| Trading Metrics calculated at close of trading on 18-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
9,091.0 |
9,210.0 |
119.0 |
1.3% |
9,379.5 |
| High |
9,218.0 |
9,338.0 |
120.0 |
1.3% |
9,402.0 |
| Low |
9,075.5 |
9,125.0 |
49.5 |
0.5% |
8,934.5 |
| Close |
9,203.5 |
9,263.0 |
59.5 |
0.6% |
9,072.5 |
| Range |
142.5 |
213.0 |
70.5 |
49.5% |
467.5 |
| ATR |
153.1 |
157.4 |
4.3 |
2.8% |
0.0 |
| Volume |
64,731 |
77,573 |
12,842 |
19.8% |
87,087 |
|
| Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,881.0 |
9,785.0 |
9,380.2 |
|
| R3 |
9,668.0 |
9,572.0 |
9,321.6 |
|
| R2 |
9,455.0 |
9,455.0 |
9,302.1 |
|
| R1 |
9,359.0 |
9,359.0 |
9,282.5 |
9,407.0 |
| PP |
9,242.0 |
9,242.0 |
9,242.0 |
9,266.0 |
| S1 |
9,146.0 |
9,146.0 |
9,243.5 |
9,194.0 |
| S2 |
9,029.0 |
9,029.0 |
9,224.0 |
|
| S3 |
8,816.0 |
8,933.0 |
9,204.4 |
|
| S4 |
8,603.0 |
8,720.0 |
9,145.9 |
|
|
| 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 |
9,338.0 |
8,934.5 |
403.5 |
4.4% |
191.9 |
2.1% |
81% |
True |
False |
43,911 |
| 10 |
9,620.0 |
8,934.5 |
685.5 |
7.4% |
158.9 |
1.7% |
48% |
False |
False |
23,461 |
| 20 |
9,755.5 |
8,934.5 |
821.0 |
8.9% |
143.9 |
1.6% |
40% |
False |
False |
12,290 |
| 40 |
9,793.0 |
8,934.5 |
858.5 |
9.3% |
142.8 |
1.5% |
38% |
False |
False |
6,226 |
| 60 |
9,819.0 |
8,934.5 |
884.5 |
9.5% |
126.4 |
1.4% |
37% |
False |
False |
4,196 |
| 80 |
9,819.0 |
8,934.5 |
884.5 |
9.5% |
113.3 |
1.2% |
37% |
False |
False |
3,163 |
| 100 |
9,819.0 |
8,929.5 |
889.5 |
9.6% |
100.1 |
1.1% |
37% |
False |
False |
2,553 |
| 120 |
9,819.0 |
8,521.5 |
1,297.5 |
14.0% |
91.5 |
1.0% |
57% |
False |
False |
2,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,243.3 |
|
2.618 |
9,895.6 |
|
1.618 |
9,682.6 |
|
1.000 |
9,551.0 |
|
0.618 |
9,469.6 |
|
HIGH |
9,338.0 |
|
0.618 |
9,256.6 |
|
0.500 |
9,231.5 |
|
0.382 |
9,206.4 |
|
LOW |
9,125.0 |
|
0.618 |
8,993.4 |
|
1.000 |
8,912.0 |
|
1.618 |
8,780.4 |
|
2.618 |
8,567.4 |
|
4.250 |
8,219.8 |
|
|
| Fisher Pivots for day following 18-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,252.5 |
9,220.8 |
| PP |
9,242.0 |
9,178.5 |
| S1 |
9,231.5 |
9,136.3 |
|