| Trading Metrics calculated at close of trading on 17-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
2,933.0 |
2,938.0 |
5.0 |
0.2% |
3,033.0 |
| High |
2,948.0 |
2,986.0 |
38.0 |
1.3% |
3,060.0 |
| Low |
2,902.0 |
2,936.0 |
34.0 |
1.2% |
2,902.0 |
| Close |
2,935.0 |
2,983.0 |
48.0 |
1.6% |
2,935.0 |
| Range |
46.0 |
50.0 |
4.0 |
8.7% |
158.0 |
| ATR |
47.5 |
47.8 |
0.2 |
0.5% |
0.0 |
| Volume |
671,277 |
1,119,536 |
448,259 |
66.8% |
1,919,287 |
|
| Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,118.3 |
3,100.7 |
3,010.5 |
|
| R3 |
3,068.3 |
3,050.7 |
2,996.8 |
|
| R2 |
3,018.3 |
3,018.3 |
2,992.2 |
|
| R1 |
3,000.7 |
3,000.7 |
2,987.6 |
3,009.5 |
| PP |
2,968.3 |
2,968.3 |
2,968.3 |
2,972.8 |
| S1 |
2,950.7 |
2,950.7 |
2,978.4 |
2,959.5 |
| S2 |
2,918.3 |
2,918.3 |
2,973.8 |
|
| S3 |
2,868.3 |
2,900.7 |
2,969.3 |
|
| S4 |
2,818.3 |
2,850.7 |
2,955.5 |
|
|
| 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 |
3,051.0 |
2,902.0 |
149.0 |
5.0% |
52.2 |
1.7% |
54% |
False |
False |
591,760 |
| 10 |
3,092.0 |
2,902.0 |
190.0 |
6.4% |
48.3 |
1.6% |
43% |
False |
False |
316,929 |
| 20 |
3,096.0 |
2,902.0 |
194.0 |
6.5% |
42.1 |
1.4% |
42% |
False |
False |
160,853 |
| 40 |
3,108.0 |
2,868.0 |
240.0 |
8.0% |
44.8 |
1.5% |
48% |
False |
False |
81,446 |
| 60 |
3,108.0 |
2,868.0 |
240.0 |
8.0% |
40.4 |
1.4% |
48% |
False |
False |
54,480 |
| 80 |
3,108.0 |
2,847.0 |
261.0 |
8.7% |
34.9 |
1.2% |
52% |
False |
False |
40,956 |
| 100 |
3,108.0 |
2,847.0 |
261.0 |
8.7% |
30.3 |
1.0% |
52% |
False |
False |
32,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,198.5 |
|
2.618 |
3,116.9 |
|
1.618 |
3,066.9 |
|
1.000 |
3,036.0 |
|
0.618 |
3,016.9 |
|
HIGH |
2,986.0 |
|
0.618 |
2,966.9 |
|
0.500 |
2,961.0 |
|
0.382 |
2,955.1 |
|
LOW |
2,936.0 |
|
0.618 |
2,905.1 |
|
1.000 |
2,886.0 |
|
1.618 |
2,855.1 |
|
2.618 |
2,805.1 |
|
4.250 |
2,723.5 |
|
|
| Fisher Pivots for day following 17-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,975.7 |
2,974.3 |
| PP |
2,968.3 |
2,965.7 |
| S1 |
2,961.0 |
2,957.0 |
|