| Trading Metrics calculated at close of trading on 11-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,701.50 |
3,707.50 |
6.00 |
0.2% |
3,678.00 |
| High |
3,712.00 |
3,726.00 |
14.00 |
0.4% |
3,740.50 |
| Low |
3,684.00 |
3,681.00 |
-3.00 |
-0.1% |
3,637.00 |
| Close |
3,707.50 |
3,688.50 |
-19.00 |
-0.5% |
3,704.25 |
| Range |
28.00 |
45.00 |
17.00 |
60.7% |
103.50 |
| ATR |
42.87 |
43.02 |
0.15 |
0.4% |
0.00 |
| Volume |
192,161 |
259,716 |
67,555 |
35.2% |
1,366,751 |
|
| Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,833.50 |
3,806.00 |
3,713.25 |
|
| R3 |
3,788.50 |
3,761.00 |
3,701.00 |
|
| R2 |
3,743.50 |
3,743.50 |
3,696.75 |
|
| R1 |
3,716.00 |
3,716.00 |
3,692.50 |
3,707.25 |
| PP |
3,698.50 |
3,698.50 |
3,698.50 |
3,694.00 |
| S1 |
3,671.00 |
3,671.00 |
3,684.50 |
3,662.25 |
| S2 |
3,653.50 |
3,653.50 |
3,680.25 |
|
| S3 |
3,608.50 |
3,626.00 |
3,676.00 |
|
| S4 |
3,563.50 |
3,581.00 |
3,663.75 |
|
|
| 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 |
3,681.00 |
59.50 |
1.6% |
35.25 |
1.0% |
13% |
False |
True |
235,708 |
| 10 |
3,740.50 |
3,637.00 |
103.50 |
2.8% |
41.50 |
1.1% |
50% |
False |
False |
267,975 |
| 20 |
3,740.50 |
3,578.50 |
162.00 |
4.4% |
39.00 |
1.1% |
68% |
False |
False |
253,963 |
| 40 |
3,740.50 |
3,412.00 |
328.50 |
8.9% |
47.50 |
1.3% |
84% |
False |
False |
279,025 |
| 60 |
3,740.50 |
3,412.00 |
328.50 |
8.9% |
43.25 |
1.2% |
84% |
False |
False |
248,893 |
| 80 |
3,740.50 |
3,343.00 |
397.50 |
10.8% |
39.50 |
1.1% |
87% |
False |
False |
187,456 |
| 100 |
3,740.50 |
3,238.00 |
502.50 |
13.6% |
37.75 |
1.0% |
90% |
False |
False |
149,991 |
| 120 |
3,740.50 |
3,110.00 |
630.50 |
17.1% |
36.25 |
1.0% |
92% |
False |
False |
125,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,917.25 |
|
2.618 |
3,843.75 |
|
1.618 |
3,798.75 |
|
1.000 |
3,771.00 |
|
0.618 |
3,753.75 |
|
HIGH |
3,726.00 |
|
0.618 |
3,708.75 |
|
0.500 |
3,703.50 |
|
0.382 |
3,698.25 |
|
LOW |
3,681.00 |
|
0.618 |
3,653.25 |
|
1.000 |
3,636.00 |
|
1.618 |
3,608.25 |
|
2.618 |
3,563.25 |
|
4.250 |
3,489.75 |
|
|
| Fisher Pivots for day following 11-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,703.50 |
3,710.75 |
| PP |
3,698.50 |
3,703.25 |
| S1 |
3,693.50 |
3,696.00 |
|