| Trading Metrics calculated at close of trading on 12-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,700.75 |
3,683.25 |
-17.50 |
-0.5% |
3,677.50 |
| High |
3,719.00 |
3,702.50 |
-16.50 |
-0.4% |
3,733.25 |
| Low |
3,674.00 |
3,654.50 |
-19.50 |
-0.5% |
3,630.25 |
| Close |
3,681.50 |
3,699.75 |
18.25 |
0.5% |
3,697.25 |
| Range |
45.00 |
48.00 |
3.00 |
6.7% |
103.00 |
| ATR |
40.52 |
41.05 |
0.53 |
1.3% |
0.00 |
| Volume |
9,532 |
43,180 |
33,648 |
353.0% |
10,311 |
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,829.50 |
3,812.75 |
3,726.25 |
|
| R3 |
3,781.50 |
3,764.75 |
3,713.00 |
|
| R2 |
3,733.50 |
3,733.50 |
3,708.50 |
|
| R1 |
3,716.75 |
3,716.75 |
3,704.25 |
3,725.00 |
| PP |
3,685.50 |
3,685.50 |
3,685.50 |
3,689.75 |
| S1 |
3,668.75 |
3,668.75 |
3,695.25 |
3,677.00 |
| S2 |
3,637.50 |
3,637.50 |
3,691.00 |
|
| S3 |
3,589.50 |
3,620.75 |
3,686.50 |
|
| S4 |
3,541.50 |
3,572.75 |
3,673.25 |
|
|
| 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 |
3,654.50 |
78.75 |
2.1% |
40.25 |
1.1% |
57% |
False |
True |
11,532 |
| 10 |
3,733.25 |
3,630.25 |
103.00 |
2.8% |
41.75 |
1.1% |
67% |
False |
False |
6,834 |
| 20 |
3,733.25 |
3,591.50 |
141.75 |
3.8% |
37.25 |
1.0% |
76% |
False |
False |
3,801 |
| 40 |
3,733.25 |
3,408.00 |
325.25 |
8.8% |
42.25 |
1.1% |
90% |
False |
False |
2,078 |
| 60 |
3,733.25 |
3,408.00 |
325.25 |
8.8% |
35.75 |
1.0% |
90% |
False |
False |
1,390 |
| 80 |
3,733.25 |
3,354.00 |
379.25 |
10.3% |
27.75 |
0.8% |
91% |
False |
False |
1,043 |
| 100 |
3,733.25 |
3,287.75 |
445.50 |
12.0% |
22.75 |
0.6% |
92% |
False |
False |
834 |
| 120 |
3,733.25 |
3,119.75 |
613.50 |
16.6% |
19.25 |
0.5% |
95% |
False |
False |
695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,906.50 |
|
2.618 |
3,828.25 |
|
1.618 |
3,780.25 |
|
1.000 |
3,750.50 |
|
0.618 |
3,732.25 |
|
HIGH |
3,702.50 |
|
0.618 |
3,684.25 |
|
0.500 |
3,678.50 |
|
0.382 |
3,672.75 |
|
LOW |
3,654.50 |
|
0.618 |
3,624.75 |
|
1.000 |
3,606.50 |
|
1.618 |
3,576.75 |
|
2.618 |
3,528.75 |
|
4.250 |
3,450.50 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,692.75 |
3,695.50 |
| PP |
3,685.50 |
3,691.00 |
| S1 |
3,678.50 |
3,686.75 |
|