| Trading Metrics calculated at close of trading on 18-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
2,938.0 |
2,979.0 |
41.0 |
1.4% |
3,033.0 |
| High |
2,986.0 |
3,030.0 |
44.0 |
1.5% |
3,060.0 |
| Low |
2,936.0 |
2,961.0 |
25.0 |
0.9% |
2,902.0 |
| Close |
2,983.0 |
3,006.0 |
23.0 |
0.8% |
2,935.0 |
| Range |
50.0 |
69.0 |
19.0 |
38.0% |
158.0 |
| ATR |
47.8 |
49.3 |
1.5 |
3.2% |
0.0 |
| Volume |
1,119,536 |
1,184,745 |
65,209 |
5.8% |
1,919,287 |
|
| Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,206.0 |
3,175.0 |
3,044.0 |
|
| R3 |
3,137.0 |
3,106.0 |
3,025.0 |
|
| R2 |
3,068.0 |
3,068.0 |
3,018.7 |
|
| R1 |
3,037.0 |
3,037.0 |
3,012.3 |
3,052.5 |
| PP |
2,999.0 |
2,999.0 |
2,999.0 |
3,006.8 |
| S1 |
2,968.0 |
2,968.0 |
2,999.7 |
2,983.5 |
| S2 |
2,930.0 |
2,930.0 |
2,993.4 |
|
| S3 |
2,861.0 |
2,899.0 |
2,987.0 |
|
| S4 |
2,792.0 |
2,830.0 |
2,968.1 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,439.7 |
3,345.3 |
3,021.9 |
|
| R3 |
3,281.7 |
3,187.3 |
2,978.5 |
|
| R2 |
3,123.7 |
3,123.7 |
2,964.0 |
|
| R1 |
3,029.3 |
3,029.3 |
2,949.5 |
2,997.5 |
| PP |
2,965.7 |
2,965.7 |
2,965.7 |
2,949.8 |
| S1 |
2,871.3 |
2,871.3 |
2,920.5 |
2,839.5 |
| S2 |
2,807.7 |
2,807.7 |
2,906.0 |
|
| S3 |
2,649.7 |
2,713.3 |
2,891.6 |
|
| S4 |
2,491.7 |
2,555.3 |
2,848.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,030.0 |
2,902.0 |
128.0 |
4.3% |
58.4 |
1.9% |
81% |
True |
False |
769,389 |
| 10 |
3,092.0 |
2,902.0 |
190.0 |
6.3% |
48.8 |
1.6% |
55% |
False |
False |
431,907 |
| 20 |
3,096.0 |
2,902.0 |
194.0 |
6.5% |
44.1 |
1.5% |
54% |
False |
False |
220,079 |
| 40 |
3,096.0 |
2,868.0 |
228.0 |
7.6% |
45.9 |
1.5% |
61% |
False |
False |
111,061 |
| 60 |
3,108.0 |
2,868.0 |
240.0 |
8.0% |
41.2 |
1.4% |
58% |
False |
False |
74,225 |
| 80 |
3,108.0 |
2,847.0 |
261.0 |
8.7% |
35.8 |
1.2% |
61% |
False |
False |
55,765 |
| 100 |
3,108.0 |
2,847.0 |
261.0 |
8.7% |
31.0 |
1.0% |
61% |
False |
False |
44,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,323.3 |
|
2.618 |
3,210.6 |
|
1.618 |
3,141.6 |
|
1.000 |
3,099.0 |
|
0.618 |
3,072.6 |
|
HIGH |
3,030.0 |
|
0.618 |
3,003.6 |
|
0.500 |
2,995.5 |
|
0.382 |
2,987.4 |
|
LOW |
2,961.0 |
|
0.618 |
2,918.4 |
|
1.000 |
2,892.0 |
|
1.618 |
2,849.4 |
|
2.618 |
2,780.4 |
|
4.250 |
2,667.8 |
|
|
| Fisher Pivots for day following 18-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,002.5 |
2,992.7 |
| PP |
2,999.0 |
2,979.3 |
| S1 |
2,995.5 |
2,966.0 |
|