| Trading Metrics calculated at close of trading on 18-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
6,518.0 |
6,560.0 |
42.0 |
0.6% |
6,703.0 |
| High |
6,590.5 |
6,700.0 |
109.5 |
1.7% |
6,738.0 |
| Low |
6,514.0 |
6,531.0 |
17.0 |
0.3% |
6,497.5 |
| Close |
6,567.5 |
6,598.0 |
30.5 |
0.5% |
6,518.5 |
| Range |
76.5 |
169.0 |
92.5 |
120.9% |
240.5 |
| ATR |
81.2 |
87.4 |
6.3 |
7.7% |
0.0 |
| Volume |
437,354 |
219,684 |
-217,670 |
-49.8% |
804,878 |
|
| Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,116.5 |
7,026.5 |
6,691.0 |
|
| R3 |
6,947.5 |
6,857.5 |
6,644.5 |
|
| R2 |
6,778.5 |
6,778.5 |
6,629.0 |
|
| R1 |
6,688.5 |
6,688.5 |
6,613.5 |
6,733.5 |
| PP |
6,609.5 |
6,609.5 |
6,609.5 |
6,632.0 |
| S1 |
6,519.5 |
6,519.5 |
6,582.5 |
6,564.5 |
| S2 |
6,440.5 |
6,440.5 |
6,567.0 |
|
| S3 |
6,271.5 |
6,350.5 |
6,551.5 |
|
| S4 |
6,102.5 |
6,181.5 |
6,505.0 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,306.0 |
7,153.0 |
6,651.0 |
|
| R3 |
7,065.5 |
6,912.5 |
6,584.5 |
|
| R2 |
6,825.0 |
6,825.0 |
6,562.5 |
|
| R1 |
6,672.0 |
6,672.0 |
6,540.5 |
6,628.0 |
| PP |
6,584.5 |
6,584.5 |
6,584.5 |
6,563.0 |
| S1 |
6,431.5 |
6,431.5 |
6,496.5 |
6,388.0 |
| S2 |
6,344.0 |
6,344.0 |
6,474.5 |
|
| S3 |
6,103.5 |
6,191.0 |
6,452.5 |
|
| S4 |
5,863.0 |
5,950.5 |
6,386.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,700.0 |
6,497.5 |
202.5 |
3.1% |
97.0 |
1.5% |
50% |
True |
False |
246,619 |
| 10 |
6,800.0 |
6,497.5 |
302.5 |
4.6% |
83.0 |
1.3% |
33% |
False |
False |
180,299 |
| 20 |
6,858.0 |
6,497.5 |
360.5 |
5.5% |
81.5 |
1.2% |
28% |
False |
False |
153,296 |
| 40 |
6,858.0 |
6,344.5 |
513.5 |
7.8% |
86.0 |
1.3% |
49% |
False |
False |
136,392 |
| 60 |
6,858.0 |
6,344.5 |
513.5 |
7.8% |
77.0 |
1.2% |
49% |
False |
False |
115,542 |
| 80 |
6,858.0 |
6,344.5 |
513.5 |
7.8% |
72.0 |
1.1% |
49% |
False |
False |
100,064 |
| 100 |
6,858.0 |
6,344.5 |
513.5 |
7.8% |
66.0 |
1.0% |
49% |
False |
False |
80,193 |
| 120 |
6,858.0 |
6,275.0 |
583.0 |
8.8% |
59.0 |
0.9% |
55% |
False |
False |
66,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,418.0 |
|
2.618 |
7,142.5 |
|
1.618 |
6,973.5 |
|
1.000 |
6,869.0 |
|
0.618 |
6,804.5 |
|
HIGH |
6,700.0 |
|
0.618 |
6,635.5 |
|
0.500 |
6,615.5 |
|
0.382 |
6,595.5 |
|
LOW |
6,531.0 |
|
0.618 |
6,426.5 |
|
1.000 |
6,362.0 |
|
1.618 |
6,257.5 |
|
2.618 |
6,088.5 |
|
4.250 |
5,813.0 |
|
|
| Fisher Pivots for day following 18-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,615.5 |
6,599.0 |
| PP |
6,609.5 |
6,598.5 |
| S1 |
6,604.0 |
6,598.0 |
|