| Trading Metrics calculated at close of trading on 13-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
6,574.0 |
6,579.0 |
5.0 |
0.1% |
6,682.0 |
| High |
6,595.0 |
6,581.5 |
-13.5 |
-0.2% |
6,746.0 |
| Low |
6,542.0 |
6,452.0 |
-90.0 |
-1.4% |
6,592.5 |
| Close |
6,571.0 |
6,497.5 |
-73.5 |
-1.1% |
6,642.5 |
| Range |
53.0 |
129.5 |
76.5 |
144.3% |
153.5 |
| ATR |
66.9 |
71.4 |
4.5 |
6.7% |
0.0 |
| Volume |
35,817 |
43,660 |
7,843 |
21.9% |
28,365 |
|
| Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,899.0 |
6,827.5 |
6,568.5 |
|
| R3 |
6,769.5 |
6,698.0 |
6,533.0 |
|
| R2 |
6,640.0 |
6,640.0 |
6,521.0 |
|
| R1 |
6,568.5 |
6,568.5 |
6,509.5 |
6,539.5 |
| PP |
6,510.5 |
6,510.5 |
6,510.5 |
6,496.0 |
| S1 |
6,439.0 |
6,439.0 |
6,485.5 |
6,410.0 |
| S2 |
6,381.0 |
6,381.0 |
6,474.0 |
|
| S3 |
6,251.5 |
6,309.5 |
6,462.0 |
|
| S4 |
6,122.0 |
6,180.0 |
6,426.5 |
|
|
| 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 |
6,717.5 |
6,452.0 |
265.5 |
4.1% |
82.5 |
1.3% |
17% |
False |
True |
25,842 |
| 10 |
6,750.0 |
6,452.0 |
298.0 |
4.6% |
73.5 |
1.1% |
15% |
False |
True |
13,799 |
| 20 |
6,800.0 |
6,452.0 |
348.0 |
5.4% |
65.5 |
1.0% |
13% |
False |
True |
7,093 |
| 40 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
57.5 |
0.9% |
38% |
False |
False |
3,603 |
| 60 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
41.5 |
0.6% |
38% |
False |
False |
2,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,132.0 |
|
2.618 |
6,920.5 |
|
1.618 |
6,791.0 |
|
1.000 |
6,711.0 |
|
0.618 |
6,661.5 |
|
HIGH |
6,581.5 |
|
0.618 |
6,532.0 |
|
0.500 |
6,517.0 |
|
0.382 |
6,501.5 |
|
LOW |
6,452.0 |
|
0.618 |
6,372.0 |
|
1.000 |
6,322.5 |
|
1.618 |
6,242.5 |
|
2.618 |
6,113.0 |
|
4.250 |
5,901.5 |
|
|
| Fisher Pivots for day following 13-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,517.0 |
6,547.0 |
| PP |
6,510.5 |
6,530.5 |
| S1 |
6,504.0 |
6,514.0 |
|