| Trading Metrics calculated at close of trading on 21-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
2,983.0 |
3,024.0 |
41.0 |
1.4% |
2,938.0 |
| High |
3,024.0 |
3,043.0 |
19.0 |
0.6% |
3,043.0 |
| Low |
2,970.0 |
2,997.0 |
27.0 |
0.9% |
2,936.0 |
| Close |
3,020.0 |
3,033.0 |
13.0 |
0.4% |
3,033.0 |
| Range |
54.0 |
46.0 |
-8.0 |
-14.8% |
107.0 |
| ATR |
49.9 |
49.7 |
-0.3 |
-0.6% |
0.0 |
| Volume |
946,656 |
978,550 |
31,894 |
3.4% |
5,176,143 |
|
| Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,162.3 |
3,143.7 |
3,058.3 |
|
| R3 |
3,116.3 |
3,097.7 |
3,045.7 |
|
| R2 |
3,070.3 |
3,070.3 |
3,041.4 |
|
| R1 |
3,051.7 |
3,051.7 |
3,037.2 |
3,061.0 |
| PP |
3,024.3 |
3,024.3 |
3,024.3 |
3,029.0 |
| S1 |
3,005.7 |
3,005.7 |
3,028.8 |
3,015.0 |
| S2 |
2,978.3 |
2,978.3 |
3,024.6 |
|
| S3 |
2,932.3 |
2,959.7 |
3,020.4 |
|
| S4 |
2,886.3 |
2,913.7 |
3,007.7 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,325.0 |
3,286.0 |
3,091.9 |
|
| R3 |
3,218.0 |
3,179.0 |
3,062.4 |
|
| R2 |
3,111.0 |
3,111.0 |
3,052.6 |
|
| R1 |
3,072.0 |
3,072.0 |
3,042.8 |
3,091.5 |
| PP |
3,004.0 |
3,004.0 |
3,004.0 |
3,013.8 |
| S1 |
2,965.0 |
2,965.0 |
3,023.2 |
2,984.5 |
| S2 |
2,897.0 |
2,897.0 |
3,013.4 |
|
| S3 |
2,790.0 |
2,858.0 |
3,003.6 |
|
| S4 |
2,683.0 |
2,751.0 |
2,974.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,043.0 |
2,936.0 |
107.0 |
3.5% |
54.6 |
1.8% |
91% |
True |
False |
1,035,228 |
| 10 |
3,060.0 |
2,902.0 |
158.0 |
5.2% |
53.7 |
1.8% |
83% |
False |
False |
709,543 |
| 20 |
3,096.0 |
2,902.0 |
194.0 |
6.4% |
46.8 |
1.5% |
68% |
False |
False |
363,645 |
| 40 |
3,096.0 |
2,868.0 |
228.0 |
7.5% |
45.0 |
1.5% |
72% |
False |
False |
182,718 |
| 60 |
3,108.0 |
2,868.0 |
240.0 |
7.9% |
42.2 |
1.4% |
69% |
False |
False |
122,047 |
| 80 |
3,108.0 |
2,847.0 |
261.0 |
8.6% |
37.4 |
1.2% |
71% |
False |
False |
91,663 |
| 100 |
3,108.0 |
2,847.0 |
261.0 |
8.6% |
32.3 |
1.1% |
71% |
False |
False |
73,407 |
| 120 |
3,108.0 |
2,807.0 |
301.0 |
9.9% |
28.9 |
1.0% |
75% |
False |
False |
61,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,238.5 |
|
2.618 |
3,163.4 |
|
1.618 |
3,117.4 |
|
1.000 |
3,089.0 |
|
0.618 |
3,071.4 |
|
HIGH |
3,043.0 |
|
0.618 |
3,025.4 |
|
0.500 |
3,020.0 |
|
0.382 |
3,014.6 |
|
LOW |
2,997.0 |
|
0.618 |
2,968.6 |
|
1.000 |
2,951.0 |
|
1.618 |
2,922.6 |
|
2.618 |
2,876.6 |
|
4.250 |
2,801.5 |
|
|
| Fisher Pivots for day following 21-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,028.7 |
3,023.8 |
| PP |
3,024.3 |
3,014.7 |
| S1 |
3,020.0 |
3,005.5 |
|