| Trading Metrics calculated at close of trading on 26-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2014 |
26-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,011.0 |
3,047.0 |
36.0 |
1.2% |
2,938.0 |
| High |
3,033.0 |
3,075.0 |
42.0 |
1.4% |
3,043.0 |
| Low |
2,978.0 |
3,037.0 |
59.0 |
2.0% |
2,936.0 |
| Close |
2,983.0 |
3,060.0 |
77.0 |
2.6% |
3,033.0 |
| Range |
55.0 |
38.0 |
-17.0 |
-30.9% |
107.0 |
| ATR |
50.0 |
53.0 |
3.0 |
6.0% |
0.0 |
| Volume |
994,155 |
758,416 |
-235,739 |
-23.7% |
5,176,143 |
|
| Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,171.3 |
3,153.7 |
3,080.9 |
|
| R3 |
3,133.3 |
3,115.7 |
3,070.5 |
|
| R2 |
3,095.3 |
3,095.3 |
3,067.0 |
|
| R1 |
3,077.7 |
3,077.7 |
3,063.5 |
3,086.5 |
| PP |
3,057.3 |
3,057.3 |
3,057.3 |
3,061.8 |
| S1 |
3,039.7 |
3,039.7 |
3,056.5 |
3,048.5 |
| S2 |
3,019.3 |
3,019.3 |
3,053.0 |
|
| S3 |
2,981.3 |
3,001.7 |
3,049.6 |
|
| S4 |
2,943.3 |
2,963.7 |
3,039.1 |
|
|
| 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 |
3,075.0 |
2,968.0 |
107.0 |
3.5% |
49.4 |
1.6% |
86% |
True |
False |
924,886 |
| 10 |
3,075.0 |
2,902.0 |
173.0 |
5.7% |
53.9 |
1.8% |
91% |
True |
False |
847,137 |
| 20 |
3,096.0 |
2,902.0 |
194.0 |
6.3% |
48.1 |
1.6% |
81% |
False |
False |
450,819 |
| 40 |
3,096.0 |
2,868.0 |
228.0 |
7.5% |
45.6 |
1.5% |
84% |
False |
False |
226,423 |
| 60 |
3,108.0 |
2,868.0 |
240.0 |
7.8% |
43.0 |
1.4% |
80% |
False |
False |
151,199 |
| 80 |
3,108.0 |
2,847.0 |
261.0 |
8.5% |
38.6 |
1.3% |
82% |
False |
False |
113,570 |
| 100 |
3,108.0 |
2,847.0 |
261.0 |
8.5% |
33.1 |
1.1% |
82% |
False |
False |
90,933 |
| 120 |
3,108.0 |
2,814.0 |
294.0 |
9.6% |
29.5 |
1.0% |
84% |
False |
False |
75,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,236.5 |
|
2.618 |
3,174.5 |
|
1.618 |
3,136.5 |
|
1.000 |
3,113.0 |
|
0.618 |
3,098.5 |
|
HIGH |
3,075.0 |
|
0.618 |
3,060.5 |
|
0.500 |
3,056.0 |
|
0.382 |
3,051.5 |
|
LOW |
3,037.0 |
|
0.618 |
3,013.5 |
|
1.000 |
2,999.0 |
|
1.618 |
2,975.5 |
|
2.618 |
2,937.5 |
|
4.250 |
2,875.5 |
|
|
| Fisher Pivots for day following 26-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,058.7 |
3,048.8 |
| PP |
3,057.3 |
3,037.7 |
| S1 |
3,056.0 |
3,026.5 |
|