| Trading Metrics calculated at close of trading on 19-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,653.75 |
3,695.75 |
42.00 |
1.1% |
3,694.75 |
| High |
3,702.25 |
3,705.25 |
3.00 |
0.1% |
3,719.00 |
| Low |
3,640.00 |
3,652.50 |
12.50 |
0.3% |
3,619.25 |
| Close |
3,695.00 |
3,674.25 |
-20.75 |
-0.6% |
3,621.00 |
| Range |
62.25 |
52.75 |
-9.50 |
-15.3% |
99.75 |
| ATR |
46.78 |
47.21 |
0.43 |
0.9% |
0.00 |
| Volume |
364,866 |
350,571 |
-14,295 |
-3.9% |
569,063 |
|
| Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,835.50 |
3,807.75 |
3,703.25 |
|
| R3 |
3,782.75 |
3,755.00 |
3,688.75 |
|
| R2 |
3,730.00 |
3,730.00 |
3,684.00 |
|
| R1 |
3,702.25 |
3,702.25 |
3,679.00 |
3,689.75 |
| PP |
3,677.25 |
3,677.25 |
3,677.25 |
3,671.00 |
| S1 |
3,649.50 |
3,649.50 |
3,669.50 |
3,637.00 |
| S2 |
3,624.50 |
3,624.50 |
3,664.50 |
|
| S3 |
3,571.75 |
3,596.75 |
3,659.75 |
|
| S4 |
3,519.00 |
3,544.00 |
3,645.25 |
|
|
| 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% |
61.50 |
1.7% |
64% |
False |
False |
307,577 |
| 10 |
3,733.25 |
3,602.00 |
131.25 |
3.6% |
51.00 |
1.4% |
55% |
False |
False |
159,554 |
| 20 |
3,733.25 |
3,602.00 |
131.25 |
3.6% |
44.75 |
1.2% |
55% |
False |
False |
80,543 |
| 40 |
3,733.25 |
3,408.00 |
325.25 |
8.9% |
46.50 |
1.3% |
82% |
False |
False |
40,517 |
| 60 |
3,733.25 |
3,408.00 |
325.25 |
8.9% |
39.25 |
1.1% |
82% |
False |
False |
27,021 |
| 80 |
3,733.25 |
3,387.75 |
345.50 |
9.4% |
31.50 |
0.9% |
83% |
False |
False |
20,266 |
| 100 |
3,733.25 |
3,307.00 |
426.25 |
11.6% |
25.75 |
0.7% |
86% |
False |
False |
16,213 |
| 120 |
3,733.25 |
3,119.75 |
613.50 |
16.7% |
22.00 |
0.6% |
90% |
False |
False |
13,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,929.50 |
|
2.618 |
3,843.25 |
|
1.618 |
3,790.50 |
|
1.000 |
3,758.00 |
|
0.618 |
3,737.75 |
|
HIGH |
3,705.25 |
|
0.618 |
3,685.00 |
|
0.500 |
3,679.00 |
|
0.382 |
3,672.75 |
|
LOW |
3,652.50 |
|
0.618 |
3,620.00 |
|
1.000 |
3,599.75 |
|
1.618 |
3,567.25 |
|
2.618 |
3,514.50 |
|
4.250 |
3,428.25 |
|
|
| Fisher Pivots for day following 19-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,679.00 |
3,667.50 |
| PP |
3,677.25 |
3,660.50 |
| S1 |
3,675.75 |
3,653.50 |
|