| Trading Metrics calculated at close of trading on 17-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
6,475.0 |
6,465.5 |
-9.5 |
-0.1% |
6,647.5 |
| High |
6,489.0 |
6,535.0 |
46.0 |
0.7% |
6,683.5 |
| Low |
6,444.5 |
6,457.0 |
12.5 |
0.2% |
6,444.5 |
| Close |
6,462.0 |
6,511.5 |
49.5 |
0.8% |
6,462.0 |
| Range |
44.5 |
78.0 |
33.5 |
75.3% |
239.0 |
| ATR |
70.1 |
70.7 |
0.6 |
0.8% |
0.0 |
| Volume |
140,653 |
328,133 |
187,480 |
133.3% |
249,250 |
|
| Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,735.0 |
6,701.5 |
6,554.5 |
|
| R3 |
6,657.0 |
6,623.5 |
6,533.0 |
|
| R2 |
6,579.0 |
6,579.0 |
6,526.0 |
|
| R1 |
6,545.5 |
6,545.5 |
6,518.5 |
6,562.0 |
| PP |
6,501.0 |
6,501.0 |
6,501.0 |
6,509.5 |
| S1 |
6,467.5 |
6,467.5 |
6,504.5 |
6,484.0 |
| S2 |
6,423.0 |
6,423.0 |
6,497.0 |
|
| S3 |
6,345.0 |
6,389.5 |
6,490.0 |
|
| S4 |
6,267.0 |
6,311.5 |
6,468.5 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,247.0 |
7,093.5 |
6,593.5 |
|
| R3 |
7,008.0 |
6,854.5 |
6,527.5 |
|
| R2 |
6,769.0 |
6,769.0 |
6,506.0 |
|
| R1 |
6,615.5 |
6,615.5 |
6,484.0 |
6,573.0 |
| PP |
6,530.0 |
6,530.0 |
6,530.0 |
6,508.5 |
| S1 |
6,376.5 |
6,376.5 |
6,440.0 |
6,334.0 |
| S2 |
6,291.0 |
6,291.0 |
6,418.0 |
|
| S3 |
6,052.0 |
6,137.5 |
6,396.5 |
|
| S4 |
5,813.0 |
5,898.5 |
6,330.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,641.5 |
6,444.5 |
197.0 |
3.0% |
72.5 |
1.1% |
34% |
False |
False |
112,344 |
| 10 |
6,746.0 |
6,444.5 |
301.5 |
4.6% |
72.0 |
1.1% |
22% |
False |
False |
60,376 |
| 20 |
6,800.0 |
6,444.5 |
355.5 |
5.5% |
69.0 |
1.1% |
19% |
False |
False |
30,526 |
| 40 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
60.0 |
0.9% |
41% |
False |
False |
15,322 |
| 60 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
43.5 |
0.7% |
41% |
False |
False |
10,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,866.5 |
|
2.618 |
6,739.0 |
|
1.618 |
6,661.0 |
|
1.000 |
6,613.0 |
|
0.618 |
6,583.0 |
|
HIGH |
6,535.0 |
|
0.618 |
6,505.0 |
|
0.500 |
6,496.0 |
|
0.382 |
6,487.0 |
|
LOW |
6,457.0 |
|
0.618 |
6,409.0 |
|
1.000 |
6,379.0 |
|
1.618 |
6,331.0 |
|
2.618 |
6,253.0 |
|
4.250 |
6,125.5 |
|
|
| Fisher Pivots for day following 17-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,506.5 |
6,513.0 |
| PP |
6,501.0 |
6,512.5 |
| S1 |
6,496.0 |
6,512.0 |
|