| Trading Metrics calculated at close of trading on 20-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
9,279.0 |
9,213.5 |
-65.5 |
-0.7% |
9,379.5 |
| High |
9,348.0 |
9,322.0 |
-26.0 |
-0.3% |
9,402.0 |
| Low |
9,193.5 |
9,173.0 |
-20.5 |
-0.2% |
8,934.5 |
| Close |
9,305.5 |
9,313.0 |
7.5 |
0.1% |
9,072.5 |
| Range |
154.5 |
149.0 |
-5.5 |
-3.6% |
467.5 |
| ATR |
157.2 |
156.6 |
-0.6 |
-0.4% |
0.0 |
| Volume |
84,385 |
84,385 |
0 |
0.0% |
87,087 |
|
| Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,716.3 |
9,663.7 |
9,395.0 |
|
| R3 |
9,567.3 |
9,514.7 |
9,354.0 |
|
| R2 |
9,418.3 |
9,418.3 |
9,340.3 |
|
| R1 |
9,365.7 |
9,365.7 |
9,326.7 |
9,392.0 |
| PP |
9,269.3 |
9,269.3 |
9,269.3 |
9,282.5 |
| S1 |
9,216.7 |
9,216.7 |
9,299.3 |
9,243.0 |
| S2 |
9,120.3 |
9,120.3 |
9,285.7 |
|
| S3 |
8,971.3 |
9,067.7 |
9,272.0 |
|
| S4 |
8,822.3 |
8,918.7 |
9,231.1 |
|
|
| 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 |
9,348.0 |
8,934.5 |
413.5 |
4.4% |
167.9 |
1.8% |
92% |
False |
False |
72,148 |
| 10 |
9,577.5 |
8,934.5 |
643.0 |
6.9% |
175.1 |
1.9% |
59% |
False |
False |
39,971 |
| 20 |
9,755.5 |
8,934.5 |
821.0 |
8.8% |
147.4 |
1.6% |
46% |
False |
False |
20,707 |
| 40 |
9,755.5 |
8,934.5 |
821.0 |
8.8% |
145.0 |
1.6% |
46% |
False |
False |
10,436 |
| 60 |
9,819.0 |
8,934.5 |
884.5 |
9.5% |
127.9 |
1.4% |
43% |
False |
False |
7,003 |
| 80 |
9,819.0 |
8,934.5 |
884.5 |
9.5% |
115.3 |
1.2% |
43% |
False |
False |
5,272 |
| 100 |
9,819.0 |
8,934.5 |
884.5 |
9.5% |
102.6 |
1.1% |
43% |
False |
False |
4,232 |
| 120 |
9,819.0 |
8,521.5 |
1,297.5 |
13.9% |
93.4 |
1.0% |
61% |
False |
False |
3,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,955.3 |
|
2.618 |
9,712.1 |
|
1.618 |
9,563.1 |
|
1.000 |
9,471.0 |
|
0.618 |
9,414.1 |
|
HIGH |
9,322.0 |
|
0.618 |
9,265.1 |
|
0.500 |
9,247.5 |
|
0.382 |
9,229.9 |
|
LOW |
9,173.0 |
|
0.618 |
9,080.9 |
|
1.000 |
9,024.0 |
|
1.618 |
8,931.9 |
|
2.618 |
8,782.9 |
|
4.250 |
8,539.8 |
|
|
| Fisher Pivots for day following 20-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,291.2 |
9,287.5 |
| PP |
9,269.3 |
9,262.0 |
| S1 |
9,247.5 |
9,236.5 |
|