| 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 |
5,298.0 |
5,352.0 |
54.0 |
1.0% |
5,447.0 |
| High |
5,335.0 |
5,368.0 |
33.0 |
0.6% |
5,447.0 |
| Low |
5,293.0 |
5,346.0 |
53.0 |
1.0% |
5,324.0 |
| Close |
5,325.0 |
5,351.0 |
26.0 |
0.5% |
5,328.0 |
| Range |
42.0 |
22.0 |
-20.0 |
-47.6% |
123.0 |
| ATR |
42.2 |
42.2 |
0.1 |
0.1% |
0.0 |
| Volume |
56,240 |
146,623 |
90,383 |
160.7% |
27,466 |
|
| Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,421.0 |
5,408.0 |
5,363.1 |
|
| R3 |
5,399.0 |
5,386.0 |
5,357.1 |
|
| R2 |
5,377.0 |
5,377.0 |
5,355.0 |
|
| R1 |
5,364.0 |
5,364.0 |
5,353.0 |
5,359.5 |
| PP |
5,355.0 |
5,355.0 |
5,355.0 |
5,352.8 |
| S1 |
5,342.0 |
5,342.0 |
5,349.0 |
5,337.5 |
| S2 |
5,333.0 |
5,333.0 |
5,347.0 |
|
| S3 |
5,311.0 |
5,320.0 |
5,345.0 |
|
| S4 |
5,289.0 |
5,298.0 |
5,338.9 |
|
|
| 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 |
5,430.0 |
5,293.0 |
137.0 |
2.6% |
36.0 |
0.7% |
42% |
False |
False |
45,827 |
| 10 |
5,473.0 |
5,293.0 |
180.0 |
3.4% |
28.9 |
0.5% |
32% |
False |
False |
23,077 |
| 20 |
5,473.0 |
5,293.0 |
180.0 |
3.4% |
25.9 |
0.5% |
32% |
False |
False |
11,594 |
| 40 |
5,473.0 |
4,998.0 |
475.0 |
8.9% |
20.3 |
0.4% |
74% |
False |
False |
5,848 |
| 60 |
5,473.0 |
4,998.0 |
475.0 |
8.9% |
16.0 |
0.3% |
74% |
False |
False |
3,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,461.5 |
|
2.618 |
5,425.6 |
|
1.618 |
5,403.6 |
|
1.000 |
5,390.0 |
|
0.618 |
5,381.6 |
|
HIGH |
5,368.0 |
|
0.618 |
5,359.6 |
|
0.500 |
5,357.0 |
|
0.382 |
5,354.4 |
|
LOW |
5,346.0 |
|
0.618 |
5,332.4 |
|
1.000 |
5,324.0 |
|
1.618 |
5,310.4 |
|
2.618 |
5,288.4 |
|
4.250 |
5,252.5 |
|
|
| Fisher Pivots for day following 18-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,357.0 |
5,344.2 |
| PP |
5,355.0 |
5,337.3 |
| S1 |
5,353.0 |
5,330.5 |
|