| Trading Metrics calculated at close of trading on 18-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
6,465.5 |
6,506.0 |
40.5 |
0.6% |
6,647.5 |
| High |
6,535.0 |
6,643.0 |
108.0 |
1.7% |
6,683.5 |
| Low |
6,457.0 |
6,474.5 |
17.5 |
0.3% |
6,444.5 |
| Close |
6,511.5 |
6,540.5 |
29.0 |
0.4% |
6,462.0 |
| Range |
78.0 |
168.5 |
90.5 |
116.0% |
239.0 |
| ATR |
70.7 |
77.7 |
7.0 |
9.9% |
0.0 |
| Volume |
328,133 |
161,345 |
-166,788 |
-50.8% |
249,250 |
|
| Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,058.0 |
6,968.0 |
6,633.0 |
|
| R3 |
6,889.5 |
6,799.5 |
6,587.0 |
|
| R2 |
6,721.0 |
6,721.0 |
6,571.5 |
|
| R1 |
6,631.0 |
6,631.0 |
6,556.0 |
6,676.0 |
| PP |
6,552.5 |
6,552.5 |
6,552.5 |
6,575.0 |
| S1 |
6,462.5 |
6,462.5 |
6,525.0 |
6,507.5 |
| S2 |
6,384.0 |
6,384.0 |
6,509.5 |
|
| S3 |
6,215.5 |
6,294.0 |
6,494.0 |
|
| S4 |
6,047.0 |
6,125.5 |
6,448.0 |
|
|
| 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 |
6,643.0 |
6,444.5 |
198.5 |
3.0% |
94.5 |
1.4% |
48% |
True |
False |
141,921 |
| 10 |
6,739.0 |
6,444.5 |
294.5 |
4.5% |
78.5 |
1.2% |
33% |
False |
False |
76,212 |
| 20 |
6,800.0 |
6,444.5 |
355.5 |
5.4% |
73.5 |
1.1% |
27% |
False |
False |
38,568 |
| 40 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
64.5 |
1.0% |
47% |
False |
False |
19,356 |
| 60 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
46.5 |
0.7% |
47% |
False |
False |
12,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,359.0 |
|
2.618 |
7,084.0 |
|
1.618 |
6,915.5 |
|
1.000 |
6,811.5 |
|
0.618 |
6,747.0 |
|
HIGH |
6,643.0 |
|
0.618 |
6,578.5 |
|
0.500 |
6,559.0 |
|
0.382 |
6,539.0 |
|
LOW |
6,474.5 |
|
0.618 |
6,370.5 |
|
1.000 |
6,306.0 |
|
1.618 |
6,202.0 |
|
2.618 |
6,033.5 |
|
4.250 |
5,758.5 |
|
|
| Fisher Pivots for day following 18-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,559.0 |
6,544.0 |
| PP |
6,552.5 |
6,542.5 |
| S1 |
6,546.5 |
6,541.5 |
|