| 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 |
3,724.00 |
3,701.50 |
-22.50 |
-0.6% |
3,678.00 |
| High |
3,740.50 |
3,712.00 |
-28.50 |
-0.8% |
3,740.50 |
| Low |
3,685.75 |
3,684.00 |
-1.75 |
0.0% |
3,637.00 |
| Close |
3,704.25 |
3,707.50 |
3.25 |
0.1% |
3,704.25 |
| Range |
54.75 |
28.00 |
-26.75 |
-48.9% |
103.50 |
| ATR |
44.01 |
42.87 |
-1.14 |
-2.6% |
0.00 |
| Volume |
303,234 |
192,161 |
-111,073 |
-36.6% |
1,366,751 |
|
| Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,785.25 |
3,774.25 |
3,723.00 |
|
| R3 |
3,757.25 |
3,746.25 |
3,715.25 |
|
| R2 |
3,729.25 |
3,729.25 |
3,712.75 |
|
| R1 |
3,718.25 |
3,718.25 |
3,710.00 |
3,723.75 |
| PP |
3,701.25 |
3,701.25 |
3,701.25 |
3,704.00 |
| S1 |
3,690.25 |
3,690.25 |
3,705.00 |
3,695.75 |
| S2 |
3,673.25 |
3,673.25 |
3,702.25 |
|
| S3 |
3,645.25 |
3,662.25 |
3,699.75 |
|
| S4 |
3,617.25 |
3,634.25 |
3,692.00 |
|
|
| 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 |
3,669.75 |
70.75 |
1.9% |
36.75 |
1.0% |
53% |
False |
False |
236,400 |
| 10 |
3,740.50 |
3,637.00 |
103.50 |
2.8% |
39.75 |
1.1% |
68% |
False |
False |
265,643 |
| 20 |
3,740.50 |
3,550.50 |
190.00 |
5.1% |
38.25 |
1.0% |
83% |
False |
False |
251,231 |
| 40 |
3,740.50 |
3,412.00 |
328.50 |
8.9% |
47.50 |
1.3% |
90% |
False |
False |
279,117 |
| 60 |
3,740.50 |
3,412.00 |
328.50 |
8.9% |
43.25 |
1.2% |
90% |
False |
False |
245,146 |
| 80 |
3,740.50 |
3,341.50 |
399.00 |
10.8% |
39.25 |
1.1% |
92% |
False |
False |
184,210 |
| 100 |
3,740.50 |
3,228.50 |
512.00 |
13.8% |
37.50 |
1.0% |
94% |
False |
False |
147,395 |
| 120 |
3,740.50 |
3,110.00 |
630.50 |
17.0% |
36.00 |
1.0% |
95% |
False |
False |
122,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,831.00 |
|
2.618 |
3,785.25 |
|
1.618 |
3,757.25 |
|
1.000 |
3,740.00 |
|
0.618 |
3,729.25 |
|
HIGH |
3,712.00 |
|
0.618 |
3,701.25 |
|
0.500 |
3,698.00 |
|
0.382 |
3,694.75 |
|
LOW |
3,684.00 |
|
0.618 |
3,666.75 |
|
1.000 |
3,656.00 |
|
1.618 |
3,638.75 |
|
2.618 |
3,610.75 |
|
4.250 |
3,565.00 |
|
|
| Fisher Pivots for day following 10-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,704.25 |
3,712.25 |
| PP |
3,701.25 |
3,710.75 |
| S1 |
3,698.00 |
3,709.00 |
|