| Trading Metrics calculated at close of trading on 07-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,722.50 |
3,711.75 |
-10.75 |
-0.3% |
3,677.50 |
| High |
3,730.00 |
3,733.25 |
3.25 |
0.1% |
3,733.25 |
| Low |
3,702.75 |
3,679.25 |
-23.50 |
-0.6% |
3,630.25 |
| Close |
3,715.00 |
3,697.25 |
-17.75 |
-0.5% |
3,697.25 |
| Range |
27.25 |
54.00 |
26.75 |
98.2% |
103.00 |
| ATR |
40.16 |
41.15 |
0.99 |
2.5% |
0.00 |
| Volume |
1,499 |
1,057 |
-442 |
-29.5% |
10,311 |
|
| Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,865.25 |
3,835.25 |
3,727.00 |
|
| R3 |
3,811.25 |
3,781.25 |
3,712.00 |
|
| R2 |
3,757.25 |
3,757.25 |
3,707.25 |
|
| R1 |
3,727.25 |
3,727.25 |
3,702.25 |
3,715.25 |
| PP |
3,703.25 |
3,703.25 |
3,703.25 |
3,697.25 |
| S1 |
3,673.25 |
3,673.25 |
3,692.25 |
3,661.25 |
| S2 |
3,649.25 |
3,649.25 |
3,687.25 |
|
| S3 |
3,595.25 |
3,619.25 |
3,682.50 |
|
| S4 |
3,541.25 |
3,565.25 |
3,667.50 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,996.00 |
3,949.50 |
3,754.00 |
|
| R3 |
3,893.00 |
3,846.50 |
3,725.50 |
|
| R2 |
3,790.00 |
3,790.00 |
3,716.25 |
|
| R1 |
3,743.50 |
3,743.50 |
3,706.75 |
3,766.75 |
| PP |
3,687.00 |
3,687.00 |
3,687.00 |
3,698.50 |
| S1 |
3,640.50 |
3,640.50 |
3,687.75 |
3,663.75 |
| S2 |
3,584.00 |
3,584.00 |
3,678.25 |
|
| S3 |
3,481.00 |
3,537.50 |
3,669.00 |
|
| S4 |
3,378.00 |
3,434.50 |
3,640.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,733.25 |
3,630.25 |
103.00 |
2.8% |
39.50 |
1.1% |
65% |
True |
False |
2,062 |
| 10 |
3,733.25 |
3,630.25 |
103.00 |
2.8% |
41.00 |
1.1% |
65% |
True |
False |
1,673 |
| 20 |
3,733.25 |
3,474.50 |
258.75 |
7.0% |
38.75 |
1.0% |
86% |
True |
False |
1,107 |
| 40 |
3,733.25 |
3,408.00 |
325.25 |
8.8% |
43.00 |
1.2% |
89% |
True |
False |
703 |
| 60 |
3,733.25 |
3,408.00 |
325.25 |
8.8% |
34.00 |
0.9% |
89% |
True |
False |
471 |
| 80 |
3,733.25 |
3,341.75 |
391.50 |
10.6% |
26.50 |
0.7% |
91% |
True |
False |
354 |
| 100 |
3,733.25 |
3,214.00 |
519.25 |
14.0% |
22.00 |
0.6% |
93% |
True |
False |
283 |
| 120 |
3,733.25 |
3,119.75 |
613.50 |
16.6% |
18.25 |
0.5% |
94% |
True |
False |
236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,962.75 |
|
2.618 |
3,874.50 |
|
1.618 |
3,820.50 |
|
1.000 |
3,787.25 |
|
0.618 |
3,766.50 |
|
HIGH |
3,733.25 |
|
0.618 |
3,712.50 |
|
0.500 |
3,706.25 |
|
0.382 |
3,700.00 |
|
LOW |
3,679.25 |
|
0.618 |
3,646.00 |
|
1.000 |
3,625.25 |
|
1.618 |
3,592.00 |
|
2.618 |
3,538.00 |
|
4.250 |
3,449.75 |
|
|
| Fisher Pivots for day following 07-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,706.25 |
3,706.25 |
| PP |
3,703.25 |
3,703.25 |
| S1 |
3,700.25 |
3,700.25 |
|