| Trading Metrics calculated at close of trading on 27-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,047.0 |
3,049.0 |
2.0 |
0.1% |
2,938.0 |
| High |
3,075.0 |
3,072.0 |
-3.0 |
-0.1% |
3,043.0 |
| Low |
3,037.0 |
3,048.0 |
11.0 |
0.4% |
2,936.0 |
| Close |
3,060.0 |
3,066.0 |
6.0 |
0.2% |
3,033.0 |
| Range |
38.0 |
24.0 |
-14.0 |
-36.8% |
107.0 |
| ATR |
53.0 |
51.0 |
-2.1 |
-3.9% |
0.0 |
| Volume |
758,416 |
889,211 |
130,795 |
17.2% |
5,176,143 |
|
| Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,134.0 |
3,124.0 |
3,079.2 |
|
| R3 |
3,110.0 |
3,100.0 |
3,072.6 |
|
| R2 |
3,086.0 |
3,086.0 |
3,070.4 |
|
| R1 |
3,076.0 |
3,076.0 |
3,068.2 |
3,081.0 |
| PP |
3,062.0 |
3,062.0 |
3,062.0 |
3,064.5 |
| S1 |
3,052.0 |
3,052.0 |
3,063.8 |
3,057.0 |
| S2 |
3,038.0 |
3,038.0 |
3,061.6 |
|
| S3 |
3,014.0 |
3,028.0 |
3,059.4 |
|
| S4 |
2,990.0 |
3,004.0 |
3,052.8 |
|
|
| 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 |
2,970.0 |
105.0 |
3.4% |
43.4 |
1.4% |
91% |
False |
False |
913,397 |
| 10 |
3,075.0 |
2,902.0 |
173.0 |
5.6% |
52.6 |
1.7% |
95% |
False |
False |
905,161 |
| 20 |
3,092.0 |
2,902.0 |
190.0 |
6.2% |
47.9 |
1.6% |
86% |
False |
False |
495,109 |
| 40 |
3,096.0 |
2,868.0 |
228.0 |
7.4% |
43.6 |
1.4% |
87% |
False |
False |
248,643 |
| 60 |
3,108.0 |
2,868.0 |
240.0 |
7.8% |
43.0 |
1.4% |
83% |
False |
False |
166,017 |
| 80 |
3,108.0 |
2,847.0 |
261.0 |
8.5% |
38.9 |
1.3% |
84% |
False |
False |
124,598 |
| 100 |
3,108.0 |
2,847.0 |
261.0 |
8.5% |
33.2 |
1.1% |
84% |
False |
False |
99,825 |
| 120 |
3,108.0 |
2,814.0 |
294.0 |
9.6% |
29.6 |
1.0% |
86% |
False |
False |
83,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,174.0 |
|
2.618 |
3,134.8 |
|
1.618 |
3,110.8 |
|
1.000 |
3,096.0 |
|
0.618 |
3,086.8 |
|
HIGH |
3,072.0 |
|
0.618 |
3,062.8 |
|
0.500 |
3,060.0 |
|
0.382 |
3,057.2 |
|
LOW |
3,048.0 |
|
0.618 |
3,033.2 |
|
1.000 |
3,024.0 |
|
1.618 |
3,009.2 |
|
2.618 |
2,985.2 |
|
4.250 |
2,946.0 |
|
|
| Fisher Pivots for day following 27-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,064.0 |
3,052.8 |
| PP |
3,062.0 |
3,039.7 |
| S1 |
3,060.0 |
3,026.5 |
|