| Trading Metrics calculated at close of trading on 17-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,646.50 |
3,621.50 |
-25.00 |
-0.7% |
3,694.75 |
| High |
3,654.50 |
3,673.00 |
18.50 |
0.5% |
3,719.00 |
| Low |
3,619.25 |
3,602.00 |
-17.25 |
-0.5% |
3,619.25 |
| Close |
3,621.00 |
3,651.50 |
30.50 |
0.8% |
3,621.00 |
| Range |
35.25 |
71.00 |
35.75 |
101.4% |
99.75 |
| ATR |
43.63 |
45.59 |
1.95 |
4.5% |
0.00 |
| Volume |
368,543 |
308,493 |
-60,050 |
-16.3% |
569,063 |
|
| Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,855.25 |
3,824.25 |
3,690.50 |
|
| R3 |
3,784.25 |
3,753.25 |
3,671.00 |
|
| R2 |
3,713.25 |
3,713.25 |
3,664.50 |
|
| R1 |
3,682.25 |
3,682.25 |
3,658.00 |
3,697.75 |
| PP |
3,642.25 |
3,642.25 |
3,642.25 |
3,650.00 |
| S1 |
3,611.25 |
3,611.25 |
3,645.00 |
3,626.75 |
| S2 |
3,571.25 |
3,571.25 |
3,638.50 |
|
| S3 |
3,500.25 |
3,540.25 |
3,632.00 |
|
| S4 |
3,429.25 |
3,469.25 |
3,612.50 |
|
|
| 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 |
3,602.00 |
117.00 |
3.2% |
57.00 |
1.6% |
42% |
False |
True |
175,032 |
| 10 |
3,733.25 |
3,602.00 |
131.25 |
3.6% |
46.25 |
1.3% |
38% |
False |
True |
88,328 |
| 20 |
3,733.25 |
3,602.00 |
131.25 |
3.6% |
41.75 |
1.1% |
38% |
False |
True |
44,823 |
| 40 |
3,733.25 |
3,408.00 |
325.25 |
8.9% |
44.50 |
1.2% |
75% |
False |
False |
22,631 |
| 60 |
3,733.25 |
3,408.00 |
325.25 |
8.9% |
38.50 |
1.1% |
75% |
False |
False |
15,097 |
| 80 |
3,733.25 |
3,354.00 |
379.25 |
10.4% |
30.00 |
0.8% |
78% |
False |
False |
11,323 |
| 100 |
3,733.25 |
3,307.00 |
426.25 |
11.7% |
24.75 |
0.7% |
81% |
False |
False |
9,059 |
| 120 |
3,733.25 |
3,119.75 |
613.50 |
16.8% |
21.00 |
0.6% |
87% |
False |
False |
7,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,974.75 |
|
2.618 |
3,859.00 |
|
1.618 |
3,788.00 |
|
1.000 |
3,744.00 |
|
0.618 |
3,717.00 |
|
HIGH |
3,673.00 |
|
0.618 |
3,646.00 |
|
0.500 |
3,637.50 |
|
0.382 |
3,629.00 |
|
LOW |
3,602.00 |
|
0.618 |
3,558.00 |
|
1.000 |
3,531.00 |
|
1.618 |
3,487.00 |
|
2.618 |
3,416.00 |
|
4.250 |
3,300.25 |
|
|
| Fisher Pivots for day following 17-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,646.75 |
3,658.75 |
| PP |
3,642.25 |
3,656.25 |
| S1 |
3,637.50 |
3,654.00 |
|