| Trading Metrics calculated at close of trading on 21-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,048.0 |
3,092.0 |
44.0 |
1.4% |
3,005.0 |
| High |
3,093.0 |
3,112.0 |
19.0 |
0.6% |
3,112.0 |
| Low |
3,036.0 |
3,087.0 |
51.0 |
1.7% |
3,002.0 |
| Close |
3,088.0 |
3,102.3 |
14.3 |
0.5% |
3,102.3 |
| Range |
57.0 |
25.0 |
-32.0 |
-56.1% |
110.0 |
| ATR |
52.5 |
50.5 |
-2.0 |
-3.7% |
0.0 |
| Volume |
1,268,454 |
85,850 |
-1,182,604 |
-93.2% |
6,746,911 |
|
| Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,175.4 |
3,163.9 |
3,116.1 |
|
| R3 |
3,150.4 |
3,138.9 |
3,109.2 |
|
| R2 |
3,125.4 |
3,125.4 |
3,106.9 |
|
| R1 |
3,113.9 |
3,113.9 |
3,104.6 |
3,119.7 |
| PP |
3,100.4 |
3,100.4 |
3,100.4 |
3,103.3 |
| S1 |
3,088.9 |
3,088.9 |
3,100.0 |
3,094.7 |
| S2 |
3,075.4 |
3,075.4 |
3,097.7 |
|
| S3 |
3,050.4 |
3,063.9 |
3,095.4 |
|
| S4 |
3,025.4 |
3,038.9 |
3,088.6 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,402.1 |
3,362.2 |
3,162.8 |
|
| R3 |
3,292.1 |
3,252.2 |
3,132.6 |
|
| R2 |
3,182.1 |
3,182.1 |
3,122.5 |
|
| R1 |
3,142.2 |
3,142.2 |
3,112.4 |
3,162.2 |
| PP |
3,072.1 |
3,072.1 |
3,072.1 |
3,082.1 |
| S1 |
3,032.2 |
3,032.2 |
3,092.2 |
3,052.2 |
| S2 |
2,962.1 |
2,962.1 |
3,082.1 |
|
| S3 |
2,852.1 |
2,922.2 |
3,072.1 |
|
| S4 |
2,742.1 |
2,812.2 |
3,041.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,112.0 |
3,002.0 |
110.0 |
3.5% |
51.6 |
1.7% |
91% |
True |
False |
1,349,382 |
| 10 |
3,128.0 |
2,970.0 |
158.0 |
5.1% |
52.6 |
1.7% |
84% |
False |
False |
1,402,350 |
| 20 |
3,164.0 |
2,970.0 |
194.0 |
6.3% |
47.2 |
1.5% |
68% |
False |
False |
1,240,417 |
| 40 |
3,164.0 |
2,933.0 |
231.0 |
7.4% |
50.4 |
1.6% |
73% |
False |
False |
1,153,488 |
| 60 |
3,178.0 |
2,933.0 |
245.0 |
7.9% |
46.2 |
1.5% |
69% |
False |
False |
1,025,635 |
| 80 |
3,178.0 |
2,910.0 |
268.0 |
8.6% |
43.8 |
1.4% |
72% |
False |
False |
834,240 |
| 100 |
3,178.0 |
2,910.0 |
268.0 |
8.6% |
41.8 |
1.3% |
72% |
False |
False |
667,944 |
| 120 |
3,178.0 |
2,857.0 |
321.0 |
10.3% |
39.6 |
1.3% |
76% |
False |
False |
556,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,218.3 |
|
2.618 |
3,177.5 |
|
1.618 |
3,152.5 |
|
1.000 |
3,137.0 |
|
0.618 |
3,127.5 |
|
HIGH |
3,112.0 |
|
0.618 |
3,102.5 |
|
0.500 |
3,099.5 |
|
0.382 |
3,096.6 |
|
LOW |
3,087.0 |
|
0.618 |
3,071.6 |
|
1.000 |
3,062.0 |
|
1.618 |
3,046.6 |
|
2.618 |
3,021.6 |
|
4.250 |
2,980.8 |
|
|
| Fisher Pivots for day following 21-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,101.4 |
3,092.9 |
| PP |
3,100.4 |
3,083.4 |
| S1 |
3,099.5 |
3,074.0 |
|