| Trading Metrics calculated at close of trading on 13-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,011.0 |
3,007.0 |
-4.0 |
-0.1% |
3,030.0 |
| High |
3,013.0 |
3,012.0 |
-1.0 |
0.0% |
3,092.0 |
| Low |
2,976.0 |
2,922.0 |
-54.0 |
-1.8% |
2,979.0 |
| Close |
3,001.0 |
2,956.0 |
-45.0 |
-1.5% |
3,029.0 |
| Range |
37.0 |
90.0 |
53.0 |
143.2% |
113.0 |
| ATR |
43.7 |
47.0 |
3.3 |
7.6% |
0.0 |
| Volume |
308,972 |
562,416 |
253,444 |
82.0% |
146,561 |
|
| Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,233.3 |
3,184.7 |
3,005.5 |
|
| R3 |
3,143.3 |
3,094.7 |
2,980.8 |
|
| R2 |
3,053.3 |
3,053.3 |
2,972.5 |
|
| R1 |
3,004.7 |
3,004.7 |
2,964.3 |
2,984.0 |
| PP |
2,963.3 |
2,963.3 |
2,963.3 |
2,953.0 |
| S1 |
2,914.7 |
2,914.7 |
2,947.8 |
2,894.0 |
| S2 |
2,873.3 |
2,873.3 |
2,939.5 |
|
| S3 |
2,783.3 |
2,824.7 |
2,931.3 |
|
| S4 |
2,693.3 |
2,734.7 |
2,906.5 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,372.3 |
3,313.7 |
3,091.2 |
|
| R3 |
3,259.3 |
3,200.7 |
3,060.1 |
|
| R2 |
3,146.3 |
3,146.3 |
3,049.7 |
|
| R1 |
3,087.7 |
3,087.7 |
3,039.4 |
3,060.5 |
| PP |
3,033.3 |
3,033.3 |
3,033.3 |
3,019.8 |
| S1 |
2,974.7 |
2,974.7 |
3,018.6 |
2,947.5 |
| S2 |
2,920.3 |
2,920.3 |
3,008.3 |
|
| S3 |
2,807.3 |
2,861.7 |
2,997.9 |
|
| S4 |
2,694.3 |
2,748.7 |
2,966.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,083.0 |
2,922.0 |
161.0 |
5.4% |
55.2 |
1.9% |
21% |
False |
True |
255,915 |
| 10 |
3,092.0 |
2,922.0 |
170.0 |
5.8% |
47.7 |
1.6% |
20% |
False |
True |
140,518 |
| 20 |
3,096.0 |
2,922.0 |
174.0 |
5.9% |
39.5 |
1.3% |
20% |
False |
True |
71,324 |
| 40 |
3,108.0 |
2,868.0 |
240.0 |
8.1% |
43.4 |
1.5% |
37% |
False |
False |
36,678 |
| 60 |
3,108.0 |
2,847.0 |
261.0 |
8.8% |
40.2 |
1.4% |
42% |
False |
False |
24,635 |
| 80 |
3,108.0 |
2,847.0 |
261.0 |
8.8% |
33.9 |
1.1% |
42% |
False |
False |
18,571 |
| 100 |
3,108.0 |
2,847.0 |
261.0 |
8.8% |
29.5 |
1.0% |
42% |
False |
False |
14,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,394.5 |
|
2.618 |
3,247.6 |
|
1.618 |
3,157.6 |
|
1.000 |
3,102.0 |
|
0.618 |
3,067.6 |
|
HIGH |
3,012.0 |
|
0.618 |
2,977.6 |
|
0.500 |
2,967.0 |
|
0.382 |
2,956.4 |
|
LOW |
2,922.0 |
|
0.618 |
2,866.4 |
|
1.000 |
2,832.0 |
|
1.618 |
2,776.4 |
|
2.618 |
2,686.4 |
|
4.250 |
2,539.5 |
|
|
| Fisher Pivots for day following 13-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,967.0 |
2,986.5 |
| PP |
2,963.3 |
2,976.3 |
| S1 |
2,959.7 |
2,966.2 |
|