| Trading Metrics calculated at close of trading on 20-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
5,367.0 |
5,335.0 |
-32.0 |
-0.6% |
5,447.0 |
| High |
5,369.0 |
5,346.0 |
-23.0 |
-0.4% |
5,447.0 |
| Low |
5,331.0 |
5,286.0 |
-45.0 |
-0.8% |
5,324.0 |
| Close |
5,362.0 |
5,297.0 |
-65.0 |
-1.2% |
5,328.0 |
| Range |
38.0 |
60.0 |
22.0 |
57.9% |
123.0 |
| ATR |
41.9 |
44.3 |
2.4 |
5.8% |
0.0 |
| Volume |
72,209 |
30,757 |
-41,452 |
-57.4% |
27,466 |
|
| Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,489.7 |
5,453.3 |
5,330.0 |
|
| R3 |
5,429.7 |
5,393.3 |
5,313.5 |
|
| R2 |
5,369.7 |
5,369.7 |
5,308.0 |
|
| R1 |
5,333.3 |
5,333.3 |
5,302.5 |
5,321.5 |
| PP |
5,309.7 |
5,309.7 |
5,309.7 |
5,303.8 |
| S1 |
5,273.3 |
5,273.3 |
5,291.5 |
5,261.5 |
| S2 |
5,249.7 |
5,249.7 |
5,286.0 |
|
| S3 |
5,189.7 |
5,213.3 |
5,280.5 |
|
| S4 |
5,129.7 |
5,153.3 |
5,264.0 |
|
|
| 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 |
5,369.0 |
5,286.0 |
83.0 |
1.6% |
39.8 |
0.8% |
13% |
False |
True |
66,035 |
| 10 |
5,473.0 |
5,286.0 |
187.0 |
3.5% |
35.4 |
0.7% |
6% |
False |
True |
33,336 |
| 20 |
5,473.0 |
5,286.0 |
187.0 |
3.5% |
29.2 |
0.6% |
6% |
False |
True |
16,733 |
| 40 |
5,473.0 |
4,998.0 |
475.0 |
9.0% |
21.3 |
0.4% |
63% |
False |
False |
8,417 |
| 60 |
5,473.0 |
4,998.0 |
475.0 |
9.0% |
17.0 |
0.3% |
63% |
False |
False |
5,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,601.0 |
|
2.618 |
5,503.1 |
|
1.618 |
5,443.1 |
|
1.000 |
5,406.0 |
|
0.618 |
5,383.1 |
|
HIGH |
5,346.0 |
|
0.618 |
5,323.1 |
|
0.500 |
5,316.0 |
|
0.382 |
5,308.9 |
|
LOW |
5,286.0 |
|
0.618 |
5,248.9 |
|
1.000 |
5,226.0 |
|
1.618 |
5,188.9 |
|
2.618 |
5,128.9 |
|
4.250 |
5,031.0 |
|
|
| Fisher Pivots for day following 20-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,316.0 |
5,327.5 |
| PP |
5,309.7 |
5,317.3 |
| S1 |
5,303.3 |
5,307.2 |
|