| Trading Metrics calculated at close of trading on 11-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,694.75 |
3,700.75 |
6.00 |
0.2% |
3,677.50 |
| High |
3,704.75 |
3,719.00 |
14.25 |
0.4% |
3,733.25 |
| Low |
3,677.25 |
3,674.00 |
-3.25 |
-0.1% |
3,630.25 |
| Close |
3,700.50 |
3,681.50 |
-19.00 |
-0.5% |
3,697.25 |
| Range |
27.50 |
45.00 |
17.50 |
63.6% |
103.00 |
| ATR |
40.17 |
40.52 |
0.34 |
0.9% |
0.00 |
| Volume |
2,392 |
9,532 |
7,140 |
298.5% |
10,311 |
|
| Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,826.50 |
3,799.00 |
3,706.25 |
|
| R3 |
3,781.50 |
3,754.00 |
3,694.00 |
|
| R2 |
3,736.50 |
3,736.50 |
3,689.75 |
|
| R1 |
3,709.00 |
3,709.00 |
3,685.50 |
3,700.25 |
| PP |
3,691.50 |
3,691.50 |
3,691.50 |
3,687.00 |
| S1 |
3,664.00 |
3,664.00 |
3,677.50 |
3,655.25 |
| S2 |
3,646.50 |
3,646.50 |
3,673.25 |
|
| S3 |
3,601.50 |
3,619.00 |
3,669.00 |
|
| S4 |
3,556.50 |
3,574.00 |
3,656.75 |
|
|
| 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 |
3,674.00 |
59.25 |
1.6% |
34.50 |
0.9% |
13% |
False |
True |
3,239 |
| 10 |
3,733.25 |
3,630.25 |
103.00 |
2.8% |
40.75 |
1.1% |
50% |
False |
False |
2,556 |
| 20 |
3,733.25 |
3,572.25 |
161.00 |
4.4% |
37.00 |
1.0% |
68% |
False |
False |
1,652 |
| 40 |
3,733.25 |
3,408.00 |
325.25 |
8.8% |
43.00 |
1.2% |
84% |
False |
False |
999 |
| 60 |
3,733.25 |
3,408.00 |
325.25 |
8.8% |
35.25 |
1.0% |
84% |
False |
False |
670 |
| 80 |
3,733.25 |
3,354.00 |
379.25 |
10.3% |
27.50 |
0.7% |
86% |
False |
False |
503 |
| 100 |
3,733.25 |
3,251.25 |
482.00 |
13.1% |
22.25 |
0.6% |
89% |
False |
False |
403 |
| 120 |
3,733.25 |
3,119.75 |
613.50 |
16.7% |
19.00 |
0.5% |
92% |
False |
False |
336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,910.25 |
|
2.618 |
3,836.75 |
|
1.618 |
3,791.75 |
|
1.000 |
3,764.00 |
|
0.618 |
3,746.75 |
|
HIGH |
3,719.00 |
|
0.618 |
3,701.75 |
|
0.500 |
3,696.50 |
|
0.382 |
3,691.25 |
|
LOW |
3,674.00 |
|
0.618 |
3,646.25 |
|
1.000 |
3,629.00 |
|
1.618 |
3,601.25 |
|
2.618 |
3,556.25 |
|
4.250 |
3,482.75 |
|
|
| Fisher Pivots for day following 11-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,696.50 |
3,703.50 |
| PP |
3,691.50 |
3,696.25 |
| S1 |
3,686.50 |
3,689.00 |
|