| Trading Metrics calculated at close of trading on 17-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
8,964.0 |
9,091.0 |
127.0 |
1.4% |
9,379.5 |
| High |
9,115.0 |
9,218.0 |
103.0 |
1.1% |
9,402.0 |
| Low |
8,934.5 |
9,075.5 |
141.0 |
1.6% |
8,934.5 |
| Close |
9,072.5 |
9,203.5 |
131.0 |
1.4% |
9,072.5 |
| Range |
180.5 |
142.5 |
-38.0 |
-21.1% |
467.5 |
| ATR |
153.7 |
153.1 |
-0.6 |
-0.4% |
0.0 |
| Volume |
49,667 |
64,731 |
15,064 |
30.3% |
87,087 |
|
| Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,593.2 |
9,540.8 |
9,281.9 |
|
| R3 |
9,450.7 |
9,398.3 |
9,242.7 |
|
| R2 |
9,308.2 |
9,308.2 |
9,229.6 |
|
| R1 |
9,255.8 |
9,255.8 |
9,216.6 |
9,282.0 |
| PP |
9,165.7 |
9,165.7 |
9,165.7 |
9,178.8 |
| S1 |
9,113.3 |
9,113.3 |
9,190.4 |
9,139.5 |
| S2 |
9,023.2 |
9,023.2 |
9,177.4 |
|
| S3 |
8,880.7 |
8,970.8 |
9,164.3 |
|
| S4 |
8,738.2 |
8,828.3 |
9,125.1 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,538.8 |
10,273.2 |
9,329.6 |
|
| R3 |
10,071.3 |
9,805.7 |
9,201.1 |
|
| R2 |
9,603.8 |
9,603.8 |
9,158.2 |
|
| R1 |
9,338.2 |
9,338.2 |
9,115.4 |
9,237.3 |
| PP |
9,136.3 |
9,136.3 |
9,136.3 |
9,085.9 |
| S1 |
8,870.7 |
8,870.7 |
9,029.6 |
8,769.8 |
| S2 |
8,668.8 |
8,668.8 |
8,986.8 |
|
| S3 |
8,201.3 |
8,403.2 |
8,943.9 |
|
| S4 |
7,733.8 |
7,935.7 |
8,815.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,397.0 |
8,934.5 |
462.5 |
5.0% |
172.7 |
1.9% |
58% |
False |
False |
29,526 |
| 10 |
9,620.0 |
8,934.5 |
685.5 |
7.4% |
154.1 |
1.7% |
39% |
False |
False |
16,080 |
| 20 |
9,755.5 |
8,934.5 |
821.0 |
8.9% |
136.7 |
1.5% |
33% |
False |
False |
8,420 |
| 40 |
9,819.0 |
8,934.5 |
884.5 |
9.6% |
139.3 |
1.5% |
30% |
False |
False |
4,289 |
| 60 |
9,819.0 |
8,934.5 |
884.5 |
9.6% |
123.8 |
1.3% |
30% |
False |
False |
2,904 |
| 80 |
9,819.0 |
8,934.5 |
884.5 |
9.6% |
110.8 |
1.2% |
30% |
False |
False |
2,194 |
| 100 |
9,819.0 |
8,880.0 |
939.0 |
10.2% |
99.3 |
1.1% |
34% |
False |
False |
1,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,823.6 |
|
2.618 |
9,591.1 |
|
1.618 |
9,448.6 |
|
1.000 |
9,360.5 |
|
0.618 |
9,306.1 |
|
HIGH |
9,218.0 |
|
0.618 |
9,163.6 |
|
0.500 |
9,146.8 |
|
0.382 |
9,129.9 |
|
LOW |
9,075.5 |
|
0.618 |
8,987.4 |
|
1.000 |
8,933.0 |
|
1.618 |
8,844.9 |
|
2.618 |
8,702.4 |
|
4.250 |
8,469.9 |
|
|
| Fisher Pivots for day following 17-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,184.6 |
9,166.2 |
| PP |
9,165.7 |
9,128.8 |
| S1 |
9,146.8 |
9,091.5 |
|