| Trading Metrics calculated at close of trading on 20-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,003.0 |
2,983.0 |
-20.0 |
-0.7% |
3,033.0 |
| High |
3,022.0 |
3,024.0 |
2.0 |
0.1% |
3,060.0 |
| Low |
2,968.0 |
2,970.0 |
2.0 |
0.1% |
2,902.0 |
| Close |
3,011.0 |
3,020.0 |
9.0 |
0.3% |
2,935.0 |
| Range |
54.0 |
54.0 |
0.0 |
0.0% |
158.0 |
| ATR |
49.6 |
49.9 |
0.3 |
0.6% |
0.0 |
| Volume |
946,656 |
946,656 |
0 |
0.0% |
1,919,287 |
|
| Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,166.7 |
3,147.3 |
3,049.7 |
|
| R3 |
3,112.7 |
3,093.3 |
3,034.9 |
|
| R2 |
3,058.7 |
3,058.7 |
3,029.9 |
|
| R1 |
3,039.3 |
3,039.3 |
3,025.0 |
3,049.0 |
| PP |
3,004.7 |
3,004.7 |
3,004.7 |
3,009.5 |
| S1 |
2,985.3 |
2,985.3 |
3,015.1 |
2,995.0 |
| S2 |
2,950.7 |
2,950.7 |
3,010.1 |
|
| S3 |
2,896.7 |
2,931.3 |
3,005.2 |
|
| S4 |
2,842.7 |
2,877.3 |
2,990.3 |
|
|
| 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 |
4.2% |
54.6 |
1.8% |
92% |
False |
False |
973,774 |
| 10 |
3,083.0 |
2,902.0 |
181.0 |
6.0% |
54.9 |
1.8% |
65% |
False |
False |
614,844 |
| 20 |
3,096.0 |
2,902.0 |
194.0 |
6.4% |
45.5 |
1.5% |
61% |
False |
False |
314,725 |
| 40 |
3,096.0 |
2,868.0 |
228.0 |
7.5% |
46.6 |
1.5% |
67% |
False |
False |
158,263 |
| 60 |
3,108.0 |
2,868.0 |
240.0 |
7.9% |
41.8 |
1.4% |
63% |
False |
False |
105,743 |
| 80 |
3,108.0 |
2,847.0 |
261.0 |
8.6% |
37.0 |
1.2% |
66% |
False |
False |
79,431 |
| 100 |
3,108.0 |
2,847.0 |
261.0 |
8.6% |
31.9 |
1.1% |
66% |
False |
False |
63,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,253.5 |
|
2.618 |
3,165.4 |
|
1.618 |
3,111.4 |
|
1.000 |
3,078.0 |
|
0.618 |
3,057.4 |
|
HIGH |
3,024.0 |
|
0.618 |
3,003.4 |
|
0.500 |
2,997.0 |
|
0.382 |
2,990.6 |
|
LOW |
2,970.0 |
|
0.618 |
2,936.6 |
|
1.000 |
2,916.0 |
|
1.618 |
2,882.6 |
|
2.618 |
2,828.6 |
|
4.250 |
2,740.5 |
|
|
| Fisher Pivots for day following 20-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,012.3 |
3,011.8 |
| PP |
3,004.7 |
3,003.7 |
| S1 |
2,997.0 |
2,995.5 |
|