| Trading Metrics calculated at close of trading on 26-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2014 |
26-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
6,474.5 |
6,556.5 |
82.0 |
1.3% |
6,465.5 |
| High |
6,569.0 |
6,587.5 |
18.5 |
0.3% |
6,643.0 |
| Low |
6,467.0 |
6,498.5 |
31.5 |
0.5% |
6,431.5 |
| Close |
6,537.0 |
6,544.5 |
7.5 |
0.1% |
6,504.0 |
| Range |
102.0 |
89.0 |
-13.0 |
-12.7% |
211.5 |
| ATR |
79.7 |
80.4 |
0.7 |
0.8% |
0.0 |
| Volume |
112,552 |
96,202 |
-16,350 |
-14.5% |
820,177 |
|
| Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,810.5 |
6,766.5 |
6,593.5 |
|
| R3 |
6,721.5 |
6,677.5 |
6,569.0 |
|
| R2 |
6,632.5 |
6,632.5 |
6,561.0 |
|
| R1 |
6,588.5 |
6,588.5 |
6,552.5 |
6,566.0 |
| PP |
6,543.5 |
6,543.5 |
6,543.5 |
6,532.0 |
| S1 |
6,499.5 |
6,499.5 |
6,536.5 |
6,477.0 |
| S2 |
6,454.5 |
6,454.5 |
6,528.0 |
|
| S3 |
6,365.5 |
6,410.5 |
6,520.0 |
|
| S4 |
6,276.5 |
6,321.5 |
6,495.5 |
|
|
| 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 |
6,587.5 |
6,431.5 |
156.0 |
2.4% |
77.0 |
1.2% |
72% |
True |
False |
110,345 |
| 10 |
6,643.0 |
6,431.5 |
211.5 |
3.2% |
89.5 |
1.4% |
53% |
False |
False |
132,749 |
| 20 |
6,750.0 |
6,431.5 |
318.5 |
4.9% |
79.0 |
1.2% |
35% |
False |
False |
71,107 |
| 40 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
67.0 |
1.0% |
48% |
False |
False |
35,690 |
| 60 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
54.5 |
0.8% |
48% |
False |
False |
23,812 |
| 80 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
41.5 |
0.6% |
48% |
False |
False |
17,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,966.0 |
|
2.618 |
6,820.5 |
|
1.618 |
6,731.5 |
|
1.000 |
6,676.5 |
|
0.618 |
6,642.5 |
|
HIGH |
6,587.5 |
|
0.618 |
6,553.5 |
|
0.500 |
6,543.0 |
|
0.382 |
6,532.5 |
|
LOW |
6,498.5 |
|
0.618 |
6,443.5 |
|
1.000 |
6,409.5 |
|
1.618 |
6,354.5 |
|
2.618 |
6,265.5 |
|
4.250 |
6,120.0 |
|
|
| Fisher Pivots for day following 26-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,544.0 |
6,535.0 |
| PP |
6,543.5 |
6,526.0 |
| S1 |
6,543.0 |
6,516.5 |
|