| 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 |
3,708.00 |
3,655.75 |
-52.25 |
-1.4% |
3,701.50 |
| High |
3,722.25 |
3,661.00 |
-61.25 |
-1.6% |
3,726.00 |
| Low |
3,636.25 |
3,625.75 |
-10.50 |
-0.3% |
3,625.75 |
| Close |
3,651.25 |
3,627.75 |
-23.50 |
-0.6% |
3,627.75 |
| Range |
86.00 |
35.25 |
-50.75 |
-59.0% |
100.25 |
| ATR |
46.46 |
45.65 |
-0.80 |
-1.7% |
0.00 |
| Volume |
450,566 |
168,047 |
-282,519 |
-62.7% |
1,389,954 |
|
| Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,744.00 |
3,721.00 |
3,647.25 |
|
| R3 |
3,708.75 |
3,685.75 |
3,637.50 |
|
| R2 |
3,673.50 |
3,673.50 |
3,634.25 |
|
| R1 |
3,650.50 |
3,650.50 |
3,631.00 |
3,644.50 |
| PP |
3,638.25 |
3,638.25 |
3,638.25 |
3,635.00 |
| S1 |
3,615.25 |
3,615.25 |
3,624.50 |
3,609.00 |
| S2 |
3,603.00 |
3,603.00 |
3,621.25 |
|
| S3 |
3,567.75 |
3,580.00 |
3,618.00 |
|
| S4 |
3,532.50 |
3,544.75 |
3,608.25 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,960.50 |
3,894.50 |
3,683.00 |
|
| R3 |
3,860.25 |
3,794.25 |
3,655.25 |
|
| R2 |
3,760.00 |
3,760.00 |
3,646.25 |
|
| R1 |
3,694.00 |
3,694.00 |
3,637.00 |
3,677.00 |
| PP |
3,659.75 |
3,659.75 |
3,659.75 |
3,651.25 |
| S1 |
3,593.75 |
3,593.75 |
3,618.50 |
3,576.50 |
| S2 |
3,559.50 |
3,559.50 |
3,609.25 |
|
| S3 |
3,459.25 |
3,493.50 |
3,600.25 |
|
| S4 |
3,359.00 |
3,393.25 |
3,572.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,726.00 |
3,625.75 |
100.25 |
2.8% |
48.50 |
1.3% |
2% |
False |
True |
277,990 |
| 10 |
3,740.50 |
3,625.75 |
114.75 |
3.2% |
44.25 |
1.2% |
2% |
False |
True |
275,670 |
| 20 |
3,740.50 |
3,625.75 |
114.75 |
3.2% |
41.00 |
1.1% |
2% |
False |
True |
261,373 |
| 40 |
3,740.50 |
3,412.00 |
328.50 |
9.1% |
47.25 |
1.3% |
66% |
False |
False |
280,960 |
| 60 |
3,740.50 |
3,412.00 |
328.50 |
9.1% |
44.00 |
1.2% |
66% |
False |
False |
252,833 |
| 80 |
3,740.50 |
3,354.00 |
386.50 |
10.7% |
40.75 |
1.1% |
71% |
False |
False |
199,180 |
| 100 |
3,740.50 |
3,308.25 |
432.25 |
11.9% |
38.25 |
1.1% |
74% |
False |
False |
159,369 |
| 120 |
3,740.50 |
3,110.00 |
630.50 |
17.4% |
37.50 |
1.0% |
82% |
False |
False |
132,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,810.75 |
|
2.618 |
3,753.25 |
|
1.618 |
3,718.00 |
|
1.000 |
3,696.25 |
|
0.618 |
3,682.75 |
|
HIGH |
3,661.00 |
|
0.618 |
3,647.50 |
|
0.500 |
3,643.50 |
|
0.382 |
3,639.25 |
|
LOW |
3,625.75 |
|
0.618 |
3,604.00 |
|
1.000 |
3,590.50 |
|
1.618 |
3,568.75 |
|
2.618 |
3,533.50 |
|
4.250 |
3,476.00 |
|
|
| Fisher Pivots for day following 14-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,643.50 |
3,674.00 |
| PP |
3,638.25 |
3,658.50 |
| S1 |
3,633.00 |
3,643.25 |
|