| Trading Metrics calculated at close of trading on 11-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
6,647.5 |
6,625.0 |
-22.5 |
-0.3% |
6,682.0 |
| High |
6,683.5 |
6,641.5 |
-42.0 |
-0.6% |
6,746.0 |
| Low |
6,595.5 |
6,584.0 |
-11.5 |
-0.2% |
6,592.5 |
| Close |
6,604.5 |
6,605.0 |
0.5 |
0.0% |
6,642.5 |
| Range |
88.0 |
57.5 |
-30.5 |
-34.7% |
153.5 |
| ATR |
68.0 |
67.2 |
-0.7 |
-1.1% |
0.0 |
| Volume |
15,662 |
13,458 |
-2,204 |
-14.1% |
28,365 |
|
| Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,782.5 |
6,751.5 |
6,636.5 |
|
| R3 |
6,725.0 |
6,694.0 |
6,621.0 |
|
| R2 |
6,667.5 |
6,667.5 |
6,615.5 |
|
| R1 |
6,636.5 |
6,636.5 |
6,610.5 |
6,623.0 |
| PP |
6,610.0 |
6,610.0 |
6,610.0 |
6,603.5 |
| S1 |
6,579.0 |
6,579.0 |
6,599.5 |
6,566.0 |
| S2 |
6,552.5 |
6,552.5 |
6,594.5 |
|
| S3 |
6,495.0 |
6,521.5 |
6,589.0 |
|
| S4 |
6,437.5 |
6,464.0 |
6,573.5 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,121.0 |
7,035.0 |
6,727.0 |
|
| R3 |
6,967.5 |
6,881.5 |
6,684.5 |
|
| R2 |
6,814.0 |
6,814.0 |
6,670.5 |
|
| R1 |
6,728.0 |
6,728.0 |
6,656.5 |
6,694.0 |
| PP |
6,660.5 |
6,660.5 |
6,660.5 |
6,643.5 |
| S1 |
6,574.5 |
6,574.5 |
6,628.5 |
6,541.0 |
| S2 |
6,507.0 |
6,507.0 |
6,614.5 |
|
| S3 |
6,353.5 |
6,421.0 |
6,600.5 |
|
| S4 |
6,200.0 |
6,267.5 |
6,558.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,739.0 |
6,584.0 |
155.0 |
2.3% |
62.5 |
0.9% |
14% |
False |
True |
10,504 |
| 10 |
6,750.5 |
6,584.0 |
166.5 |
2.5% |
68.5 |
1.0% |
13% |
False |
True |
5,896 |
| 20 |
6,800.0 |
6,520.0 |
280.0 |
4.2% |
60.0 |
0.9% |
30% |
False |
False |
3,129 |
| 40 |
6,800.0 |
6,310.5 |
489.5 |
7.4% |
54.0 |
0.8% |
60% |
False |
False |
1,616 |
| 60 |
6,800.0 |
6,310.5 |
489.5 |
7.4% |
38.5 |
0.6% |
60% |
False |
False |
1,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,886.0 |
|
2.618 |
6,792.0 |
|
1.618 |
6,734.5 |
|
1.000 |
6,699.0 |
|
0.618 |
6,677.0 |
|
HIGH |
6,641.5 |
|
0.618 |
6,619.5 |
|
0.500 |
6,613.0 |
|
0.382 |
6,606.0 |
|
LOW |
6,584.0 |
|
0.618 |
6,548.5 |
|
1.000 |
6,526.5 |
|
1.618 |
6,491.0 |
|
2.618 |
6,433.5 |
|
4.250 |
6,339.5 |
|
|
| Fisher Pivots for day following 11-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,613.0 |
6,651.0 |
| PP |
6,610.0 |
6,635.5 |
| S1 |
6,607.5 |
6,620.0 |
|