| Trading Metrics calculated at close of trading on 31-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
6,536.5 |
6,563.5 |
27.0 |
0.4% |
6,457.0 |
| High |
6,576.0 |
6,602.0 |
26.0 |
0.4% |
6,587.5 |
| Low |
6,527.5 |
6,523.0 |
-4.5 |
-0.1% |
6,445.5 |
| Close |
6,555.0 |
6,543.5 |
-11.5 |
-0.2% |
6,555.0 |
| Range |
48.5 |
79.0 |
30.5 |
62.9% |
142.0 |
| ATR |
75.6 |
75.8 |
0.2 |
0.3% |
0.0 |
| Volume |
117,660 |
78,353 |
-39,307 |
-33.4% |
533,063 |
|
| Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,793.0 |
6,747.5 |
6,587.0 |
|
| R3 |
6,714.0 |
6,668.5 |
6,565.0 |
|
| R2 |
6,635.0 |
6,635.0 |
6,558.0 |
|
| R1 |
6,589.5 |
6,589.5 |
6,550.5 |
6,573.0 |
| PP |
6,556.0 |
6,556.0 |
6,556.0 |
6,548.0 |
| S1 |
6,510.5 |
6,510.5 |
6,536.5 |
6,494.0 |
| S2 |
6,477.0 |
6,477.0 |
6,529.0 |
|
| S3 |
6,398.0 |
6,431.5 |
6,522.0 |
|
| S4 |
6,319.0 |
6,352.5 |
6,500.0 |
|
|
| 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 |
6,602.0 |
6,467.0 |
135.0 |
2.1% |
71.0 |
1.1% |
57% |
True |
False |
99,433 |
| 10 |
6,643.0 |
6,431.5 |
211.5 |
3.2% |
81.0 |
1.2% |
53% |
False |
False |
110,346 |
| 20 |
6,746.0 |
6,431.5 |
314.5 |
4.8% |
76.5 |
1.2% |
36% |
False |
False |
85,361 |
| 40 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
65.5 |
1.0% |
48% |
False |
False |
42,893 |
| 60 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
56.5 |
0.9% |
48% |
False |
False |
28,607 |
| 80 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
43.5 |
0.7% |
48% |
False |
False |
21,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,938.0 |
|
2.618 |
6,809.0 |
|
1.618 |
6,730.0 |
|
1.000 |
6,681.0 |
|
0.618 |
6,651.0 |
|
HIGH |
6,602.0 |
|
0.618 |
6,572.0 |
|
0.500 |
6,562.5 |
|
0.382 |
6,553.0 |
|
LOW |
6,523.0 |
|
0.618 |
6,474.0 |
|
1.000 |
6,444.0 |
|
1.618 |
6,395.0 |
|
2.618 |
6,316.0 |
|
4.250 |
6,187.0 |
|
|
| Fisher Pivots for day following 31-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,562.5 |
6,552.0 |
| PP |
6,556.0 |
6,549.0 |
| S1 |
6,550.0 |
6,546.5 |
|