| Trading Metrics calculated at close of trading on 19-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1,186.2 |
1,204.2 |
18.0 |
1.5% |
1,201.1 |
| High |
1,205.7 |
1,205.8 |
0.1 |
0.0% |
1,204.5 |
| Low |
1,181.8 |
1,187.5 |
5.7 |
0.5% |
1,169.3 |
| Close |
1,203.1 |
1,195.9 |
-7.2 |
-0.6% |
1,180.5 |
| Range |
23.9 |
18.3 |
-5.6 |
-23.4% |
35.2 |
| ATR |
18.7 |
18.7 |
0.0 |
-0.2% |
0.0 |
| Volume |
69,458 |
53,170 |
-16,288 |
-23.5% |
715,907 |
|
| Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,251.3 |
1,242.0 |
1,206.0 |
|
| R3 |
1,233.0 |
1,223.5 |
1,201.0 |
|
| R2 |
1,214.8 |
1,214.8 |
1,199.3 |
|
| R1 |
1,205.3 |
1,205.3 |
1,197.5 |
1,200.8 |
| PP |
1,196.5 |
1,196.5 |
1,196.5 |
1,194.3 |
| S1 |
1,187.0 |
1,187.0 |
1,194.3 |
1,182.5 |
| S2 |
1,178.0 |
1,178.0 |
1,192.5 |
|
| S3 |
1,159.8 |
1,168.8 |
1,190.8 |
|
| S4 |
1,141.5 |
1,150.5 |
1,185.8 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,290.3 |
1,270.8 |
1,199.8 |
|
| R3 |
1,255.3 |
1,235.5 |
1,190.3 |
|
| R2 |
1,220.0 |
1,220.0 |
1,187.0 |
|
| R1 |
1,200.3 |
1,200.3 |
1,183.8 |
1,192.5 |
| PP |
1,184.8 |
1,184.8 |
1,184.8 |
1,181.0 |
| S1 |
1,165.0 |
1,165.0 |
1,177.3 |
1,157.3 |
| S2 |
1,149.5 |
1,149.5 |
1,174.0 |
|
| S3 |
1,114.3 |
1,129.8 |
1,170.8 |
|
| S4 |
1,079.3 |
1,094.8 |
1,161.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,205.8 |
1,169.3 |
36.5 |
3.1% |
21.8 |
1.8% |
73% |
True |
False |
103,635 |
| 10 |
1,212.7 |
1,169.3 |
43.4 |
3.6% |
18.5 |
1.5% |
61% |
False |
False |
115,079 |
| 20 |
1,212.7 |
1,141.1 |
71.6 |
6.0% |
18.0 |
1.5% |
77% |
False |
False |
122,095 |
| 40 |
1,212.7 |
1,078.0 |
134.7 |
11.3% |
19.5 |
1.6% |
88% |
False |
False |
128,884 |
| 60 |
1,212.7 |
1,078.0 |
134.7 |
11.3% |
17.0 |
1.4% |
88% |
False |
False |
111,362 |
| 80 |
1,212.7 |
1,078.0 |
134.7 |
11.3% |
15.8 |
1.3% |
88% |
False |
False |
94,124 |
| 100 |
1,212.7 |
1,078.0 |
134.7 |
11.3% |
13.5 |
1.1% |
88% |
False |
False |
75,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,283.5 |
|
2.618 |
1,253.8 |
|
1.618 |
1,235.5 |
|
1.000 |
1,224.0 |
|
0.618 |
1,217.0 |
|
HIGH |
1,205.8 |
|
0.618 |
1,198.8 |
|
0.500 |
1,196.8 |
|
0.382 |
1,194.5 |
|
LOW |
1,187.5 |
|
0.618 |
1,176.3 |
|
1.000 |
1,169.3 |
|
1.618 |
1,158.0 |
|
2.618 |
1,139.5 |
|
4.250 |
1,109.8 |
|
|
| Fisher Pivots for day following 19-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,196.8 |
1,193.8 |
| PP |
1,196.5 |
1,191.8 |
| S1 |
1,196.3 |
1,189.5 |
|