| Trading Metrics calculated at close of trading on 19-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,661.25 |
3,702.50 |
41.25 |
1.1% |
3,701.50 |
| High |
3,708.50 |
3,711.50 |
3.00 |
0.1% |
3,726.00 |
| Low |
3,646.75 |
3,659.75 |
13.00 |
0.4% |
3,625.75 |
| Close |
3,701.50 |
3,681.75 |
-19.75 |
-0.5% |
3,627.75 |
| Range |
61.75 |
51.75 |
-10.00 |
-16.2% |
100.25 |
| ATR |
48.49 |
48.72 |
0.23 |
0.5% |
0.00 |
| Volume |
120,883 |
93,178 |
-27,705 |
-22.9% |
1,389,954 |
|
| Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,839.50 |
3,812.50 |
3,710.25 |
|
| R3 |
3,787.75 |
3,760.75 |
3,696.00 |
|
| R2 |
3,736.00 |
3,736.00 |
3,691.25 |
|
| R1 |
3,709.00 |
3,709.00 |
3,686.50 |
3,696.50 |
| PP |
3,684.25 |
3,684.25 |
3,684.25 |
3,678.25 |
| S1 |
3,657.25 |
3,657.25 |
3,677.00 |
3,645.00 |
| S2 |
3,632.50 |
3,632.50 |
3,672.25 |
|
| S3 |
3,580.75 |
3,605.50 |
3,667.50 |
|
| S4 |
3,529.00 |
3,553.75 |
3,653.25 |
|
|
| 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 |
3,722.25 |
3,608.50 |
113.75 |
3.1% |
61.25 |
1.7% |
64% |
False |
False |
183,084 |
| 10 |
3,740.50 |
3,608.50 |
132.00 |
3.6% |
51.00 |
1.4% |
55% |
False |
False |
220,790 |
| 20 |
3,740.50 |
3,608.50 |
132.00 |
3.6% |
45.50 |
1.2% |
55% |
False |
False |
240,696 |
| 40 |
3,740.50 |
3,412.00 |
328.50 |
8.9% |
49.75 |
1.3% |
82% |
False |
False |
272,662 |
| 60 |
3,740.50 |
3,412.00 |
328.50 |
8.9% |
44.50 |
1.2% |
82% |
False |
False |
242,913 |
| 80 |
3,740.50 |
3,356.00 |
384.50 |
10.4% |
41.75 |
1.1% |
85% |
False |
False |
202,870 |
| 100 |
3,740.50 |
3,308.25 |
432.25 |
11.7% |
39.25 |
1.1% |
86% |
False |
False |
162,331 |
| 120 |
3,740.50 |
3,110.00 |
630.50 |
17.1% |
38.50 |
1.0% |
91% |
False |
False |
135,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,931.50 |
|
2.618 |
3,847.00 |
|
1.618 |
3,795.25 |
|
1.000 |
3,763.25 |
|
0.618 |
3,743.50 |
|
HIGH |
3,711.50 |
|
0.618 |
3,691.75 |
|
0.500 |
3,685.50 |
|
0.382 |
3,679.50 |
|
LOW |
3,659.75 |
|
0.618 |
3,627.75 |
|
1.000 |
3,608.00 |
|
1.618 |
3,576.00 |
|
2.618 |
3,524.25 |
|
4.250 |
3,439.75 |
|
|
| Fisher Pivots for day following 19-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,685.50 |
3,674.50 |
| PP |
3,684.25 |
3,667.25 |
| S1 |
3,683.00 |
3,660.00 |
|