| Trading Metrics calculated at close of trading on 24-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
6,478.0 |
6,457.0 |
-21.0 |
-0.3% |
6,465.5 |
| High |
6,514.5 |
6,511.0 |
-3.5 |
-0.1% |
6,643.0 |
| Low |
6,452.0 |
6,445.5 |
-6.5 |
-0.1% |
6,431.5 |
| Close |
6,504.0 |
6,455.0 |
-49.0 |
-0.8% |
6,504.0 |
| Range |
62.5 |
65.5 |
3.0 |
4.8% |
211.5 |
| ATR |
78.0 |
77.1 |
-0.9 |
-1.1% |
0.0 |
| Volume |
106,998 |
114,250 |
7,252 |
6.8% |
820,177 |
|
| Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,667.0 |
6,626.5 |
6,491.0 |
|
| R3 |
6,601.5 |
6,561.0 |
6,473.0 |
|
| R2 |
6,536.0 |
6,536.0 |
6,467.0 |
|
| R1 |
6,495.5 |
6,495.5 |
6,461.0 |
6,483.0 |
| PP |
6,470.5 |
6,470.5 |
6,470.5 |
6,464.0 |
| S1 |
6,430.0 |
6,430.0 |
6,449.0 |
6,417.5 |
| S2 |
6,405.0 |
6,405.0 |
6,443.0 |
|
| S3 |
6,339.5 |
6,364.5 |
6,437.0 |
|
| S4 |
6,274.0 |
6,299.0 |
6,419.0 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,160.5 |
7,044.0 |
6,620.5 |
|
| R3 |
6,949.0 |
6,832.5 |
6,562.0 |
|
| R2 |
6,737.5 |
6,737.5 |
6,543.0 |
|
| R1 |
6,621.0 |
6,621.0 |
6,523.5 |
6,679.0 |
| PP |
6,526.0 |
6,526.0 |
6,526.0 |
6,555.5 |
| S1 |
6,409.5 |
6,409.5 |
6,484.5 |
6,468.0 |
| S2 |
6,314.5 |
6,314.5 |
6,465.0 |
|
| S3 |
6,103.0 |
6,198.0 |
6,446.0 |
|
| S4 |
5,891.5 |
5,986.5 |
6,387.5 |
|
|
| 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 |
6,431.5 |
211.5 |
3.3% |
91.0 |
1.4% |
11% |
False |
False |
121,258 |
| 10 |
6,643.0 |
6,431.5 |
211.5 |
3.3% |
81.5 |
1.3% |
11% |
False |
False |
116,801 |
| 20 |
6,772.0 |
6,431.5 |
340.5 |
5.3% |
75.5 |
1.2% |
7% |
False |
False |
60,784 |
| 40 |
6,800.0 |
6,310.5 |
489.5 |
7.6% |
65.5 |
1.0% |
30% |
False |
False |
30,475 |
| 60 |
6,800.0 |
6,310.5 |
489.5 |
7.6% |
51.0 |
0.8% |
30% |
False |
False |
20,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,789.5 |
|
2.618 |
6,682.5 |
|
1.618 |
6,617.0 |
|
1.000 |
6,576.5 |
|
0.618 |
6,551.5 |
|
HIGH |
6,511.0 |
|
0.618 |
6,486.0 |
|
0.500 |
6,478.0 |
|
0.382 |
6,470.5 |
|
LOW |
6,445.5 |
|
0.618 |
6,405.0 |
|
1.000 |
6,380.0 |
|
1.618 |
6,339.5 |
|
2.618 |
6,274.0 |
|
4.250 |
6,167.0 |
|
|
| Fisher Pivots for day following 24-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,478.0 |
6,473.0 |
| PP |
6,470.5 |
6,467.0 |
| S1 |
6,463.0 |
6,461.0 |
|