| Trading Metrics calculated at close of trading on 24-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,024.0 |
3,011.0 |
-13.0 |
-0.4% |
2,938.0 |
| High |
3,043.0 |
3,033.0 |
-10.0 |
-0.3% |
3,043.0 |
| Low |
2,997.0 |
2,978.0 |
-19.0 |
-0.6% |
2,936.0 |
| Close |
3,033.0 |
2,983.0 |
-50.0 |
-1.6% |
3,033.0 |
| Range |
46.0 |
55.0 |
9.0 |
19.6% |
107.0 |
| ATR |
49.7 |
50.0 |
0.4 |
0.8% |
0.0 |
| Volume |
978,550 |
994,155 |
15,605 |
1.6% |
5,176,143 |
|
| Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,163.0 |
3,128.0 |
3,013.3 |
|
| R3 |
3,108.0 |
3,073.0 |
2,998.1 |
|
| R2 |
3,053.0 |
3,053.0 |
2,993.1 |
|
| R1 |
3,018.0 |
3,018.0 |
2,988.0 |
3,008.0 |
| PP |
2,998.0 |
2,998.0 |
2,998.0 |
2,993.0 |
| S1 |
2,963.0 |
2,963.0 |
2,978.0 |
2,953.0 |
| S2 |
2,943.0 |
2,943.0 |
2,972.9 |
|
| S3 |
2,888.0 |
2,908.0 |
2,967.9 |
|
| S4 |
2,833.0 |
2,853.0 |
2,952.8 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,325.0 |
3,286.0 |
3,091.9 |
|
| R3 |
3,218.0 |
3,179.0 |
3,062.4 |
|
| R2 |
3,111.0 |
3,111.0 |
3,052.6 |
|
| R1 |
3,072.0 |
3,072.0 |
3,042.8 |
3,091.5 |
| PP |
3,004.0 |
3,004.0 |
3,004.0 |
3,013.8 |
| S1 |
2,965.0 |
2,965.0 |
3,023.2 |
2,984.5 |
| S2 |
2,897.0 |
2,897.0 |
3,013.4 |
|
| S3 |
2,790.0 |
2,858.0 |
3,003.6 |
|
| S4 |
2,683.0 |
2,751.0 |
2,974.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,043.0 |
2,961.0 |
82.0 |
2.7% |
55.6 |
1.9% |
27% |
False |
False |
1,010,152 |
| 10 |
3,051.0 |
2,902.0 |
149.0 |
5.0% |
53.9 |
1.8% |
54% |
False |
False |
800,956 |
| 20 |
3,096.0 |
2,902.0 |
194.0 |
6.5% |
47.5 |
1.6% |
42% |
False |
False |
413,040 |
| 40 |
3,096.0 |
2,868.0 |
228.0 |
7.6% |
45.3 |
1.5% |
50% |
False |
False |
207,566 |
| 60 |
3,108.0 |
2,868.0 |
240.0 |
8.0% |
42.7 |
1.4% |
48% |
False |
False |
138,560 |
| 80 |
3,108.0 |
2,847.0 |
261.0 |
8.7% |
38.1 |
1.3% |
52% |
False |
False |
104,090 |
| 100 |
3,108.0 |
2,847.0 |
261.0 |
8.7% |
32.7 |
1.1% |
52% |
False |
False |
83,349 |
| 120 |
3,108.0 |
2,814.0 |
294.0 |
9.9% |
29.3 |
1.0% |
57% |
False |
False |
69,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,266.8 |
|
2.618 |
3,177.0 |
|
1.618 |
3,122.0 |
|
1.000 |
3,088.0 |
|
0.618 |
3,067.0 |
|
HIGH |
3,033.0 |
|
0.618 |
3,012.0 |
|
0.500 |
3,005.5 |
|
0.382 |
2,999.0 |
|
LOW |
2,978.0 |
|
0.618 |
2,944.0 |
|
1.000 |
2,923.0 |
|
1.618 |
2,889.0 |
|
2.618 |
2,834.0 |
|
4.250 |
2,744.3 |
|
|
| Fisher Pivots for day following 24-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,005.5 |
3,006.5 |
| PP |
2,998.0 |
2,998.7 |
| S1 |
2,990.5 |
2,990.8 |
|