| Trading Metrics calculated at close of trading on 12-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1,339.5 |
1,348.8 |
9.3 |
0.7% |
1,332.4 |
| High |
1,353.0 |
1,371.3 |
18.3 |
1.4% |
1,355.0 |
| Low |
1,337.8 |
1,345.6 |
7.8 |
0.6% |
1,326.6 |
| Close |
1,346.7 |
1,370.5 |
23.8 |
1.8% |
1,338.2 |
| Range |
15.2 |
25.7 |
10.5 |
69.1% |
28.4 |
| ATR |
18.8 |
19.3 |
0.5 |
2.6% |
0.0 |
| Volume |
150,515 |
223,878 |
73,363 |
48.7% |
713,384 |
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,439.6 |
1,430.7 |
1,384.6 |
|
| R3 |
1,413.9 |
1,405.0 |
1,377.6 |
|
| R2 |
1,388.2 |
1,388.2 |
1,375.2 |
|
| R1 |
1,379.3 |
1,379.3 |
1,372.9 |
1,383.8 |
| PP |
1,362.5 |
1,362.5 |
1,362.5 |
1,364.7 |
| S1 |
1,353.6 |
1,353.6 |
1,368.1 |
1,358.1 |
| S2 |
1,336.8 |
1,336.8 |
1,365.8 |
|
| S3 |
1,311.1 |
1,327.9 |
1,363.4 |
|
| S4 |
1,285.4 |
1,302.2 |
1,356.4 |
|
|
| 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 |
1,371.3 |
1,326.6 |
44.7 |
3.3% |
21.5 |
1.6% |
98% |
True |
False |
164,273 |
| 10 |
1,371.3 |
1,319.3 |
52.0 |
3.8% |
19.0 |
1.4% |
98% |
True |
False |
146,676 |
| 20 |
1,371.3 |
1,283.9 |
87.4 |
6.4% |
18.1 |
1.3% |
99% |
True |
False |
139,811 |
| 40 |
1,371.3 |
1,230.8 |
140.5 |
10.3% |
18.4 |
1.3% |
99% |
True |
False |
108,918 |
| 60 |
1,371.3 |
1,182.3 |
189.0 |
13.8% |
18.9 |
1.4% |
100% |
True |
False |
75,528 |
| 80 |
1,371.3 |
1,182.3 |
189.0 |
13.8% |
19.3 |
1.4% |
100% |
True |
False |
57,728 |
| 100 |
1,371.3 |
1,182.3 |
189.0 |
13.8% |
19.1 |
1.4% |
100% |
True |
False |
46,525 |
| 120 |
1,375.3 |
1,182.3 |
193.0 |
14.1% |
19.7 |
1.4% |
98% |
False |
False |
38,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,480.5 |
|
2.618 |
1,438.6 |
|
1.618 |
1,412.9 |
|
1.000 |
1,397.0 |
|
0.618 |
1,387.2 |
|
HIGH |
1,371.3 |
|
0.618 |
1,361.5 |
|
0.500 |
1,358.5 |
|
0.382 |
1,355.4 |
|
LOW |
1,345.6 |
|
0.618 |
1,329.7 |
|
1.000 |
1,319.9 |
|
1.618 |
1,304.0 |
|
2.618 |
1,278.3 |
|
4.250 |
1,236.4 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,366.5 |
1,363.5 |
| PP |
1,362.5 |
1,356.4 |
| S1 |
1,358.5 |
1,349.4 |
|