| Trading Metrics calculated at close of trading on 11-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1,340.8 |
1,339.5 |
-1.3 |
-0.1% |
1,332.4 |
| High |
1,344.9 |
1,353.0 |
8.1 |
0.6% |
1,355.0 |
| Low |
1,327.5 |
1,337.8 |
10.3 |
0.8% |
1,326.6 |
| Close |
1,341.5 |
1,346.7 |
5.2 |
0.4% |
1,338.2 |
| Range |
17.4 |
15.2 |
-2.2 |
-12.6% |
28.4 |
| ATR |
19.1 |
18.8 |
-0.3 |
-1.5% |
0.0 |
| Volume |
126,040 |
150,515 |
24,475 |
19.4% |
713,384 |
|
| Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,391.4 |
1,384.3 |
1,355.1 |
|
| R3 |
1,376.2 |
1,369.1 |
1,350.9 |
|
| R2 |
1,361.0 |
1,361.0 |
1,349.5 |
|
| R1 |
1,353.9 |
1,353.9 |
1,348.1 |
1,357.5 |
| PP |
1,345.8 |
1,345.8 |
1,345.8 |
1,347.6 |
| S1 |
1,338.7 |
1,338.7 |
1,345.3 |
1,342.3 |
| S2 |
1,330.6 |
1,330.6 |
1,343.9 |
|
| S3 |
1,315.4 |
1,323.5 |
1,342.5 |
|
| S4 |
1,300.2 |
1,308.3 |
1,338.3 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,425.1 |
1,410.1 |
1,353.8 |
|
| R3 |
1,396.7 |
1,381.7 |
1,346.0 |
|
| R2 |
1,368.3 |
1,368.3 |
1,343.4 |
|
| R1 |
1,353.3 |
1,353.3 |
1,340.8 |
1,360.8 |
| PP |
1,339.9 |
1,339.9 |
1,339.9 |
1,343.7 |
| S1 |
1,324.9 |
1,324.9 |
1,335.6 |
1,332.4 |
| S2 |
1,311.5 |
1,311.5 |
1,333.0 |
|
| S3 |
1,283.1 |
1,296.5 |
1,330.4 |
|
| S4 |
1,254.7 |
1,268.1 |
1,322.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,353.9 |
1,326.6 |
27.3 |
2.0% |
18.2 |
1.4% |
74% |
False |
False |
138,919 |
| 10 |
1,355.0 |
1,319.3 |
35.7 |
2.7% |
18.7 |
1.4% |
77% |
False |
False |
139,258 |
| 20 |
1,355.0 |
1,273.5 |
81.5 |
6.1% |
17.9 |
1.3% |
90% |
False |
False |
136,354 |
| 40 |
1,355.0 |
1,230.8 |
124.2 |
9.2% |
18.1 |
1.3% |
93% |
False |
False |
103,783 |
| 60 |
1,355.0 |
1,182.3 |
172.7 |
12.8% |
19.0 |
1.4% |
95% |
False |
False |
71,860 |
| 80 |
1,355.0 |
1,182.3 |
172.7 |
12.8% |
19.1 |
1.4% |
95% |
False |
False |
54,964 |
| 100 |
1,361.1 |
1,182.3 |
178.8 |
13.3% |
19.0 |
1.4% |
92% |
False |
False |
44,317 |
| 120 |
1,375.3 |
1,182.3 |
193.0 |
14.3% |
20.1 |
1.5% |
85% |
False |
False |
37,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,417.6 |
|
2.618 |
1,392.8 |
|
1.618 |
1,377.6 |
|
1.000 |
1,368.2 |
|
0.618 |
1,362.4 |
|
HIGH |
1,353.0 |
|
0.618 |
1,347.2 |
|
0.500 |
1,345.4 |
|
0.382 |
1,343.6 |
|
LOW |
1,337.8 |
|
0.618 |
1,328.4 |
|
1.000 |
1,322.6 |
|
1.618 |
1,313.2 |
|
2.618 |
1,298.0 |
|
4.250 |
1,273.2 |
|
|
| Fisher Pivots for day following 11-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,346.3 |
1,344.4 |
| PP |
1,345.8 |
1,342.2 |
| S1 |
1,345.4 |
1,339.9 |
|