| Trading Metrics calculated at close of trading on 14-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,007.0 |
2,933.0 |
-74.0 |
-2.5% |
3,033.0 |
| High |
3,012.0 |
2,948.0 |
-64.0 |
-2.1% |
3,060.0 |
| Low |
2,922.0 |
2,902.0 |
-20.0 |
-0.7% |
2,902.0 |
| Close |
2,956.0 |
2,935.0 |
-21.0 |
-0.7% |
2,935.0 |
| Range |
90.0 |
46.0 |
-44.0 |
-48.9% |
158.0 |
| ATR |
47.0 |
47.5 |
0.5 |
1.1% |
0.0 |
| Volume |
562,416 |
671,277 |
108,861 |
19.4% |
1,919,287 |
|
| Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,066.3 |
3,046.7 |
2,960.3 |
|
| R3 |
3,020.3 |
3,000.7 |
2,947.7 |
|
| R2 |
2,974.3 |
2,974.3 |
2,943.4 |
|
| R1 |
2,954.7 |
2,954.7 |
2,939.2 |
2,964.5 |
| PP |
2,928.3 |
2,928.3 |
2,928.3 |
2,933.3 |
| S1 |
2,908.7 |
2,908.7 |
2,930.8 |
2,918.5 |
| S2 |
2,882.3 |
2,882.3 |
2,926.6 |
|
| S3 |
2,836.3 |
2,862.7 |
2,922.4 |
|
| S4 |
2,790.3 |
2,816.7 |
2,909.7 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,439.7 |
3,345.3 |
3,021.9 |
|
| R3 |
3,281.7 |
3,187.3 |
2,978.5 |
|
| R2 |
3,123.7 |
3,123.7 |
2,964.0 |
|
| R1 |
3,029.3 |
3,029.3 |
2,949.5 |
2,997.5 |
| PP |
2,965.7 |
2,965.7 |
2,965.7 |
2,949.8 |
| S1 |
2,871.3 |
2,871.3 |
2,920.5 |
2,839.5 |
| S2 |
2,807.7 |
2,807.7 |
2,906.0 |
|
| S3 |
2,649.7 |
2,713.3 |
2,891.6 |
|
| S4 |
2,491.7 |
2,555.3 |
2,848.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,060.0 |
2,902.0 |
158.0 |
5.4% |
52.8 |
1.8% |
21% |
False |
True |
383,857 |
| 10 |
3,092.0 |
2,902.0 |
190.0 |
6.5% |
48.8 |
1.7% |
17% |
False |
True |
206,584 |
| 20 |
3,096.0 |
2,902.0 |
194.0 |
6.6% |
40.3 |
1.4% |
17% |
False |
True |
104,879 |
| 40 |
3,108.0 |
2,868.0 |
240.0 |
8.2% |
44.0 |
1.5% |
28% |
False |
False |
53,459 |
| 60 |
3,108.0 |
2,850.0 |
258.0 |
8.8% |
40.6 |
1.4% |
33% |
False |
False |
35,821 |
| 80 |
3,108.0 |
2,847.0 |
261.0 |
8.9% |
34.4 |
1.2% |
34% |
False |
False |
26,962 |
| 100 |
3,108.0 |
2,847.0 |
261.0 |
8.9% |
29.8 |
1.0% |
34% |
False |
False |
21,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,143.5 |
|
2.618 |
3,068.4 |
|
1.618 |
3,022.4 |
|
1.000 |
2,994.0 |
|
0.618 |
2,976.4 |
|
HIGH |
2,948.0 |
|
0.618 |
2,930.4 |
|
0.500 |
2,925.0 |
|
0.382 |
2,919.6 |
|
LOW |
2,902.0 |
|
0.618 |
2,873.6 |
|
1.000 |
2,856.0 |
|
1.618 |
2,827.6 |
|
2.618 |
2,781.6 |
|
4.250 |
2,706.5 |
|
|
| Fisher Pivots for day following 14-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,931.7 |
2,957.5 |
| PP |
2,928.3 |
2,950.0 |
| S1 |
2,925.0 |
2,942.5 |
|