| Trading Metrics calculated at close of trading on 26-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2014 |
26-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
9,336.5 |
9,411.0 |
74.5 |
0.8% |
9,091.0 |
| High |
9,381.5 |
9,509.5 |
128.0 |
1.4% |
9,398.0 |
| Low |
9,197.5 |
9,378.5 |
181.0 |
2.0% |
9,075.5 |
| Close |
9,204.5 |
9,459.0 |
254.5 |
2.8% |
9,382.0 |
| Range |
184.0 |
131.0 |
-53.0 |
-28.8% |
322.5 |
| ATR |
155.5 |
166.2 |
10.7 |
6.9% |
0.0 |
| Volume |
124,850 |
104,238 |
-20,612 |
-16.5% |
412,742 |
|
| Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,842.0 |
9,781.5 |
9,531.1 |
|
| R3 |
9,711.0 |
9,650.5 |
9,495.0 |
|
| R2 |
9,580.0 |
9,580.0 |
9,483.0 |
|
| R1 |
9,519.5 |
9,519.5 |
9,471.0 |
9,549.8 |
| PP |
9,449.0 |
9,449.0 |
9,449.0 |
9,464.1 |
| S1 |
9,388.5 |
9,388.5 |
9,447.0 |
9,418.8 |
| S2 |
9,318.0 |
9,318.0 |
9,435.0 |
|
| S3 |
9,187.0 |
9,257.5 |
9,423.0 |
|
| S4 |
9,056.0 |
9,126.5 |
9,387.0 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,252.7 |
10,139.8 |
9,559.4 |
|
| R3 |
9,930.2 |
9,817.3 |
9,470.7 |
|
| R2 |
9,607.7 |
9,607.7 |
9,441.1 |
|
| R1 |
9,494.8 |
9,494.8 |
9,411.6 |
9,551.3 |
| PP |
9,285.2 |
9,285.2 |
9,285.2 |
9,313.4 |
| S1 |
9,172.3 |
9,172.3 |
9,352.4 |
9,228.8 |
| S2 |
8,962.7 |
8,962.7 |
9,322.9 |
|
| S3 |
8,640.2 |
8,849.8 |
9,293.3 |
|
| S4 |
8,317.7 |
8,527.3 |
9,204.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,509.5 |
9,173.0 |
336.5 |
3.6% |
145.6 |
1.5% |
85% |
True |
False |
99,905 |
| 10 |
9,509.5 |
8,934.5 |
575.0 |
6.1% |
168.8 |
1.8% |
91% |
True |
False |
71,908 |
| 20 |
9,744.0 |
8,934.5 |
809.5 |
8.6% |
154.8 |
1.6% |
65% |
False |
False |
37,207 |
| 40 |
9,755.5 |
8,934.5 |
821.0 |
8.7% |
141.7 |
1.5% |
64% |
False |
False |
18,690 |
| 60 |
9,819.0 |
8,934.5 |
884.5 |
9.4% |
132.4 |
1.4% |
59% |
False |
False |
12,506 |
| 80 |
9,819.0 |
8,934.5 |
884.5 |
9.4% |
118.9 |
1.3% |
59% |
False |
False |
9,402 |
| 100 |
9,819.0 |
8,934.5 |
884.5 |
9.4% |
105.7 |
1.1% |
59% |
False |
False |
7,536 |
| 120 |
9,819.0 |
8,521.5 |
1,297.5 |
13.7% |
96.3 |
1.0% |
72% |
False |
False |
6,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,066.3 |
|
2.618 |
9,852.5 |
|
1.618 |
9,721.5 |
|
1.000 |
9,640.5 |
|
0.618 |
9,590.5 |
|
HIGH |
9,509.5 |
|
0.618 |
9,459.5 |
|
0.500 |
9,444.0 |
|
0.382 |
9,428.5 |
|
LOW |
9,378.5 |
|
0.618 |
9,297.5 |
|
1.000 |
9,247.5 |
|
1.618 |
9,166.5 |
|
2.618 |
9,035.5 |
|
4.250 |
8,821.8 |
|
|
| Fisher Pivots for day following 26-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,454.0 |
9,423.8 |
| PP |
9,449.0 |
9,388.7 |
| S1 |
9,444.0 |
9,353.5 |
|