| Trading Metrics calculated at close of trading on 14-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1,868.75 |
1,847.25 |
-21.50 |
-1.2% |
1,875.50 |
| High |
1,875.00 |
1,853.00 |
-22.00 |
-1.2% |
1,882.25 |
| Low |
1,841.50 |
1,839.00 |
-2.50 |
-0.1% |
1,839.00 |
| Close |
1,846.75 |
1,840.00 |
-6.75 |
-0.4% |
1,840.00 |
| Range |
33.50 |
14.00 |
-19.50 |
-58.2% |
43.25 |
| ATR |
20.11 |
19.67 |
-0.44 |
-2.2% |
0.00 |
| Volume |
2,346,907 |
1,309,202 |
-1,037,705 |
-44.2% |
8,099,818 |
|
| Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,886.00 |
1,877.00 |
1,847.75 |
|
| R3 |
1,872.00 |
1,863.00 |
1,843.75 |
|
| R2 |
1,858.00 |
1,858.00 |
1,842.50 |
|
| R1 |
1,849.00 |
1,849.00 |
1,841.25 |
1,846.50 |
| PP |
1,844.00 |
1,844.00 |
1,844.00 |
1,842.75 |
| S1 |
1,835.00 |
1,835.00 |
1,838.75 |
1,832.50 |
| S2 |
1,830.00 |
1,830.00 |
1,837.50 |
|
| S3 |
1,816.00 |
1,821.00 |
1,836.25 |
|
| S4 |
1,802.00 |
1,807.00 |
1,832.25 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,983.50 |
1,955.00 |
1,863.75 |
|
| R3 |
1,940.25 |
1,911.75 |
1,852.00 |
|
| R2 |
1,897.00 |
1,897.00 |
1,848.00 |
|
| R1 |
1,868.50 |
1,868.50 |
1,844.00 |
1,861.00 |
| PP |
1,853.75 |
1,853.75 |
1,853.75 |
1,850.00 |
| S1 |
1,825.25 |
1,825.25 |
1,836.00 |
1,818.00 |
| S2 |
1,810.50 |
1,810.50 |
1,832.00 |
|
| S3 |
1,767.25 |
1,782.00 |
1,828.00 |
|
| S4 |
1,724.00 |
1,738.75 |
1,816.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,882.25 |
1,839.00 |
43.25 |
2.4% |
19.00 |
1.0% |
2% |
False |
True |
1,619,963 |
| 10 |
1,887.50 |
1,832.25 |
55.25 |
3.0% |
18.00 |
1.0% |
14% |
False |
False |
1,652,088 |
| 20 |
1,887.50 |
1,816.00 |
71.50 |
3.9% |
18.25 |
1.0% |
34% |
False |
False |
1,607,906 |
| 40 |
1,887.50 |
1,732.00 |
155.50 |
8.5% |
21.50 |
1.2% |
69% |
False |
False |
1,746,494 |
| 60 |
1,887.50 |
1,732.00 |
155.50 |
8.5% |
19.25 |
1.1% |
69% |
False |
False |
1,567,031 |
| 80 |
1,887.50 |
1,732.00 |
155.50 |
8.5% |
18.25 |
1.0% |
69% |
False |
False |
1,237,715 |
| 100 |
1,887.50 |
1,728.50 |
159.00 |
8.6% |
17.50 |
1.0% |
70% |
False |
False |
991,231 |
| 120 |
1,887.50 |
1,633.50 |
254.00 |
13.8% |
17.75 |
1.0% |
81% |
False |
False |
826,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,912.50 |
|
2.618 |
1,889.75 |
|
1.618 |
1,875.75 |
|
1.000 |
1,867.00 |
|
0.618 |
1,861.75 |
|
HIGH |
1,853.00 |
|
0.618 |
1,847.75 |
|
0.500 |
1,846.00 |
|
0.382 |
1,844.25 |
|
LOW |
1,839.00 |
|
0.618 |
1,830.25 |
|
1.000 |
1,825.00 |
|
1.618 |
1,816.25 |
|
2.618 |
1,802.25 |
|
4.250 |
1,779.50 |
|
|
| Fisher Pivots for day following 14-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,846.00 |
1,857.00 |
| PP |
1,844.00 |
1,851.25 |
| S1 |
1,842.00 |
1,845.75 |
|