| Trading Metrics calculated at close of trading on 28-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2014 |
28-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,049.0 |
3,074.0 |
25.0 |
0.8% |
3,011.0 |
| High |
3,072.0 |
3,108.0 |
36.0 |
1.2% |
3,108.0 |
| Low |
3,048.0 |
3,071.0 |
23.0 |
0.8% |
2,978.0 |
| Close |
3,066.0 |
3,104.0 |
38.0 |
1.2% |
3,104.0 |
| Range |
24.0 |
37.0 |
13.0 |
54.2% |
130.0 |
| ATR |
51.0 |
50.3 |
-0.6 |
-1.3% |
0.0 |
| Volume |
889,211 |
867,112 |
-22,099 |
-2.5% |
3,508,894 |
|
| Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,205.3 |
3,191.7 |
3,124.4 |
|
| R3 |
3,168.3 |
3,154.7 |
3,114.2 |
|
| R2 |
3,131.3 |
3,131.3 |
3,110.8 |
|
| R1 |
3,117.7 |
3,117.7 |
3,107.4 |
3,124.5 |
| PP |
3,094.3 |
3,094.3 |
3,094.3 |
3,097.8 |
| S1 |
3,080.7 |
3,080.7 |
3,100.6 |
3,087.5 |
| S2 |
3,057.3 |
3,057.3 |
3,097.2 |
|
| S3 |
3,020.3 |
3,043.7 |
3,093.8 |
|
| S4 |
2,983.3 |
3,006.7 |
3,083.7 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,453.3 |
3,408.7 |
3,175.5 |
|
| R3 |
3,323.3 |
3,278.7 |
3,139.8 |
|
| R2 |
3,193.3 |
3,193.3 |
3,127.8 |
|
| R1 |
3,148.7 |
3,148.7 |
3,115.9 |
3,171.0 |
| PP |
3,063.3 |
3,063.3 |
3,063.3 |
3,074.5 |
| S1 |
3,018.7 |
3,018.7 |
3,092.1 |
3,041.0 |
| S2 |
2,933.3 |
2,933.3 |
3,080.2 |
|
| S3 |
2,803.3 |
2,888.7 |
3,068.3 |
|
| S4 |
2,673.3 |
2,758.7 |
3,032.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,108.0 |
2,978.0 |
130.0 |
4.2% |
40.0 |
1.3% |
97% |
True |
False |
897,488 |
| 10 |
3,108.0 |
2,902.0 |
206.0 |
6.6% |
47.3 |
1.5% |
98% |
True |
False |
935,631 |
| 20 |
3,108.0 |
2,902.0 |
206.0 |
6.6% |
47.5 |
1.5% |
98% |
True |
False |
538,075 |
| 40 |
3,108.0 |
2,868.0 |
240.0 |
7.7% |
43.2 |
1.4% |
98% |
True |
False |
269,940 |
| 60 |
3,108.0 |
2,868.0 |
240.0 |
7.7% |
42.4 |
1.4% |
98% |
True |
False |
180,467 |
| 80 |
3,108.0 |
2,847.0 |
261.0 |
8.4% |
39.4 |
1.3% |
98% |
True |
False |
135,437 |
| 100 |
3,108.0 |
2,847.0 |
261.0 |
8.4% |
33.2 |
1.1% |
98% |
True |
False |
108,496 |
| 120 |
3,108.0 |
2,814.0 |
294.0 |
9.5% |
29.8 |
1.0% |
99% |
True |
False |
90,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,265.3 |
|
2.618 |
3,204.9 |
|
1.618 |
3,167.9 |
|
1.000 |
3,145.0 |
|
0.618 |
3,130.9 |
|
HIGH |
3,108.0 |
|
0.618 |
3,093.9 |
|
0.500 |
3,089.5 |
|
0.382 |
3,085.1 |
|
LOW |
3,071.0 |
|
0.618 |
3,048.1 |
|
1.000 |
3,034.0 |
|
1.618 |
3,011.1 |
|
2.618 |
2,974.1 |
|
4.250 |
2,913.8 |
|
|
| Fisher Pivots for day following 28-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,099.2 |
3,093.5 |
| PP |
3,094.3 |
3,083.0 |
| S1 |
3,089.5 |
3,072.5 |
|