| Trading Metrics calculated at close of trading on 13-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,689.25 |
3,708.00 |
18.75 |
0.5% |
3,678.00 |
| High |
3,710.00 |
3,722.25 |
12.25 |
0.3% |
3,740.50 |
| Low |
3,661.50 |
3,636.25 |
-25.25 |
-0.7% |
3,637.00 |
| Close |
3,706.75 |
3,651.25 |
-55.50 |
-1.5% |
3,704.25 |
| Range |
48.50 |
86.00 |
37.50 |
77.3% |
103.50 |
| ATR |
43.41 |
46.46 |
3.04 |
7.0% |
0.00 |
| Volume |
319,464 |
450,566 |
131,102 |
41.0% |
1,366,751 |
|
| Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,928.00 |
3,875.50 |
3,698.50 |
|
| R3 |
3,842.00 |
3,789.50 |
3,675.00 |
|
| R2 |
3,756.00 |
3,756.00 |
3,667.00 |
|
| R1 |
3,703.50 |
3,703.50 |
3,659.25 |
3,686.75 |
| PP |
3,670.00 |
3,670.00 |
3,670.00 |
3,661.50 |
| S1 |
3,617.50 |
3,617.50 |
3,643.25 |
3,600.75 |
| S2 |
3,584.00 |
3,584.00 |
3,635.50 |
|
| S3 |
3,498.00 |
3,531.50 |
3,627.50 |
|
| S4 |
3,412.00 |
3,445.50 |
3,604.00 |
|
|
| 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 |
3,636.25 |
104.25 |
2.9% |
52.50 |
1.4% |
14% |
False |
True |
305,028 |
| 10 |
3,740.50 |
3,636.25 |
104.25 |
2.9% |
46.50 |
1.3% |
14% |
False |
True |
291,416 |
| 20 |
3,740.50 |
3,596.75 |
143.75 |
3.9% |
42.25 |
1.2% |
38% |
False |
False |
267,360 |
| 40 |
3,740.50 |
3,412.00 |
328.50 |
9.0% |
47.25 |
1.3% |
73% |
False |
False |
282,615 |
| 60 |
3,740.50 |
3,412.00 |
328.50 |
9.0% |
44.50 |
1.2% |
73% |
False |
False |
255,172 |
| 80 |
3,740.50 |
3,354.00 |
386.50 |
10.6% |
40.25 |
1.1% |
77% |
False |
False |
197,080 |
| 100 |
3,740.50 |
3,307.00 |
433.50 |
11.9% |
38.25 |
1.0% |
79% |
False |
False |
157,690 |
| 120 |
3,740.50 |
3,110.00 |
630.50 |
17.3% |
37.50 |
1.0% |
86% |
False |
False |
131,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,087.75 |
|
2.618 |
3,947.50 |
|
1.618 |
3,861.50 |
|
1.000 |
3,808.25 |
|
0.618 |
3,775.50 |
|
HIGH |
3,722.25 |
|
0.618 |
3,689.50 |
|
0.500 |
3,679.25 |
|
0.382 |
3,669.00 |
|
LOW |
3,636.25 |
|
0.618 |
3,583.00 |
|
1.000 |
3,550.25 |
|
1.618 |
3,497.00 |
|
2.618 |
3,411.00 |
|
4.250 |
3,270.75 |
|
|
| Fisher Pivots for day following 13-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,679.25 |
3,681.00 |
| PP |
3,670.00 |
3,671.25 |
| S1 |
3,660.50 |
3,661.25 |
|