| Trading Metrics calculated at close of trading on 25-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2014 |
25-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
6,457.0 |
6,474.5 |
17.5 |
0.3% |
6,465.5 |
| High |
6,511.0 |
6,569.0 |
58.0 |
0.9% |
6,643.0 |
| Low |
6,445.5 |
6,467.0 |
21.5 |
0.3% |
6,431.5 |
| Close |
6,455.0 |
6,537.0 |
82.0 |
1.3% |
6,504.0 |
| Range |
65.5 |
102.0 |
36.5 |
55.7% |
211.5 |
| ATR |
77.1 |
79.7 |
2.6 |
3.4% |
0.0 |
| Volume |
114,250 |
112,552 |
-1,698 |
-1.5% |
820,177 |
|
| Daily Pivots for day following 25-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,830.5 |
6,785.5 |
6,593.0 |
|
| R3 |
6,728.5 |
6,683.5 |
6,565.0 |
|
| R2 |
6,626.5 |
6,626.5 |
6,555.5 |
|
| R1 |
6,581.5 |
6,581.5 |
6,546.5 |
6,604.0 |
| PP |
6,524.5 |
6,524.5 |
6,524.5 |
6,535.5 |
| S1 |
6,479.5 |
6,479.5 |
6,527.5 |
6,502.0 |
| S2 |
6,422.5 |
6,422.5 |
6,518.5 |
|
| S3 |
6,320.5 |
6,377.5 |
6,509.0 |
|
| S4 |
6,218.5 |
6,275.5 |
6,481.0 |
|
|
| 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 |
6,569.0 |
6,431.5 |
137.5 |
2.1% |
77.5 |
1.2% |
77% |
True |
False |
111,500 |
| 10 |
6,643.0 |
6,431.5 |
211.5 |
3.2% |
86.0 |
1.3% |
50% |
False |
False |
126,710 |
| 20 |
6,750.5 |
6,431.5 |
319.0 |
4.9% |
77.5 |
1.2% |
33% |
False |
False |
66,303 |
| 40 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
68.0 |
1.0% |
46% |
False |
False |
33,285 |
| 60 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
53.0 |
0.8% |
46% |
False |
False |
22,209 |
| 80 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
40.0 |
0.6% |
46% |
False |
False |
16,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,002.5 |
|
2.618 |
6,836.0 |
|
1.618 |
6,734.0 |
|
1.000 |
6,671.0 |
|
0.618 |
6,632.0 |
|
HIGH |
6,569.0 |
|
0.618 |
6,530.0 |
|
0.500 |
6,518.0 |
|
0.382 |
6,506.0 |
|
LOW |
6,467.0 |
|
0.618 |
6,404.0 |
|
1.000 |
6,365.0 |
|
1.618 |
6,302.0 |
|
2.618 |
6,200.0 |
|
4.250 |
6,033.5 |
|
|
| Fisher Pivots for day following 25-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,530.5 |
6,527.0 |
| PP |
6,524.5 |
6,517.0 |
| S1 |
6,518.0 |
6,507.0 |
|