| Trading Metrics calculated at close of trading on 10-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,711.75 |
3,694.75 |
-17.00 |
-0.5% |
3,677.50 |
| High |
3,733.25 |
3,704.75 |
-28.50 |
-0.8% |
3,733.25 |
| Low |
3,679.25 |
3,677.25 |
-2.00 |
-0.1% |
3,630.25 |
| Close |
3,697.25 |
3,700.50 |
3.25 |
0.1% |
3,697.25 |
| Range |
54.00 |
27.50 |
-26.50 |
-49.1% |
103.00 |
| ATR |
41.15 |
40.17 |
-0.97 |
-2.4% |
0.00 |
| Volume |
1,057 |
2,392 |
1,335 |
126.3% |
10,311 |
|
| Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,776.75 |
3,766.00 |
3,715.50 |
|
| R3 |
3,749.25 |
3,738.50 |
3,708.00 |
|
| R2 |
3,721.75 |
3,721.75 |
3,705.50 |
|
| R1 |
3,711.00 |
3,711.00 |
3,703.00 |
3,716.50 |
| PP |
3,694.25 |
3,694.25 |
3,694.25 |
3,696.75 |
| S1 |
3,683.50 |
3,683.50 |
3,698.00 |
3,689.00 |
| S2 |
3,666.75 |
3,666.75 |
3,695.50 |
|
| S3 |
3,639.25 |
3,656.00 |
3,693.00 |
|
| S4 |
3,611.75 |
3,628.50 |
3,685.50 |
|
|
| 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 |
3,665.50 |
67.75 |
1.8% |
35.50 |
1.0% |
52% |
False |
False |
1,624 |
| 10 |
3,733.25 |
3,630.25 |
103.00 |
2.8% |
39.00 |
1.1% |
68% |
False |
False |
1,717 |
| 20 |
3,733.25 |
3,545.00 |
188.25 |
5.1% |
36.25 |
1.0% |
83% |
False |
False |
1,218 |
| 40 |
3,733.25 |
3,408.00 |
325.25 |
8.8% |
42.75 |
1.2% |
90% |
False |
False |
762 |
| 60 |
3,733.25 |
3,408.00 |
325.25 |
8.8% |
34.50 |
0.9% |
90% |
False |
False |
511 |
| 80 |
3,733.25 |
3,352.00 |
381.25 |
10.3% |
27.00 |
0.7% |
91% |
False |
False |
384 |
| 100 |
3,733.25 |
3,227.75 |
505.50 |
13.7% |
22.00 |
0.6% |
94% |
False |
False |
307 |
| 120 |
3,733.25 |
3,119.75 |
613.50 |
16.6% |
18.50 |
0.5% |
95% |
False |
False |
256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,821.50 |
|
2.618 |
3,776.75 |
|
1.618 |
3,749.25 |
|
1.000 |
3,732.25 |
|
0.618 |
3,721.75 |
|
HIGH |
3,704.75 |
|
0.618 |
3,694.25 |
|
0.500 |
3,691.00 |
|
0.382 |
3,687.75 |
|
LOW |
3,677.25 |
|
0.618 |
3,660.25 |
|
1.000 |
3,649.75 |
|
1.618 |
3,632.75 |
|
2.618 |
3,605.25 |
|
4.250 |
3,560.50 |
|
|
| Fisher Pivots for day following 10-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,697.25 |
3,705.25 |
| PP |
3,694.25 |
3,703.75 |
| S1 |
3,691.00 |
3,702.00 |
|