| Trading Metrics calculated at close of trading on 19-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
2,979.0 |
3,003.0 |
24.0 |
0.8% |
3,033.0 |
| High |
3,030.0 |
3,022.0 |
-8.0 |
-0.3% |
3,060.0 |
| Low |
2,961.0 |
2,968.0 |
7.0 |
0.2% |
2,902.0 |
| Close |
3,006.0 |
3,011.0 |
5.0 |
0.2% |
2,935.0 |
| Range |
69.0 |
54.0 |
-15.0 |
-21.7% |
158.0 |
| ATR |
49.3 |
49.6 |
0.3 |
0.7% |
0.0 |
| Volume |
1,184,745 |
946,656 |
-238,089 |
-20.1% |
1,919,287 |
|
| Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,162.3 |
3,140.7 |
3,040.7 |
|
| R3 |
3,108.3 |
3,086.7 |
3,025.9 |
|
| R2 |
3,054.3 |
3,054.3 |
3,020.9 |
|
| R1 |
3,032.7 |
3,032.7 |
3,016.0 |
3,043.5 |
| PP |
3,000.3 |
3,000.3 |
3,000.3 |
3,005.8 |
| S1 |
2,978.7 |
2,978.7 |
3,006.1 |
2,989.5 |
| S2 |
2,946.3 |
2,946.3 |
3,001.1 |
|
| S3 |
2,892.3 |
2,924.7 |
2,996.2 |
|
| S4 |
2,838.3 |
2,870.7 |
2,981.3 |
|
|
| 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 |
3,030.0 |
2,902.0 |
128.0 |
4.3% |
61.8 |
2.1% |
85% |
False |
False |
896,926 |
| 10 |
3,092.0 |
2,902.0 |
190.0 |
6.3% |
52.0 |
1.7% |
57% |
False |
False |
523,194 |
| 20 |
3,096.0 |
2,902.0 |
194.0 |
6.4% |
45.1 |
1.5% |
56% |
False |
False |
267,403 |
| 40 |
3,096.0 |
2,868.0 |
228.0 |
7.6% |
46.6 |
1.5% |
63% |
False |
False |
134,602 |
| 60 |
3,108.0 |
2,868.0 |
240.0 |
8.0% |
41.4 |
1.4% |
60% |
False |
False |
89,967 |
| 80 |
3,108.0 |
2,847.0 |
261.0 |
8.7% |
36.4 |
1.2% |
63% |
False |
False |
67,598 |
| 100 |
3,108.0 |
2,847.0 |
261.0 |
8.7% |
31.4 |
1.0% |
63% |
False |
False |
54,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,251.5 |
|
2.618 |
3,163.4 |
|
1.618 |
3,109.4 |
|
1.000 |
3,076.0 |
|
0.618 |
3,055.4 |
|
HIGH |
3,022.0 |
|
0.618 |
3,001.4 |
|
0.500 |
2,995.0 |
|
0.382 |
2,988.6 |
|
LOW |
2,968.0 |
|
0.618 |
2,934.6 |
|
1.000 |
2,914.0 |
|
1.618 |
2,880.6 |
|
2.618 |
2,826.6 |
|
4.250 |
2,738.5 |
|
|
| Fisher Pivots for day following 19-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,005.7 |
3,001.7 |
| PP |
3,000.3 |
2,992.3 |
| S1 |
2,995.0 |
2,983.0 |
|