| 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 |
1,153.0 |
1,148.9 |
-4.1 |
-0.4% |
1,185.3 |
| High |
1,158.1 |
1,164.7 |
6.6 |
0.6% |
1,193.8 |
| Low |
1,141.1 |
1,144.0 |
2.9 |
0.3% |
1,141.1 |
| Close |
1,147.0 |
1,147.0 |
0.0 |
0.0% |
1,147.0 |
| Range |
17.0 |
20.7 |
3.7 |
21.8% |
52.7 |
| ATR |
18.6 |
18.8 |
0.1 |
0.8% |
0.0 |
| Volume |
147,180 |
120,231 |
-26,949 |
-18.3% |
696,552 |
|
| Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,214.0 |
1,201.3 |
1,158.5 |
|
| R3 |
1,193.3 |
1,180.5 |
1,152.8 |
|
| R2 |
1,172.5 |
1,172.5 |
1,150.8 |
|
| R1 |
1,159.8 |
1,159.8 |
1,149.0 |
1,155.8 |
| PP |
1,152.0 |
1,152.0 |
1,152.0 |
1,150.0 |
| S1 |
1,139.0 |
1,139.0 |
1,145.0 |
1,135.3 |
| S2 |
1,131.3 |
1,131.3 |
1,143.3 |
|
| S3 |
1,110.5 |
1,118.5 |
1,141.3 |
|
| S4 |
1,089.8 |
1,097.8 |
1,135.5 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,318.8 |
1,285.5 |
1,176.0 |
|
| R3 |
1,266.0 |
1,232.8 |
1,161.5 |
|
| R2 |
1,213.3 |
1,213.3 |
1,156.8 |
|
| R1 |
1,180.3 |
1,180.3 |
1,151.8 |
1,170.5 |
| PP |
1,160.8 |
1,160.8 |
1,160.8 |
1,155.8 |
| S1 |
1,127.5 |
1,127.5 |
1,142.3 |
1,117.8 |
| S2 |
1,108.0 |
1,108.0 |
1,137.3 |
|
| S3 |
1,055.3 |
1,074.8 |
1,132.5 |
|
| S4 |
1,002.5 |
1,022.0 |
1,118.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,193.8 |
1,141.1 |
52.7 |
4.6% |
25.3 |
2.2% |
11% |
False |
False |
139,310 |
| 10 |
1,204.8 |
1,141.1 |
63.7 |
5.6% |
22.5 |
2.0% |
9% |
False |
False |
143,105 |
| 20 |
1,208.2 |
1,141.1 |
67.1 |
5.9% |
19.5 |
1.7% |
9% |
False |
False |
88,151 |
| 40 |
1,208.2 |
1,085.1 |
123.1 |
10.7% |
13.0 |
1.1% |
50% |
False |
False |
44,099 |
| 60 |
1,208.2 |
1,085.1 |
123.1 |
10.7% |
9.0 |
0.8% |
50% |
False |
False |
29,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,252.8 |
|
2.618 |
1,219.0 |
|
1.618 |
1,198.3 |
|
1.000 |
1,185.5 |
|
0.618 |
1,177.5 |
|
HIGH |
1,164.8 |
|
0.618 |
1,156.8 |
|
0.500 |
1,154.3 |
|
0.382 |
1,152.0 |
|
LOW |
1,144.0 |
|
0.618 |
1,131.3 |
|
1.000 |
1,123.3 |
|
1.618 |
1,110.5 |
|
2.618 |
1,089.8 |
|
4.250 |
1,056.0 |
|
|
| Fisher Pivots for day following 28-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,154.3 |
1,162.8 |
| PP |
1,152.0 |
1,157.5 |
| S1 |
1,149.5 |
1,152.3 |
|