| Trading Metrics calculated at close of trading on 11-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
6,703.0 |
6,681.5 |
-21.5 |
-0.3% |
6,730.5 |
| High |
6,738.0 |
6,698.5 |
-39.5 |
-0.6% |
6,804.5 |
| Low |
6,649.0 |
6,637.5 |
-11.5 |
-0.2% |
6,643.5 |
| Close |
6,659.5 |
6,660.5 |
1.0 |
0.0% |
6,696.5 |
| Range |
89.0 |
61.0 |
-28.0 |
-31.5% |
161.0 |
| ATR |
82.1 |
80.6 |
-1.5 |
-1.8% |
0.0 |
| Volume |
122,851 |
105,968 |
-16,883 |
-13.7% |
564,602 |
|
| Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,848.5 |
6,815.5 |
6,694.0 |
|
| R3 |
6,787.5 |
6,754.5 |
6,677.5 |
|
| R2 |
6,726.5 |
6,726.5 |
6,671.5 |
|
| R1 |
6,693.5 |
6,693.5 |
6,666.0 |
6,679.5 |
| PP |
6,665.5 |
6,665.5 |
6,665.5 |
6,658.5 |
| S1 |
6,632.5 |
6,632.5 |
6,655.0 |
6,618.5 |
| S2 |
6,604.5 |
6,604.5 |
6,649.5 |
|
| S3 |
6,543.5 |
6,571.5 |
6,643.5 |
|
| S4 |
6,482.5 |
6,510.5 |
6,627.0 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,198.0 |
7,108.0 |
6,785.0 |
|
| R3 |
7,037.0 |
6,947.0 |
6,741.0 |
|
| R2 |
6,876.0 |
6,876.0 |
6,726.0 |
|
| R1 |
6,786.0 |
6,786.0 |
6,711.5 |
6,750.5 |
| PP |
6,715.0 |
6,715.0 |
6,715.0 |
6,697.0 |
| S1 |
6,625.0 |
6,625.0 |
6,681.5 |
6,589.5 |
| S2 |
6,554.0 |
6,554.0 |
6,667.0 |
|
| S3 |
6,393.0 |
6,464.0 |
6,652.0 |
|
| S4 |
6,232.0 |
6,303.0 |
6,608.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,800.0 |
6,637.5 |
162.5 |
2.4% |
68.5 |
1.0% |
14% |
False |
True |
113,980 |
| 10 |
6,809.5 |
6,637.5 |
172.0 |
2.6% |
76.5 |
1.1% |
13% |
False |
True |
120,902 |
| 20 |
6,858.0 |
6,565.0 |
293.0 |
4.4% |
74.5 |
1.1% |
33% |
False |
False |
116,579 |
| 40 |
6,858.0 |
6,344.5 |
513.5 |
7.7% |
79.5 |
1.2% |
62% |
False |
False |
115,457 |
| 60 |
6,858.0 |
6,344.5 |
513.5 |
7.7% |
75.5 |
1.1% |
62% |
False |
False |
108,083 |
| 80 |
6,858.0 |
6,344.5 |
513.5 |
7.7% |
68.5 |
1.0% |
62% |
False |
False |
84,654 |
| 100 |
6,858.0 |
6,344.5 |
513.5 |
7.7% |
63.0 |
0.9% |
62% |
False |
False |
67,869 |
| 120 |
6,858.0 |
6,275.0 |
583.0 |
8.8% |
55.5 |
0.8% |
66% |
False |
False |
56,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,958.0 |
|
2.618 |
6,858.0 |
|
1.618 |
6,797.0 |
|
1.000 |
6,759.5 |
|
0.618 |
6,736.0 |
|
HIGH |
6,698.5 |
|
0.618 |
6,675.0 |
|
0.500 |
6,668.0 |
|
0.382 |
6,661.0 |
|
LOW |
6,637.5 |
|
0.618 |
6,600.0 |
|
1.000 |
6,576.5 |
|
1.618 |
6,539.0 |
|
2.618 |
6,478.0 |
|
4.250 |
6,378.0 |
|
|
| Fisher Pivots for day following 11-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,668.0 |
6,709.5 |
| PP |
6,665.5 |
6,693.0 |
| S1 |
6,663.0 |
6,677.0 |
|