| Trading Metrics calculated at close of trading on 10-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
5,447.0 |
5,444.0 |
-3.0 |
-0.1% |
5,402.0 |
| High |
5,472.0 |
5,445.0 |
-27.0 |
-0.5% |
5,472.0 |
| Low |
5,439.0 |
5,406.0 |
-33.0 |
-0.6% |
5,334.0 |
| Close |
5,472.0 |
5,420.0 |
-52.0 |
-1.0% |
5,472.0 |
| Range |
33.0 |
39.0 |
6.0 |
18.2% |
138.0 |
| ATR |
46.3 |
47.7 |
1.4 |
3.0% |
0.0 |
| Volume |
14,782 |
20,019 |
5,237 |
35.4% |
125,659 |
|
| Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,540.7 |
5,519.3 |
5,441.5 |
|
| R3 |
5,501.7 |
5,480.3 |
5,430.7 |
|
| R2 |
5,462.7 |
5,462.7 |
5,427.2 |
|
| R1 |
5,441.3 |
5,441.3 |
5,423.6 |
5,432.5 |
| PP |
5,423.7 |
5,423.7 |
5,423.7 |
5,419.3 |
| S1 |
5,402.3 |
5,402.3 |
5,416.4 |
5,393.5 |
| S2 |
5,384.7 |
5,384.7 |
5,412.9 |
|
| S3 |
5,345.7 |
5,363.3 |
5,409.3 |
|
| S4 |
5,306.7 |
5,324.3 |
5,398.6 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,840.0 |
5,794.0 |
5,547.9 |
|
| R3 |
5,702.0 |
5,656.0 |
5,510.0 |
|
| R2 |
5,564.0 |
5,564.0 |
5,497.3 |
|
| R1 |
5,518.0 |
5,518.0 |
5,484.7 |
5,541.0 |
| PP |
5,426.0 |
5,426.0 |
5,426.0 |
5,437.5 |
| S1 |
5,380.0 |
5,380.0 |
5,459.4 |
5,403.0 |
| S2 |
5,288.0 |
5,288.0 |
5,446.7 |
|
| S3 |
5,150.0 |
5,242.0 |
5,434.1 |
|
| S4 |
5,012.0 |
5,104.0 |
5,396.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,472.0 |
5,366.0 |
106.0 |
2.0% |
33.6 |
0.6% |
51% |
False |
False |
22,771 |
| 10 |
5,472.0 |
5,334.0 |
138.0 |
2.5% |
39.1 |
0.7% |
62% |
False |
False |
24,054 |
| 20 |
5,472.0 |
5,151.0 |
321.0 |
5.9% |
37.5 |
0.7% |
84% |
False |
False |
23,950 |
| 40 |
5,472.0 |
4,998.0 |
474.0 |
8.7% |
42.4 |
0.8% |
89% |
False |
False |
23,596 |
| 60 |
5,472.0 |
4,993.0 |
479.0 |
8.8% |
44.7 |
0.8% |
89% |
False |
False |
24,253 |
| 80 |
5,472.0 |
4,993.0 |
479.0 |
8.8% |
39.1 |
0.7% |
89% |
False |
False |
18,265 |
| 100 |
5,472.0 |
4,993.0 |
479.0 |
8.8% |
32.1 |
0.6% |
89% |
False |
False |
14,623 |
| 120 |
5,472.0 |
4,993.0 |
479.0 |
8.8% |
28.2 |
0.5% |
89% |
False |
False |
12,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,610.8 |
|
2.618 |
5,547.1 |
|
1.618 |
5,508.1 |
|
1.000 |
5,484.0 |
|
0.618 |
5,469.1 |
|
HIGH |
5,445.0 |
|
0.618 |
5,430.1 |
|
0.500 |
5,425.5 |
|
0.382 |
5,420.9 |
|
LOW |
5,406.0 |
|
0.618 |
5,381.9 |
|
1.000 |
5,367.0 |
|
1.618 |
5,342.9 |
|
2.618 |
5,303.9 |
|
4.250 |
5,240.3 |
|
|
| Fisher Pivots for day following 10-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,425.5 |
5,439.0 |
| PP |
5,423.7 |
5,432.7 |
| S1 |
5,421.8 |
5,426.3 |
|