| 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 |
1,148.9 |
1,150.0 |
1.1 |
0.1% |
1,185.3 |
| High |
1,164.7 |
1,171.7 |
7.0 |
0.6% |
1,193.8 |
| Low |
1,144.0 |
1,150.0 |
6.0 |
0.5% |
1,141.1 |
| Close |
1,147.0 |
1,170.5 |
23.5 |
2.0% |
1,147.0 |
| Range |
20.7 |
21.7 |
1.0 |
4.8% |
52.7 |
| ATR |
18.8 |
19.2 |
0.4 |
2.3% |
0.0 |
| Volume |
120,231 |
148,518 |
28,287 |
23.5% |
696,552 |
|
| Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,229.3 |
1,221.5 |
1,182.5 |
|
| R3 |
1,207.5 |
1,199.8 |
1,176.5 |
|
| R2 |
1,185.8 |
1,185.8 |
1,174.5 |
|
| R1 |
1,178.3 |
1,178.3 |
1,172.5 |
1,182.0 |
| PP |
1,164.0 |
1,164.0 |
1,164.0 |
1,166.0 |
| S1 |
1,156.5 |
1,156.5 |
1,168.5 |
1,160.3 |
| S2 |
1,142.3 |
1,142.3 |
1,166.5 |
|
| S3 |
1,120.8 |
1,134.8 |
1,164.5 |
|
| S4 |
1,099.0 |
1,113.0 |
1,158.5 |
|
|
| 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 |
1,187.9 |
1,141.1 |
46.8 |
4.0% |
23.5 |
2.0% |
63% |
False |
False |
142,521 |
| 10 |
1,204.8 |
1,141.1 |
63.7 |
5.4% |
22.3 |
1.9% |
46% |
False |
False |
140,909 |
| 20 |
1,208.2 |
1,141.1 |
67.1 |
5.7% |
20.0 |
1.7% |
44% |
False |
False |
95,554 |
| 40 |
1,208.2 |
1,085.1 |
123.1 |
10.5% |
13.5 |
1.1% |
69% |
False |
False |
47,812 |
| 60 |
1,208.2 |
1,085.1 |
123.1 |
10.5% |
9.5 |
0.8% |
69% |
False |
False |
31,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,264.0 |
|
2.618 |
1,228.5 |
|
1.618 |
1,206.8 |
|
1.000 |
1,193.5 |
|
0.618 |
1,185.0 |
|
HIGH |
1,171.8 |
|
0.618 |
1,163.5 |
|
0.500 |
1,160.8 |
|
0.382 |
1,158.3 |
|
LOW |
1,150.0 |
|
0.618 |
1,136.5 |
|
1.000 |
1,128.3 |
|
1.618 |
1,115.0 |
|
2.618 |
1,093.3 |
|
4.250 |
1,057.8 |
|
|
| Fisher Pivots for day following 31-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,167.3 |
1,165.8 |
| PP |
1,164.0 |
1,161.0 |
| S1 |
1,160.8 |
1,156.5 |
|