| Trading Metrics calculated at close of trading on 07-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,731.50 |
3,724.00 |
-7.50 |
-0.2% |
3,678.00 |
| High |
3,737.25 |
3,740.50 |
3.25 |
0.1% |
3,740.50 |
| Low |
3,709.25 |
3,685.75 |
-23.50 |
-0.6% |
3,637.00 |
| Close |
3,722.00 |
3,704.25 |
-17.75 |
-0.5% |
3,704.25 |
| Range |
28.00 |
54.75 |
26.75 |
95.5% |
103.50 |
| ATR |
43.19 |
44.01 |
0.83 |
1.9% |
0.00 |
| Volume |
217,906 |
303,234 |
85,328 |
39.2% |
1,366,751 |
|
| Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,874.50 |
3,844.00 |
3,734.25 |
|
| R3 |
3,819.75 |
3,789.25 |
3,719.25 |
|
| R2 |
3,765.00 |
3,765.00 |
3,714.25 |
|
| R1 |
3,734.50 |
3,734.50 |
3,709.25 |
3,722.50 |
| PP |
3,710.25 |
3,710.25 |
3,710.25 |
3,704.00 |
| S1 |
3,679.75 |
3,679.75 |
3,699.25 |
3,667.50 |
| S2 |
3,655.50 |
3,655.50 |
3,694.25 |
|
| S3 |
3,600.75 |
3,625.00 |
3,689.25 |
|
| S4 |
3,546.00 |
3,570.25 |
3,674.25 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,004.50 |
3,957.75 |
3,761.25 |
|
| R3 |
3,901.00 |
3,854.25 |
3,732.75 |
|
| R2 |
3,797.50 |
3,797.50 |
3,723.25 |
|
| R1 |
3,750.75 |
3,750.75 |
3,713.75 |
3,774.00 |
| PP |
3,694.00 |
3,694.00 |
3,694.00 |
3,705.50 |
| S1 |
3,647.25 |
3,647.25 |
3,694.75 |
3,670.50 |
| S2 |
3,590.50 |
3,590.50 |
3,685.25 |
|
| S3 |
3,487.00 |
3,543.75 |
3,675.75 |
|
| S4 |
3,383.50 |
3,440.25 |
3,647.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,740.50 |
3,637.00 |
103.50 |
2.8% |
39.75 |
1.1% |
65% |
True |
False |
273,350 |
| 10 |
3,740.50 |
3,637.00 |
103.50 |
2.8% |
41.75 |
1.1% |
65% |
True |
False |
267,064 |
| 20 |
3,740.50 |
3,479.50 |
261.00 |
7.0% |
41.00 |
1.1% |
86% |
True |
False |
260,015 |
| 40 |
3,740.50 |
3,412.00 |
328.50 |
8.9% |
47.75 |
1.3% |
89% |
True |
False |
279,681 |
| 60 |
3,740.50 |
3,412.00 |
328.50 |
8.9% |
43.25 |
1.2% |
89% |
True |
False |
242,026 |
| 80 |
3,740.50 |
3,340.00 |
400.50 |
10.8% |
39.00 |
1.1% |
91% |
True |
False |
181,809 |
| 100 |
3,740.50 |
3,190.00 |
550.50 |
14.9% |
37.75 |
1.0% |
93% |
True |
False |
145,473 |
| 120 |
3,740.50 |
3,110.00 |
630.50 |
17.0% |
35.75 |
1.0% |
94% |
True |
False |
121,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,973.25 |
|
2.618 |
3,883.75 |
|
1.618 |
3,829.00 |
|
1.000 |
3,795.25 |
|
0.618 |
3,774.25 |
|
HIGH |
3,740.50 |
|
0.618 |
3,719.50 |
|
0.500 |
3,713.00 |
|
0.382 |
3,706.75 |
|
LOW |
3,685.75 |
|
0.618 |
3,652.00 |
|
1.000 |
3,631.00 |
|
1.618 |
3,597.25 |
|
2.618 |
3,542.50 |
|
4.250 |
3,453.00 |
|
|
| Fisher Pivots for day following 07-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,713.00 |
3,713.00 |
| PP |
3,710.25 |
3,710.25 |
| S1 |
3,707.25 |
3,707.25 |
|