| Trading Metrics calculated at close of trading on 12-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,031.0 |
3,011.0 |
-20.0 |
-0.7% |
3,030.0 |
| High |
3,051.0 |
3,013.0 |
-38.0 |
-1.2% |
3,092.0 |
| Low |
3,013.0 |
2,976.0 |
-37.0 |
-1.2% |
2,979.0 |
| Close |
3,022.0 |
3,001.0 |
-21.0 |
-0.7% |
3,029.0 |
| Range |
38.0 |
37.0 |
-1.0 |
-2.6% |
113.0 |
| ATR |
43.5 |
43.7 |
0.2 |
0.4% |
0.0 |
| Volume |
296,602 |
308,972 |
12,370 |
4.2% |
146,561 |
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,107.7 |
3,091.3 |
3,021.4 |
|
| R3 |
3,070.7 |
3,054.3 |
3,011.2 |
|
| R2 |
3,033.7 |
3,033.7 |
3,007.8 |
|
| R1 |
3,017.3 |
3,017.3 |
3,004.4 |
3,007.0 |
| PP |
2,996.7 |
2,996.7 |
2,996.7 |
2,991.5 |
| S1 |
2,980.3 |
2,980.3 |
2,997.6 |
2,970.0 |
| S2 |
2,959.7 |
2,959.7 |
2,994.2 |
|
| S3 |
2,922.7 |
2,943.3 |
2,990.8 |
|
| S4 |
2,885.7 |
2,906.3 |
2,980.7 |
|
|
| 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 |
2,976.0 |
116.0 |
3.9% |
42.2 |
1.4% |
22% |
False |
True |
149,463 |
| 10 |
3,092.0 |
2,976.0 |
116.0 |
3.9% |
43.1 |
1.4% |
22% |
False |
True |
85,057 |
| 20 |
3,096.0 |
2,976.0 |
120.0 |
4.0% |
37.3 |
1.2% |
21% |
False |
True |
43,215 |
| 40 |
3,108.0 |
2,868.0 |
240.0 |
8.0% |
41.8 |
1.4% |
55% |
False |
False |
22,619 |
| 60 |
3,108.0 |
2,847.0 |
261.0 |
8.7% |
39.1 |
1.3% |
59% |
False |
False |
15,262 |
| 80 |
3,108.0 |
2,847.0 |
261.0 |
8.7% |
32.8 |
1.1% |
59% |
False |
False |
11,542 |
| 100 |
3,108.0 |
2,847.0 |
261.0 |
8.7% |
28.7 |
1.0% |
59% |
False |
False |
9,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,170.3 |
|
2.618 |
3,109.9 |
|
1.618 |
3,072.9 |
|
1.000 |
3,050.0 |
|
0.618 |
3,035.9 |
|
HIGH |
3,013.0 |
|
0.618 |
2,998.9 |
|
0.500 |
2,994.5 |
|
0.382 |
2,990.1 |
|
LOW |
2,976.0 |
|
0.618 |
2,953.1 |
|
1.000 |
2,939.0 |
|
1.618 |
2,916.1 |
|
2.618 |
2,879.1 |
|
4.250 |
2,818.8 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,998.8 |
3,018.0 |
| PP |
2,996.7 |
3,012.3 |
| S1 |
2,994.5 |
3,006.7 |
|