| Trading Metrics calculated at close of trading on 10-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,078.0 |
3,033.0 |
-45.0 |
-1.5% |
3,030.0 |
| High |
3,083.0 |
3,060.0 |
-23.0 |
-0.7% |
3,092.0 |
| Low |
3,025.0 |
3,007.0 |
-18.0 |
-0.6% |
2,979.0 |
| Close |
3,029.0 |
3,024.0 |
-5.0 |
-0.2% |
3,029.0 |
| Range |
58.0 |
53.0 |
-5.0 |
-8.6% |
113.0 |
| ATR |
43.3 |
44.0 |
0.7 |
1.6% |
0.0 |
| Volume |
31,566 |
80,020 |
48,454 |
153.5% |
146,561 |
|
| Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,189.3 |
3,159.7 |
3,053.2 |
|
| R3 |
3,136.3 |
3,106.7 |
3,038.6 |
|
| R2 |
3,083.3 |
3,083.3 |
3,033.7 |
|
| R1 |
3,053.7 |
3,053.7 |
3,028.9 |
3,042.0 |
| PP |
3,030.3 |
3,030.3 |
3,030.3 |
3,024.5 |
| S1 |
3,000.7 |
3,000.7 |
3,019.1 |
2,989.0 |
| S2 |
2,977.3 |
2,977.3 |
3,014.3 |
|
| S3 |
2,924.3 |
2,947.7 |
3,009.4 |
|
| S4 |
2,871.3 |
2,894.7 |
2,994.9 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,372.3 |
3,313.7 |
3,091.2 |
|
| R3 |
3,259.3 |
3,200.7 |
3,060.1 |
|
| R2 |
3,146.3 |
3,146.3 |
3,049.7 |
|
| R1 |
3,087.7 |
3,087.7 |
3,039.4 |
3,060.5 |
| PP |
3,033.3 |
3,033.3 |
3,033.3 |
3,019.8 |
| S1 |
2,974.7 |
2,974.7 |
3,018.6 |
2,947.5 |
| S2 |
2,920.3 |
2,920.3 |
3,008.3 |
|
| S3 |
2,807.3 |
2,861.7 |
2,997.9 |
|
| S4 |
2,694.3 |
2,748.7 |
2,966.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,092.0 |
3,005.0 |
87.0 |
2.9% |
44.4 |
1.5% |
22% |
False |
False |
42,098 |
| 10 |
3,096.0 |
2,979.0 |
117.0 |
3.9% |
41.0 |
1.4% |
38% |
False |
False |
25,125 |
| 20 |
3,096.0 |
2,979.0 |
117.0 |
3.9% |
37.1 |
1.2% |
38% |
False |
False |
12,956 |
| 40 |
3,108.0 |
2,868.0 |
240.0 |
7.9% |
42.6 |
1.4% |
65% |
False |
False |
7,490 |
| 60 |
3,108.0 |
2,847.0 |
261.0 |
8.6% |
38.9 |
1.3% |
68% |
False |
False |
5,170 |
| 80 |
3,108.0 |
2,847.0 |
261.0 |
8.6% |
32.1 |
1.1% |
68% |
False |
False |
4,066 |
| 100 |
3,108.0 |
2,847.0 |
261.0 |
8.6% |
28.2 |
0.9% |
68% |
False |
False |
3,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,285.3 |
|
2.618 |
3,198.8 |
|
1.618 |
3,145.8 |
|
1.000 |
3,113.0 |
|
0.618 |
3,092.8 |
|
HIGH |
3,060.0 |
|
0.618 |
3,039.8 |
|
0.500 |
3,033.5 |
|
0.382 |
3,027.2 |
|
LOW |
3,007.0 |
|
0.618 |
2,974.2 |
|
1.000 |
2,954.0 |
|
1.618 |
2,921.2 |
|
2.618 |
2,868.2 |
|
4.250 |
2,781.8 |
|
|
| Fisher Pivots for day following 10-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,033.5 |
3,049.5 |
| PP |
3,030.3 |
3,041.0 |
| S1 |
3,027.2 |
3,032.5 |
|