| Trading Metrics calculated at close of trading on 11-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,033.0 |
3,031.0 |
-2.0 |
-0.1% |
3,030.0 |
| High |
3,060.0 |
3,051.0 |
-9.0 |
-0.3% |
3,092.0 |
| Low |
3,007.0 |
3,013.0 |
6.0 |
0.2% |
2,979.0 |
| Close |
3,024.0 |
3,022.0 |
-2.0 |
-0.1% |
3,029.0 |
| Range |
53.0 |
38.0 |
-15.0 |
-28.3% |
113.0 |
| ATR |
44.0 |
43.5 |
-0.4 |
-1.0% |
0.0 |
| Volume |
80,020 |
296,602 |
216,582 |
270.7% |
146,561 |
|
| Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,142.7 |
3,120.3 |
3,042.9 |
|
| R3 |
3,104.7 |
3,082.3 |
3,032.5 |
|
| R2 |
3,066.7 |
3,066.7 |
3,029.0 |
|
| R1 |
3,044.3 |
3,044.3 |
3,025.5 |
3,036.5 |
| PP |
3,028.7 |
3,028.7 |
3,028.7 |
3,024.8 |
| S1 |
3,006.3 |
3,006.3 |
3,018.5 |
2,998.5 |
| S2 |
2,990.7 |
2,990.7 |
3,015.0 |
|
| S3 |
2,952.7 |
2,968.3 |
3,011.6 |
|
| S4 |
2,914.7 |
2,930.3 |
3,001.1 |
|
|
| 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 |
3,007.0 |
85.0 |
2.8% |
39.2 |
1.3% |
18% |
False |
False |
94,425 |
| 10 |
3,096.0 |
2,979.0 |
117.0 |
3.9% |
42.2 |
1.4% |
37% |
False |
False |
54,500 |
| 20 |
3,096.0 |
2,979.0 |
117.0 |
3.9% |
36.8 |
1.2% |
37% |
False |
False |
27,771 |
| 40 |
3,108.0 |
2,868.0 |
240.0 |
7.9% |
42.2 |
1.4% |
64% |
False |
False |
14,897 |
| 60 |
3,108.0 |
2,847.0 |
261.0 |
8.6% |
39.1 |
1.3% |
67% |
False |
False |
10,113 |
| 80 |
3,108.0 |
2,847.0 |
261.0 |
8.6% |
32.5 |
1.1% |
67% |
False |
False |
7,774 |
| 100 |
3,108.0 |
2,847.0 |
261.0 |
8.6% |
28.4 |
0.9% |
67% |
False |
False |
6,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,212.5 |
|
2.618 |
3,150.5 |
|
1.618 |
3,112.5 |
|
1.000 |
3,089.0 |
|
0.618 |
3,074.5 |
|
HIGH |
3,051.0 |
|
0.618 |
3,036.5 |
|
0.500 |
3,032.0 |
|
0.382 |
3,027.5 |
|
LOW |
3,013.0 |
|
0.618 |
2,989.5 |
|
1.000 |
2,975.0 |
|
1.618 |
2,951.5 |
|
2.618 |
2,913.5 |
|
4.250 |
2,851.5 |
|
|
| Fisher Pivots for day following 11-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,032.0 |
3,045.0 |
| PP |
3,028.7 |
3,037.3 |
| S1 |
3,025.3 |
3,029.7 |
|