| Trading Metrics calculated at close of trading on 27-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1,175.4 |
1,153.0 |
-22.4 |
-1.9% |
1,175.1 |
| High |
1,184.3 |
1,158.1 |
-26.2 |
-2.2% |
1,204.8 |
| Low |
1,148.4 |
1,141.1 |
-7.3 |
-0.6% |
1,169.2 |
| Close |
1,150.2 |
1,147.0 |
-3.2 |
-0.3% |
1,187.2 |
| Range |
35.9 |
17.0 |
-18.9 |
-52.6% |
35.6 |
| ATR |
18.7 |
18.6 |
-0.1 |
-0.7% |
0.0 |
| Volume |
167,250 |
147,180 |
-20,070 |
-12.0% |
734,505 |
|
| Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,199.8 |
1,190.3 |
1,156.3 |
|
| R3 |
1,182.8 |
1,173.3 |
1,151.8 |
|
| R2 |
1,165.8 |
1,165.8 |
1,150.0 |
|
| R1 |
1,156.3 |
1,156.3 |
1,148.5 |
1,152.5 |
| PP |
1,148.8 |
1,148.8 |
1,148.8 |
1,146.8 |
| S1 |
1,139.3 |
1,139.3 |
1,145.5 |
1,135.5 |
| S2 |
1,131.8 |
1,131.8 |
1,144.0 |
|
| S3 |
1,114.8 |
1,122.3 |
1,142.3 |
|
| S4 |
1,097.8 |
1,105.3 |
1,137.8 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,293.8 |
1,276.3 |
1,206.8 |
|
| R3 |
1,258.3 |
1,240.5 |
1,197.0 |
|
| R2 |
1,222.8 |
1,222.8 |
1,193.8 |
|
| R1 |
1,205.0 |
1,205.0 |
1,190.5 |
1,213.8 |
| PP |
1,187.0 |
1,187.0 |
1,187.0 |
1,191.5 |
| S1 |
1,169.3 |
1,169.3 |
1,184.0 |
1,178.3 |
| S2 |
1,151.5 |
1,151.5 |
1,180.8 |
|
| S3 |
1,115.8 |
1,133.8 |
1,177.5 |
|
| S4 |
1,080.3 |
1,098.3 |
1,167.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,204.8 |
1,141.1 |
63.7 |
5.6% |
24.8 |
2.2% |
9% |
False |
True |
140,989 |
| 10 |
1,204.8 |
1,141.1 |
63.7 |
5.6% |
22.3 |
1.9% |
9% |
False |
True |
148,556 |
| 20 |
1,208.2 |
1,141.1 |
67.1 |
5.9% |
19.3 |
1.7% |
9% |
False |
True |
82,143 |
| 40 |
1,208.2 |
1,085.1 |
123.1 |
10.7% |
12.3 |
1.1% |
50% |
False |
False |
41,093 |
| 60 |
1,208.2 |
1,085.1 |
123.1 |
10.7% |
8.8 |
0.8% |
50% |
False |
False |
27,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,230.3 |
|
2.618 |
1,202.5 |
|
1.618 |
1,185.5 |
|
1.000 |
1,175.0 |
|
0.618 |
1,168.5 |
|
HIGH |
1,158.0 |
|
0.618 |
1,151.5 |
|
0.500 |
1,149.5 |
|
0.382 |
1,147.5 |
|
LOW |
1,141.0 |
|
0.618 |
1,130.5 |
|
1.000 |
1,124.0 |
|
1.618 |
1,113.5 |
|
2.618 |
1,096.5 |
|
4.250 |
1,068.8 |
|
|
| Fisher Pivots for day following 27-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,149.5 |
1,164.5 |
| PP |
1,148.8 |
1,158.8 |
| S1 |
1,147.8 |
1,152.8 |
|