| Trading Metrics calculated at close of trading on 18-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,621.50 |
3,653.75 |
32.25 |
0.9% |
3,694.75 |
| High |
3,673.00 |
3,702.25 |
29.25 |
0.8% |
3,719.00 |
| Low |
3,602.00 |
3,640.00 |
38.00 |
1.1% |
3,619.25 |
| Close |
3,651.50 |
3,695.00 |
43.50 |
1.2% |
3,621.00 |
| Range |
71.00 |
62.25 |
-8.75 |
-12.3% |
99.75 |
| ATR |
45.59 |
46.78 |
1.19 |
2.6% |
0.00 |
| Volume |
308,493 |
364,866 |
56,373 |
18.3% |
569,063 |
|
| Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,865.75 |
3,842.75 |
3,729.25 |
|
| R3 |
3,803.50 |
3,780.50 |
3,712.00 |
|
| R2 |
3,741.25 |
3,741.25 |
3,706.50 |
|
| R1 |
3,718.25 |
3,718.25 |
3,700.75 |
3,729.75 |
| PP |
3,679.00 |
3,679.00 |
3,679.00 |
3,685.00 |
| S1 |
3,656.00 |
3,656.00 |
3,689.25 |
3,667.50 |
| S2 |
3,616.75 |
3,616.75 |
3,683.50 |
|
| S3 |
3,554.50 |
3,593.75 |
3,678.00 |
|
| S4 |
3,492.25 |
3,531.50 |
3,660.75 |
|
|
| 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 |
3,715.50 |
3,602.00 |
113.50 |
3.1% |
60.50 |
1.6% |
82% |
False |
False |
246,099 |
| 10 |
3,733.25 |
3,602.00 |
131.25 |
3.6% |
47.50 |
1.3% |
71% |
False |
False |
124,669 |
| 20 |
3,733.25 |
3,602.00 |
131.25 |
3.6% |
43.75 |
1.2% |
71% |
False |
False |
63,051 |
| 40 |
3,733.25 |
3,408.00 |
325.25 |
8.8% |
45.50 |
1.2% |
88% |
False |
False |
31,753 |
| 60 |
3,733.25 |
3,408.00 |
325.25 |
8.8% |
38.50 |
1.0% |
88% |
False |
False |
21,178 |
| 80 |
3,733.25 |
3,354.00 |
379.25 |
10.3% |
30.75 |
0.8% |
90% |
False |
False |
15,884 |
| 100 |
3,733.25 |
3,307.00 |
426.25 |
11.5% |
25.25 |
0.7% |
91% |
False |
False |
12,707 |
| 120 |
3,733.25 |
3,119.75 |
613.50 |
16.6% |
21.50 |
0.6% |
94% |
False |
False |
10,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,966.75 |
|
2.618 |
3,865.25 |
|
1.618 |
3,803.00 |
|
1.000 |
3,764.50 |
|
0.618 |
3,740.75 |
|
HIGH |
3,702.25 |
|
0.618 |
3,678.50 |
|
0.500 |
3,671.00 |
|
0.382 |
3,663.75 |
|
LOW |
3,640.00 |
|
0.618 |
3,601.50 |
|
1.000 |
3,577.75 |
|
1.618 |
3,539.25 |
|
2.618 |
3,477.00 |
|
4.250 |
3,375.50 |
|
|
| Fisher Pivots for day following 18-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,687.00 |
3,680.75 |
| PP |
3,679.00 |
3,666.50 |
| S1 |
3,671.00 |
3,652.00 |
|