| Trading Metrics calculated at close of trading on 20-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,695.75 |
3,673.75 |
-22.00 |
-0.6% |
3,694.75 |
| High |
3,705.25 |
3,698.00 |
-7.25 |
-0.2% |
3,719.00 |
| Low |
3,652.50 |
3,657.25 |
4.75 |
0.1% |
3,619.25 |
| Close |
3,674.25 |
3,691.50 |
17.25 |
0.5% |
3,621.00 |
| Range |
52.75 |
40.75 |
-12.00 |
-22.7% |
99.75 |
| ATR |
47.21 |
46.74 |
-0.46 |
-1.0% |
0.00 |
| Volume |
350,571 |
263,321 |
-87,250 |
-24.9% |
569,063 |
|
| Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,804.50 |
3,788.75 |
3,714.00 |
|
| R3 |
3,763.75 |
3,748.00 |
3,702.75 |
|
| R2 |
3,723.00 |
3,723.00 |
3,699.00 |
|
| R1 |
3,707.25 |
3,707.25 |
3,695.25 |
3,715.00 |
| PP |
3,682.25 |
3,682.25 |
3,682.25 |
3,686.25 |
| S1 |
3,666.50 |
3,666.50 |
3,687.75 |
3,674.50 |
| S2 |
3,641.50 |
3,641.50 |
3,684.00 |
|
| S3 |
3,600.75 |
3,625.75 |
3,680.25 |
|
| S4 |
3,560.00 |
3,585.00 |
3,669.00 |
|
|
| 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 |
3,705.25 |
3,602.00 |
103.25 |
2.8% |
52.50 |
1.4% |
87% |
False |
False |
331,158 |
| 10 |
3,733.25 |
3,602.00 |
131.25 |
3.6% |
52.25 |
1.4% |
68% |
False |
False |
185,737 |
| 20 |
3,733.25 |
3,602.00 |
131.25 |
3.6% |
45.00 |
1.2% |
68% |
False |
False |
93,676 |
| 40 |
3,733.25 |
3,408.00 |
325.25 |
8.8% |
47.00 |
1.3% |
87% |
False |
False |
47,099 |
| 60 |
3,733.25 |
3,408.00 |
325.25 |
8.8% |
39.00 |
1.1% |
87% |
False |
False |
31,409 |
| 80 |
3,733.25 |
3,407.50 |
325.75 |
8.8% |
32.00 |
0.9% |
87% |
False |
False |
23,558 |
| 100 |
3,733.25 |
3,307.00 |
426.25 |
11.5% |
26.25 |
0.7% |
90% |
False |
False |
18,846 |
| 120 |
3,733.25 |
3,119.75 |
613.50 |
16.6% |
22.25 |
0.6% |
93% |
False |
False |
15,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,871.25 |
|
2.618 |
3,804.75 |
|
1.618 |
3,764.00 |
|
1.000 |
3,738.75 |
|
0.618 |
3,723.25 |
|
HIGH |
3,698.00 |
|
0.618 |
3,682.50 |
|
0.500 |
3,677.50 |
|
0.382 |
3,672.75 |
|
LOW |
3,657.25 |
|
0.618 |
3,632.00 |
|
1.000 |
3,616.50 |
|
1.618 |
3,591.25 |
|
2.618 |
3,550.50 |
|
4.250 |
3,484.00 |
|
|
| Fisher Pivots for day following 20-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,687.00 |
3,685.25 |
| PP |
3,682.25 |
3,679.00 |
| S1 |
3,677.50 |
3,672.50 |
|