| Trading Metrics calculated at close of trading on 31-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,074.0 |
3,117.0 |
43.0 |
1.4% |
3,011.0 |
| High |
3,108.0 |
3,122.0 |
14.0 |
0.5% |
3,108.0 |
| Low |
3,071.0 |
3,091.0 |
20.0 |
0.7% |
2,978.0 |
| Close |
3,104.0 |
3,100.0 |
-4.0 |
-0.1% |
3,104.0 |
| Range |
37.0 |
31.0 |
-6.0 |
-16.2% |
130.0 |
| ATR |
50.3 |
48.9 |
-1.4 |
-2.7% |
0.0 |
| Volume |
867,112 |
694,026 |
-173,086 |
-20.0% |
3,508,894 |
|
| Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,197.3 |
3,179.7 |
3,117.1 |
|
| R3 |
3,166.3 |
3,148.7 |
3,108.5 |
|
| R2 |
3,135.3 |
3,135.3 |
3,105.7 |
|
| R1 |
3,117.7 |
3,117.7 |
3,102.8 |
3,111.0 |
| PP |
3,104.3 |
3,104.3 |
3,104.3 |
3,101.0 |
| S1 |
3,086.7 |
3,086.7 |
3,097.2 |
3,080.0 |
| S2 |
3,073.3 |
3,073.3 |
3,094.3 |
|
| S3 |
3,042.3 |
3,055.7 |
3,091.5 |
|
| S4 |
3,011.3 |
3,024.7 |
3,083.0 |
|
|
| 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 |
3,122.0 |
2,978.0 |
144.0 |
4.6% |
37.0 |
1.2% |
85% |
True |
False |
840,584 |
| 10 |
3,122.0 |
2,936.0 |
186.0 |
6.0% |
45.8 |
1.5% |
88% |
True |
False |
937,906 |
| 20 |
3,122.0 |
2,902.0 |
220.0 |
7.1% |
47.3 |
1.5% |
90% |
True |
False |
572,245 |
| 40 |
3,122.0 |
2,868.0 |
254.0 |
8.2% |
42.4 |
1.4% |
91% |
True |
False |
287,282 |
| 60 |
3,122.0 |
2,868.0 |
254.0 |
8.2% |
42.6 |
1.4% |
91% |
True |
False |
192,033 |
| 80 |
3,122.0 |
2,847.0 |
275.0 |
8.9% |
39.6 |
1.3% |
92% |
True |
False |
144,112 |
| 100 |
3,122.0 |
2,847.0 |
275.0 |
8.9% |
33.3 |
1.1% |
92% |
True |
False |
115,436 |
| 120 |
3,122.0 |
2,814.0 |
308.0 |
9.9% |
29.9 |
1.0% |
93% |
True |
False |
96,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,253.8 |
|
2.618 |
3,203.2 |
|
1.618 |
3,172.2 |
|
1.000 |
3,153.0 |
|
0.618 |
3,141.2 |
|
HIGH |
3,122.0 |
|
0.618 |
3,110.2 |
|
0.500 |
3,106.5 |
|
0.382 |
3,102.8 |
|
LOW |
3,091.0 |
|
0.618 |
3,071.8 |
|
1.000 |
3,060.0 |
|
1.618 |
3,040.8 |
|
2.618 |
3,009.8 |
|
4.250 |
2,959.3 |
|
|
| Fisher Pivots for day following 31-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,106.5 |
3,095.0 |
| PP |
3,104.3 |
3,090.0 |
| S1 |
3,102.2 |
3,085.0 |
|