| 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 |
9,189.0 |
9,255.5 |
66.5 |
0.7% |
9,353.0 |
| High |
9,316.5 |
9,328.0 |
11.5 |
0.1% |
9,384.0 |
| Low |
9,103.0 |
9,172.5 |
69.5 |
0.8% |
8,909.5 |
| Close |
9,241.5 |
9,284.0 |
42.5 |
0.5% |
9,052.5 |
| Range |
213.5 |
155.5 |
-58.0 |
-27.2% |
474.5 |
| ATR |
164.3 |
163.7 |
-0.6 |
-0.4% |
0.0 |
| Volume |
148,891 |
150,430 |
1,539 |
1.0% |
739,814 |
|
| Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,728.0 |
9,661.5 |
9,369.5 |
|
| R3 |
9,572.5 |
9,506.0 |
9,326.8 |
|
| R2 |
9,417.0 |
9,417.0 |
9,312.5 |
|
| R1 |
9,350.5 |
9,350.5 |
9,298.3 |
9,383.8 |
| PP |
9,261.5 |
9,261.5 |
9,261.5 |
9,278.1 |
| S1 |
9,195.0 |
9,195.0 |
9,269.7 |
9,228.3 |
| S2 |
9,106.0 |
9,106.0 |
9,255.5 |
|
| S3 |
8,950.5 |
9,039.5 |
9,241.2 |
|
| S4 |
8,795.0 |
8,884.0 |
9,198.5 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,538.8 |
10,270.2 |
9,313.5 |
|
| R3 |
10,064.3 |
9,795.7 |
9,183.0 |
|
| R2 |
9,589.8 |
9,589.8 |
9,139.5 |
|
| R1 |
9,321.2 |
9,321.2 |
9,096.0 |
9,218.3 |
| PP |
9,115.3 |
9,115.3 |
9,115.3 |
9,063.9 |
| S1 |
8,846.7 |
8,846.7 |
9,009.0 |
8,743.8 |
| S2 |
8,640.8 |
8,640.8 |
8,965.5 |
|
| S3 |
8,166.3 |
8,372.2 |
8,922.0 |
|
| S4 |
7,691.8 |
7,897.7 |
8,791.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,328.0 |
8,909.5 |
418.5 |
4.5% |
200.0 |
2.2% |
89% |
True |
False |
160,800 |
| 10 |
9,590.0 |
8,909.5 |
680.5 |
7.3% |
172.0 |
1.9% |
55% |
False |
False |
147,254 |
| 20 |
9,737.5 |
8,909.5 |
828.0 |
8.9% |
151.8 |
1.6% |
45% |
False |
False |
126,783 |
| 40 |
9,775.5 |
8,909.5 |
866.0 |
9.3% |
154.0 |
1.7% |
43% |
False |
False |
125,972 |
| 60 |
9,802.5 |
8,909.5 |
893.0 |
9.6% |
137.8 |
1.5% |
42% |
False |
False |
110,016 |
| 80 |
9,802.5 |
8,909.5 |
893.0 |
9.6% |
125.9 |
1.4% |
42% |
False |
False |
84,636 |
| 100 |
9,802.5 |
8,869.0 |
933.5 |
10.1% |
115.8 |
1.2% |
44% |
False |
False |
67,742 |
| 120 |
9,802.5 |
8,505.0 |
1,297.5 |
14.0% |
108.9 |
1.2% |
60% |
False |
False |
56,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,988.9 |
|
2.618 |
9,735.1 |
|
1.618 |
9,579.6 |
|
1.000 |
9,483.5 |
|
0.618 |
9,424.1 |
|
HIGH |
9,328.0 |
|
0.618 |
9,268.6 |
|
0.500 |
9,250.3 |
|
0.382 |
9,231.9 |
|
LOW |
9,172.5 |
|
0.618 |
9,076.4 |
|
1.000 |
9,017.0 |
|
1.618 |
8,920.9 |
|
2.618 |
8,765.4 |
|
4.250 |
8,511.6 |
|
|
| Fisher Pivots for day following 19-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,272.8 |
9,252.8 |
| PP |
9,261.5 |
9,221.7 |
| S1 |
9,250.3 |
9,190.5 |
|