| Trading Metrics calculated at close of trading on 28-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2014 |
28-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
6,507.5 |
6,536.5 |
29.0 |
0.4% |
6,457.0 |
| High |
6,538.0 |
6,576.0 |
38.0 |
0.6% |
6,587.5 |
| Low |
6,502.0 |
6,527.5 |
25.5 |
0.4% |
6,445.5 |
| Close |
6,530.5 |
6,555.0 |
24.5 |
0.4% |
6,555.0 |
| Range |
36.0 |
48.5 |
12.5 |
34.7% |
142.0 |
| ATR |
77.7 |
75.6 |
-2.1 |
-2.7% |
0.0 |
| Volume |
92,399 |
117,660 |
25,261 |
27.3% |
533,063 |
|
| Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,698.5 |
6,675.0 |
6,581.5 |
|
| R3 |
6,650.0 |
6,626.5 |
6,568.5 |
|
| R2 |
6,601.5 |
6,601.5 |
6,564.0 |
|
| R1 |
6,578.0 |
6,578.0 |
6,559.5 |
6,590.0 |
| PP |
6,553.0 |
6,553.0 |
6,553.0 |
6,558.5 |
| S1 |
6,529.5 |
6,529.5 |
6,550.5 |
6,541.0 |
| S2 |
6,504.5 |
6,504.5 |
6,546.0 |
|
| S3 |
6,456.0 |
6,481.0 |
6,541.5 |
|
| S4 |
6,407.5 |
6,432.5 |
6,528.5 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,955.5 |
6,897.0 |
6,633.0 |
|
| R3 |
6,813.5 |
6,755.0 |
6,594.0 |
|
| R2 |
6,671.5 |
6,671.5 |
6,581.0 |
|
| R1 |
6,613.0 |
6,613.0 |
6,568.0 |
6,642.0 |
| PP |
6,529.5 |
6,529.5 |
6,529.5 |
6,544.0 |
| S1 |
6,471.0 |
6,471.0 |
6,542.0 |
6,500.0 |
| S2 |
6,387.5 |
6,387.5 |
6,529.0 |
|
| S3 |
6,245.5 |
6,329.0 |
6,516.0 |
|
| S4 |
6,103.5 |
6,187.0 |
6,477.0 |
|
|
| 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 |
6,445.5 |
142.0 |
2.2% |
68.0 |
1.0% |
77% |
False |
False |
106,612 |
| 10 |
6,643.0 |
6,431.5 |
211.5 |
3.2% |
81.0 |
1.2% |
58% |
False |
False |
135,324 |
| 20 |
6,746.0 |
6,431.5 |
314.5 |
4.8% |
77.0 |
1.2% |
39% |
False |
False |
81,542 |
| 40 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
65.5 |
1.0% |
50% |
False |
False |
40,941 |
| 60 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
55.5 |
0.8% |
50% |
False |
False |
27,301 |
| 80 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
42.5 |
0.6% |
50% |
False |
False |
20,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,782.0 |
|
2.618 |
6,703.0 |
|
1.618 |
6,654.5 |
|
1.000 |
6,624.5 |
|
0.618 |
6,606.0 |
|
HIGH |
6,576.0 |
|
0.618 |
6,557.5 |
|
0.500 |
6,552.0 |
|
0.382 |
6,546.0 |
|
LOW |
6,527.5 |
|
0.618 |
6,497.5 |
|
1.000 |
6,479.0 |
|
1.618 |
6,449.0 |
|
2.618 |
6,400.5 |
|
4.250 |
6,321.5 |
|
|
| Fisher Pivots for day following 28-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,554.0 |
6,551.0 |
| PP |
6,553.0 |
6,547.0 |
| S1 |
6,552.0 |
6,543.0 |
|