| Trading Metrics calculated at close of trading on 18-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,629.25 |
3,661.25 |
32.00 |
0.9% |
3,701.50 |
| High |
3,679.50 |
3,708.50 |
29.00 |
0.8% |
3,726.00 |
| Low |
3,608.50 |
3,646.75 |
38.25 |
1.1% |
3,625.75 |
| Close |
3,658.25 |
3,701.50 |
43.25 |
1.2% |
3,627.75 |
| Range |
71.00 |
61.75 |
-9.25 |
-13.0% |
100.25 |
| ATR |
47.47 |
48.49 |
1.02 |
2.1% |
0.00 |
| Volume |
82,750 |
120,883 |
38,133 |
46.1% |
1,389,954 |
|
| Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,870.75 |
3,848.00 |
3,735.50 |
|
| R3 |
3,809.00 |
3,786.25 |
3,718.50 |
|
| R2 |
3,747.25 |
3,747.25 |
3,712.75 |
|
| R1 |
3,724.50 |
3,724.50 |
3,707.25 |
3,736.00 |
| PP |
3,685.50 |
3,685.50 |
3,685.50 |
3,691.25 |
| S1 |
3,662.75 |
3,662.75 |
3,695.75 |
3,674.00 |
| S2 |
3,623.75 |
3,623.75 |
3,690.25 |
|
| S3 |
3,562.00 |
3,601.00 |
3,684.50 |
|
| S4 |
3,500.25 |
3,539.25 |
3,667.50 |
|
|
| 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 |
3,722.25 |
3,608.50 |
113.75 |
3.1% |
60.50 |
1.6% |
82% |
False |
False |
228,342 |
| 10 |
3,740.50 |
3,608.50 |
132.00 |
3.6% |
47.75 |
1.3% |
70% |
False |
False |
232,025 |
| 20 |
3,740.50 |
3,608.50 |
132.00 |
3.6% |
44.50 |
1.2% |
70% |
False |
False |
249,905 |
| 40 |
3,740.50 |
3,412.00 |
328.50 |
8.9% |
49.25 |
1.3% |
88% |
False |
False |
275,595 |
| 60 |
3,740.50 |
3,412.00 |
328.50 |
8.9% |
44.25 |
1.2% |
88% |
False |
False |
245,577 |
| 80 |
3,740.50 |
3,354.00 |
386.50 |
10.4% |
41.50 |
1.1% |
90% |
False |
False |
201,717 |
| 100 |
3,740.50 |
3,308.25 |
432.25 |
11.7% |
39.00 |
1.1% |
91% |
False |
False |
161,402 |
| 120 |
3,740.50 |
3,110.00 |
630.50 |
17.0% |
38.25 |
1.0% |
94% |
False |
False |
134,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,971.00 |
|
2.618 |
3,870.25 |
|
1.618 |
3,808.50 |
|
1.000 |
3,770.25 |
|
0.618 |
3,746.75 |
|
HIGH |
3,708.50 |
|
0.618 |
3,685.00 |
|
0.500 |
3,677.50 |
|
0.382 |
3,670.25 |
|
LOW |
3,646.75 |
|
0.618 |
3,608.50 |
|
1.000 |
3,585.00 |
|
1.618 |
3,546.75 |
|
2.618 |
3,485.00 |
|
4.250 |
3,384.25 |
|
|
| Fisher Pivots for day following 18-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,693.50 |
3,687.25 |
| PP |
3,685.50 |
3,672.75 |
| S1 |
3,677.50 |
3,658.50 |
|