| Trading Metrics calculated at close of trading on 21-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,681.25 |
3,698.25 |
17.00 |
0.5% |
3,629.25 |
| High |
3,705.50 |
3,734.79 |
29.29 |
0.8% |
3,734.79 |
| Low |
3,664.75 |
3,694.25 |
29.50 |
0.8% |
3,608.50 |
| Close |
3,699.00 |
3,734.79 |
35.79 |
1.0% |
3,734.79 |
| Range |
40.75 |
40.54 |
-0.21 |
-0.5% |
126.29 |
| ATR |
48.15 |
47.61 |
-0.54 |
-1.1% |
0.00 |
| Volume |
38,950 |
2,555 |
-36,395 |
-93.4% |
338,316 |
|
| Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,843.00 |
3,829.50 |
3,757.00 |
|
| R3 |
3,802.25 |
3,788.75 |
3,746.00 |
|
| R2 |
3,761.75 |
3,761.75 |
3,742.25 |
|
| R1 |
3,748.25 |
3,748.25 |
3,738.50 |
3,755.00 |
| PP |
3,721.25 |
3,721.25 |
3,721.25 |
3,724.75 |
| S1 |
3,707.75 |
3,707.75 |
3,731.00 |
3,714.50 |
| S2 |
3,680.75 |
3,680.75 |
3,727.25 |
|
| S3 |
3,640.25 |
3,667.25 |
3,723.75 |
|
| S4 |
3,599.75 |
3,626.75 |
3,712.50 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,071.50 |
4,029.50 |
3,804.25 |
|
| R3 |
3,945.25 |
3,903.25 |
3,769.50 |
|
| R2 |
3,819.00 |
3,819.00 |
3,758.00 |
|
| R1 |
3,777.00 |
3,777.00 |
3,746.25 |
3,798.00 |
| PP |
3,692.75 |
3,692.75 |
3,692.75 |
3,703.25 |
| S1 |
3,650.50 |
3,650.50 |
3,723.25 |
3,671.75 |
| S2 |
3,566.50 |
3,566.50 |
3,711.75 |
|
| S3 |
3,440.00 |
3,524.25 |
3,700.00 |
|
| S4 |
3,313.75 |
3,398.00 |
3,665.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,734.79 |
3,608.50 |
126.29 |
3.4% |
53.25 |
1.4% |
100% |
True |
False |
67,663 |
| 10 |
3,734.79 |
3,608.50 |
126.29 |
3.4% |
50.75 |
1.4% |
100% |
True |
False |
172,827 |
| 20 |
3,740.50 |
3,608.50 |
132.00 |
3.5% |
46.25 |
1.2% |
96% |
False |
False |
219,945 |
| 40 |
3,740.50 |
3,412.00 |
328.50 |
8.8% |
49.75 |
1.3% |
98% |
False |
False |
261,923 |
| 60 |
3,740.50 |
3,412.00 |
328.50 |
8.8% |
44.75 |
1.2% |
98% |
False |
False |
238,525 |
| 80 |
3,740.50 |
3,412.00 |
328.50 |
8.8% |
42.00 |
1.1% |
98% |
False |
False |
203,365 |
| 100 |
3,740.50 |
3,308.25 |
432.25 |
11.6% |
39.25 |
1.1% |
99% |
False |
False |
162,745 |
| 120 |
3,740.50 |
3,110.00 |
630.50 |
16.9% |
39.00 |
1.0% |
99% |
False |
False |
135,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,907.00 |
|
2.618 |
3,841.00 |
|
1.618 |
3,800.50 |
|
1.000 |
3,775.25 |
|
0.618 |
3,759.75 |
|
HIGH |
3,734.75 |
|
0.618 |
3,719.25 |
|
0.500 |
3,714.50 |
|
0.382 |
3,709.75 |
|
LOW |
3,694.25 |
|
0.618 |
3,669.25 |
|
1.000 |
3,653.75 |
|
1.618 |
3,628.75 |
|
2.618 |
3,588.00 |
|
4.250 |
3,522.00 |
|
|
| Fisher Pivots for day following 21-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,728.00 |
3,722.25 |
| PP |
3,721.25 |
3,709.75 |
| S1 |
3,714.50 |
3,697.25 |
|