| Trading Metrics calculated at close of trading on 17-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
5,361.0 |
5,298.0 |
-63.0 |
-1.2% |
5,447.0 |
| High |
5,361.0 |
5,335.0 |
-26.0 |
-0.5% |
5,447.0 |
| Low |
5,324.0 |
5,293.0 |
-31.0 |
-0.6% |
5,324.0 |
| Close |
5,328.0 |
5,325.0 |
-3.0 |
-0.1% |
5,328.0 |
| Range |
37.0 |
42.0 |
5.0 |
13.5% |
123.0 |
| ATR |
42.2 |
42.2 |
0.0 |
0.0% |
0.0 |
| Volume |
24,349 |
56,240 |
31,891 |
131.0% |
27,466 |
|
| Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,443.7 |
5,426.3 |
5,348.1 |
|
| R3 |
5,401.7 |
5,384.3 |
5,336.6 |
|
| R2 |
5,359.7 |
5,359.7 |
5,332.7 |
|
| R1 |
5,342.3 |
5,342.3 |
5,328.9 |
5,351.0 |
| PP |
5,317.7 |
5,317.7 |
5,317.7 |
5,322.0 |
| S1 |
5,300.3 |
5,300.3 |
5,321.2 |
5,309.0 |
| S2 |
5,275.7 |
5,275.7 |
5,317.3 |
|
| S3 |
5,233.7 |
5,258.3 |
5,313.5 |
|
| S4 |
5,191.7 |
5,216.3 |
5,301.9 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,735.3 |
5,654.7 |
5,395.7 |
|
| R3 |
5,612.3 |
5,531.7 |
5,361.8 |
|
| R2 |
5,489.3 |
5,489.3 |
5,350.6 |
|
| R1 |
5,408.7 |
5,408.7 |
5,339.3 |
5,387.5 |
| PP |
5,366.3 |
5,366.3 |
5,366.3 |
5,355.8 |
| S1 |
5,285.7 |
5,285.7 |
5,316.7 |
5,264.5 |
| S2 |
5,243.3 |
5,243.3 |
5,305.5 |
|
| S3 |
5,120.3 |
5,162.7 |
5,294.2 |
|
| S4 |
4,997.3 |
5,039.7 |
5,260.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,434.0 |
5,293.0 |
141.0 |
2.6% |
35.4 |
0.7% |
23% |
False |
True |
16,613 |
| 10 |
5,473.0 |
5,293.0 |
180.0 |
3.4% |
29.6 |
0.6% |
18% |
False |
True |
8,416 |
| 20 |
5,473.0 |
5,293.0 |
180.0 |
3.4% |
25.0 |
0.5% |
18% |
False |
True |
4,264 |
| 40 |
5,473.0 |
4,998.0 |
475.0 |
8.9% |
19.7 |
0.4% |
69% |
False |
False |
2,182 |
| 60 |
5,473.0 |
4,998.0 |
475.0 |
8.9% |
16.2 |
0.3% |
69% |
False |
False |
1,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,513.5 |
|
2.618 |
5,445.0 |
|
1.618 |
5,403.0 |
|
1.000 |
5,377.0 |
|
0.618 |
5,361.0 |
|
HIGH |
5,335.0 |
|
0.618 |
5,319.0 |
|
0.500 |
5,314.0 |
|
0.382 |
5,309.0 |
|
LOW |
5,293.0 |
|
0.618 |
5,267.0 |
|
1.000 |
5,251.0 |
|
1.618 |
5,225.0 |
|
2.618 |
5,183.0 |
|
4.250 |
5,114.5 |
|
|
| Fisher Pivots for day following 17-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,321.3 |
5,361.5 |
| PP |
5,317.7 |
5,349.3 |
| S1 |
5,314.0 |
5,337.2 |
|