| Trading Metrics calculated at close of trading on 14-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,701.00 |
3,646.50 |
-54.50 |
-1.5% |
3,694.75 |
| High |
3,715.50 |
3,654.50 |
-61.00 |
-1.6% |
3,719.00 |
| Low |
3,629.25 |
3,619.25 |
-10.00 |
-0.3% |
3,619.25 |
| Close |
3,644.50 |
3,621.00 |
-23.50 |
-0.6% |
3,621.00 |
| Range |
86.25 |
35.25 |
-51.00 |
-59.1% |
99.75 |
| ATR |
44.28 |
43.63 |
-0.64 |
-1.5% |
0.00 |
| Volume |
145,416 |
368,543 |
223,127 |
153.4% |
569,063 |
|
| Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,737.25 |
3,714.50 |
3,640.50 |
|
| R3 |
3,702.00 |
3,679.25 |
3,630.75 |
|
| R2 |
3,666.75 |
3,666.75 |
3,627.50 |
|
| R1 |
3,644.00 |
3,644.00 |
3,624.25 |
3,637.75 |
| PP |
3,631.50 |
3,631.50 |
3,631.50 |
3,628.50 |
| S1 |
3,608.75 |
3,608.75 |
3,617.75 |
3,602.50 |
| S2 |
3,596.25 |
3,596.25 |
3,614.50 |
|
| S3 |
3,561.00 |
3,573.50 |
3,611.25 |
|
| S4 |
3,525.75 |
3,538.25 |
3,601.50 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,952.25 |
3,886.50 |
3,675.75 |
|
| R3 |
3,852.50 |
3,786.75 |
3,648.50 |
|
| R2 |
3,752.75 |
3,752.75 |
3,639.25 |
|
| R1 |
3,687.00 |
3,687.00 |
3,630.25 |
3,670.00 |
| PP |
3,653.00 |
3,653.00 |
3,653.00 |
3,644.50 |
| S1 |
3,587.25 |
3,587.25 |
3,611.75 |
3,570.25 |
| S2 |
3,553.25 |
3,553.25 |
3,602.75 |
|
| S3 |
3,453.50 |
3,487.50 |
3,593.50 |
|
| S4 |
3,353.75 |
3,387.75 |
3,566.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,719.00 |
3,619.25 |
99.75 |
2.8% |
48.50 |
1.3% |
2% |
False |
True |
113,812 |
| 10 |
3,733.25 |
3,619.25 |
114.00 |
3.1% |
44.00 |
1.2% |
2% |
False |
True |
57,937 |
| 20 |
3,733.25 |
3,619.25 |
114.00 |
3.1% |
39.50 |
1.1% |
2% |
False |
True |
29,422 |
| 40 |
3,733.25 |
3,408.00 |
325.25 |
9.0% |
43.00 |
1.2% |
65% |
False |
False |
14,926 |
| 60 |
3,733.25 |
3,408.00 |
325.25 |
9.0% |
37.50 |
1.0% |
65% |
False |
False |
9,955 |
| 80 |
3,733.25 |
3,354.00 |
379.25 |
10.5% |
29.25 |
0.8% |
70% |
False |
False |
7,467 |
| 100 |
3,733.25 |
3,307.00 |
426.25 |
11.8% |
24.00 |
0.7% |
74% |
False |
False |
5,974 |
| 120 |
3,733.25 |
3,119.75 |
613.50 |
16.9% |
20.25 |
0.6% |
82% |
False |
False |
4,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,804.25 |
|
2.618 |
3,746.75 |
|
1.618 |
3,711.50 |
|
1.000 |
3,689.75 |
|
0.618 |
3,676.25 |
|
HIGH |
3,654.50 |
|
0.618 |
3,641.00 |
|
0.500 |
3,637.00 |
|
0.382 |
3,632.75 |
|
LOW |
3,619.25 |
|
0.618 |
3,597.50 |
|
1.000 |
3,584.00 |
|
1.618 |
3,562.25 |
|
2.618 |
3,527.00 |
|
4.250 |
3,469.50 |
|
|
| Fisher Pivots for day following 14-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,637.00 |
3,667.50 |
| PP |
3,631.50 |
3,652.00 |
| S1 |
3,626.25 |
3,636.50 |
|