| Trading Metrics calculated at close of trading on 19-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
9,210.0 |
9,279.0 |
69.0 |
0.7% |
9,379.5 |
| High |
9,338.0 |
9,348.0 |
10.0 |
0.1% |
9,402.0 |
| Low |
9,125.0 |
9,193.5 |
68.5 |
0.8% |
8,934.5 |
| Close |
9,263.0 |
9,305.5 |
42.5 |
0.5% |
9,072.5 |
| Range |
213.0 |
154.5 |
-58.5 |
-27.5% |
467.5 |
| ATR |
157.4 |
157.2 |
-0.2 |
-0.1% |
0.0 |
| Volume |
77,573 |
84,385 |
6,812 |
8.8% |
87,087 |
|
| Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,745.8 |
9,680.2 |
9,390.5 |
|
| R3 |
9,591.3 |
9,525.7 |
9,348.0 |
|
| R2 |
9,436.8 |
9,436.8 |
9,333.8 |
|
| R1 |
9,371.2 |
9,371.2 |
9,319.7 |
9,404.0 |
| PP |
9,282.3 |
9,282.3 |
9,282.3 |
9,298.8 |
| S1 |
9,216.7 |
9,216.7 |
9,291.3 |
9,249.5 |
| S2 |
9,127.8 |
9,127.8 |
9,277.2 |
|
| S3 |
8,973.3 |
9,062.2 |
9,263.0 |
|
| S4 |
8,818.8 |
8,907.7 |
9,220.5 |
|
|
| 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 |
9,348.0 |
8,934.5 |
413.5 |
4.4% |
198.0 |
2.1% |
90% |
True |
False |
58,370 |
| 10 |
9,608.0 |
8,934.5 |
673.5 |
7.2% |
167.6 |
1.8% |
55% |
False |
False |
31,808 |
| 20 |
9,755.5 |
8,934.5 |
821.0 |
8.8% |
145.8 |
1.6% |
45% |
False |
False |
16,503 |
| 40 |
9,755.5 |
8,934.5 |
821.0 |
8.8% |
144.5 |
1.6% |
45% |
False |
False |
8,332 |
| 60 |
9,819.0 |
8,934.5 |
884.5 |
9.5% |
126.8 |
1.4% |
42% |
False |
False |
5,601 |
| 80 |
9,819.0 |
8,934.5 |
884.5 |
9.5% |
114.5 |
1.2% |
42% |
False |
False |
4,218 |
| 100 |
9,819.0 |
8,934.5 |
884.5 |
9.5% |
101.4 |
1.1% |
42% |
False |
False |
3,389 |
| 120 |
9,819.0 |
8,521.5 |
1,297.5 |
13.9% |
92.5 |
1.0% |
60% |
False |
False |
2,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,004.6 |
|
2.618 |
9,752.5 |
|
1.618 |
9,598.0 |
|
1.000 |
9,502.5 |
|
0.618 |
9,443.5 |
|
HIGH |
9,348.0 |
|
0.618 |
9,289.0 |
|
0.500 |
9,270.8 |
|
0.382 |
9,252.5 |
|
LOW |
9,193.5 |
|
0.618 |
9,098.0 |
|
1.000 |
9,039.0 |
|
1.618 |
8,943.5 |
|
2.618 |
8,789.0 |
|
4.250 |
8,536.9 |
|
|
| Fisher Pivots for day following 19-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,293.9 |
9,274.3 |
| PP |
9,282.3 |
9,243.0 |
| S1 |
9,270.8 |
9,211.8 |
|