| Trading Metrics calculated at close of trading on 13-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
9,289.0 |
9,238.5 |
-50.5 |
-0.5% |
9,557.5 |
| High |
9,289.0 |
9,248.5 |
-40.5 |
-0.4% |
9,620.0 |
| Low |
9,165.0 |
8,949.0 |
-216.0 |
-2.4% |
9,347.5 |
| Close |
9,224.0 |
9,043.5 |
-180.5 |
-2.0% |
9,378.0 |
| Range |
124.0 |
299.5 |
175.5 |
141.5% |
272.5 |
| ATR |
140.3 |
151.7 |
11.4 |
8.1% |
0.0 |
| Volume |
12,090 |
15,497 |
3,407 |
28.2% |
12,595 |
|
| Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,978.8 |
9,810.7 |
9,208.2 |
|
| R3 |
9,679.3 |
9,511.2 |
9,125.9 |
|
| R2 |
9,379.8 |
9,379.8 |
9,098.4 |
|
| R1 |
9,211.7 |
9,211.7 |
9,071.0 |
9,146.0 |
| PP |
9,080.3 |
9,080.3 |
9,080.3 |
9,047.5 |
| S1 |
8,912.2 |
8,912.2 |
9,016.0 |
8,846.5 |
| S2 |
8,780.8 |
8,780.8 |
8,988.6 |
|
| S3 |
8,481.3 |
8,612.7 |
8,961.1 |
|
| S4 |
8,181.8 |
8,313.2 |
8,878.8 |
|
|
| 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 |
9,577.5 |
8,949.0 |
628.5 |
6.9% |
182.3 |
2.0% |
15% |
False |
True |
7,794 |
| 10 |
9,714.0 |
8,949.0 |
765.0 |
8.5% |
155.2 |
1.7% |
12% |
False |
True |
5,185 |
| 20 |
9,755.5 |
8,949.0 |
806.5 |
8.9% |
125.4 |
1.4% |
12% |
False |
True |
2,708 |
| 40 |
9,819.0 |
8,949.0 |
870.0 |
9.6% |
134.6 |
1.5% |
11% |
False |
True |
1,436 |
| 60 |
9,819.0 |
8,949.0 |
870.0 |
9.6% |
121.5 |
1.3% |
11% |
False |
True |
999 |
| 80 |
9,819.0 |
8,949.0 |
870.0 |
9.6% |
107.9 |
1.2% |
11% |
False |
True |
771 |
| 100 |
9,819.0 |
8,844.0 |
975.0 |
10.8% |
96.6 |
1.1% |
20% |
False |
False |
635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,521.4 |
|
2.618 |
10,032.6 |
|
1.618 |
9,733.1 |
|
1.000 |
9,548.0 |
|
0.618 |
9,433.6 |
|
HIGH |
9,248.5 |
|
0.618 |
9,134.1 |
|
0.500 |
9,098.8 |
|
0.382 |
9,063.4 |
|
LOW |
8,949.0 |
|
0.618 |
8,763.9 |
|
1.000 |
8,649.5 |
|
1.618 |
8,464.4 |
|
2.618 |
8,164.9 |
|
4.250 |
7,676.1 |
|
|
| Fisher Pivots for day following 13-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,098.8 |
9,173.0 |
| PP |
9,080.3 |
9,129.8 |
| S1 |
9,061.9 |
9,086.7 |
|