| Trading Metrics calculated at close of trading on 07-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
9,582.0 |
9,574.0 |
-8.0 |
-0.1% |
9,557.5 |
| High |
9,608.0 |
9,577.5 |
-30.5 |
-0.3% |
9,620.0 |
| Low |
9,534.0 |
9,368.5 |
-165.5 |
-1.7% |
9,347.5 |
| Close |
9,561.5 |
9,378.0 |
-183.5 |
-1.9% |
9,378.0 |
| Range |
74.0 |
209.0 |
135.0 |
182.4% |
272.5 |
| ATR |
134.0 |
139.3 |
5.4 |
4.0% |
0.0 |
| Volume |
2,759 |
1,550 |
-1,209 |
-43.8% |
12,595 |
|
| Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,068.3 |
9,932.2 |
9,493.0 |
|
| R3 |
9,859.3 |
9,723.2 |
9,435.5 |
|
| R2 |
9,650.3 |
9,650.3 |
9,416.3 |
|
| R1 |
9,514.2 |
9,514.2 |
9,397.2 |
9,477.8 |
| PP |
9,441.3 |
9,441.3 |
9,441.3 |
9,423.1 |
| S1 |
9,305.2 |
9,305.2 |
9,358.8 |
9,268.8 |
| S2 |
9,232.3 |
9,232.3 |
9,339.7 |
|
| S3 |
9,023.3 |
9,096.2 |
9,320.5 |
|
| S4 |
8,814.3 |
8,887.2 |
9,263.1 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,266.0 |
10,094.5 |
9,527.9 |
|
| R3 |
9,993.5 |
9,822.0 |
9,452.9 |
|
| R2 |
9,721.0 |
9,721.0 |
9,428.0 |
|
| R1 |
9,549.5 |
9,549.5 |
9,403.0 |
9,499.0 |
| PP |
9,448.5 |
9,448.5 |
9,448.5 |
9,423.3 |
| S1 |
9,277.0 |
9,277.0 |
9,353.0 |
9,226.5 |
| S2 |
9,176.0 |
9,176.0 |
9,328.0 |
|
| S3 |
8,903.5 |
9,004.5 |
9,303.1 |
|
| S4 |
8,631.0 |
8,732.0 |
9,228.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,620.0 |
9,347.5 |
272.5 |
2.9% |
145.0 |
1.5% |
11% |
False |
False |
2,519 |
| 10 |
9,755.5 |
9,347.5 |
408.0 |
4.4% |
133.9 |
1.4% |
7% |
False |
False |
1,587 |
| 20 |
9,755.5 |
9,308.0 |
447.5 |
4.8% |
114.5 |
1.2% |
16% |
False |
False |
872 |
| 40 |
9,819.0 |
9,036.0 |
783.0 |
8.3% |
130.1 |
1.4% |
44% |
False |
False |
516 |
| 60 |
9,819.0 |
9,020.0 |
799.0 |
8.5% |
115.3 |
1.2% |
45% |
False |
False |
380 |
| 80 |
9,819.0 |
9,016.0 |
803.0 |
8.6% |
101.8 |
1.1% |
45% |
False |
False |
305 |
| 100 |
9,819.0 |
8,725.5 |
1,093.5 |
11.7% |
91.7 |
1.0% |
60% |
False |
False |
262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,465.8 |
|
2.618 |
10,124.7 |
|
1.618 |
9,915.7 |
|
1.000 |
9,786.5 |
|
0.618 |
9,706.7 |
|
HIGH |
9,577.5 |
|
0.618 |
9,497.7 |
|
0.500 |
9,473.0 |
|
0.382 |
9,448.3 |
|
LOW |
9,368.5 |
|
0.618 |
9,239.3 |
|
1.000 |
9,159.5 |
|
1.618 |
9,030.3 |
|
2.618 |
8,821.3 |
|
4.250 |
8,480.3 |
|
|
| Fisher Pivots for day following 07-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,473.0 |
9,494.3 |
| PP |
9,441.3 |
9,455.5 |
| S1 |
9,409.7 |
9,416.8 |
|