,088.0 |
10.0 |
0.3% |
3,003.0 |
| Range |
54.0 |
57.0 |
3.0 |
5.6% |
158.0 |
| ATR |
52.2 |
52.5 |
0.3 |
0.7% |
0.0 |
| Volume |
1,509,125 |
1,268,454 |
-240,671 |
-15.9% |
7,276,590 |
|
| Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,243.3 |
3,222.7 |
3,119.4 |
|
| R3 |
3,186.3 |
3,165.7 |
3,103.7 |
|
| R2 |
3,129.3 |
3,129.3 |
3,098.5 |
|
| R1 |
3,108.7 |
3,108.7 |
3,093.2 |
3,119.0 |
| PP |
3,072.3 |
3,072.3 |
3,072.3 |
3,077.5 |
| S1 |
3,051.7 |
3,051.7 |
3,082.8 |
3,062.0 |
| S2 |
3,015.3 |
3,015.3 |
3,077.6 |
|
| S3 |
2,958.3 |
2,994.7 |
3,072.3 |
|
| S4 |
2,901.3 |
2,937.7 |
3,056.7 |
|
|
| 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 |
4.1% |
55.8 |
1.8% |
92% |
False |
False |
1,640,776 |
| 10 |
3,152.0 |
2,970.0 |
182.0 |
5.9% |
56.1 |
1.8% |
65% |
False |
False |
1,490,238 |
| 20 |
3,164.0 |
2,970.0 |
194.0 |
6.3% |
47.1 |
1.5% |
61% |
False |
False |
1,278,581 |
| 40 |
3,164.0 |
2,933.0 |
231.0 |
7.5% |
51.1 |
1.7% |
67% |
False |
False |
1,193,434 |
| 60 |
3,178.0 |
2,933.0 |
245.0 |
7.9% |
46.9 |
1.5% |
63% |
False |
False |
1,037,189 |
| 80 |
3,178.0 |
2,910.0 |
268.0 |
8.7% |
44.0 |
1.4% |
66% |
False |
False |
833,170 |
| 100 |
3,178.0 |
2,910.0 |
268.0 |
8.7% |
41.8 |
1.4% |
66% |
False |
False |
667,087 |
| 120 |
3,178.0 |
2,857.0 |
321.0 |
10.4% |
39.6 |
1.3% |
72% |
False |
False |
555,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,335.3 |
|
2.618 |
3,242.2 |
|
1.618 |
3,185.2 |
|
1.000 |
3,150.0 |
|
0.618 |
3,128.2 |
|
HIGH |
3,093.0 |
|
0.618 |
3,071.2 |
|
0.500 |
3,064.5 |
|
0.382 |
3,057.8 |
|
LOW |
3,036.0 |
|
0.618 |
3,000.8 |
|
1.000 |
2,979.0 |
|
1.618 |
2,943.8 |
|
2.618 |
2,886.8 |
|
4.250 |
2,793.8 |
|
|
| Fisher Pivots for day following 20-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,080.2 |
3,079.5 |
| PP |
3,072.3 |
3,071.0 |
| S1 |
3,064.5 |
3,062.5 |
|