| Trading Metrics calculated at close of trading on 24-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,690.25 |
3,640.25 |
-50.00 |
-1.4% |
3,621.50 |
| High |
3,712.75 |
3,657.00 |
-55.75 |
-1.5% |
3,712.75 |
| Low |
3,633.75 |
3,575.50 |
-58.25 |
-1.6% |
3,602.00 |
| Close |
3,639.00 |
3,611.00 |
-28.00 |
-0.8% |
3,639.00 |
| Range |
79.00 |
81.50 |
2.50 |
3.2% |
110.75 |
| ATR |
49.05 |
51.37 |
2.32 |
4.7% |
0.00 |
| Volume |
379,137 |
400,180 |
21,043 |
5.6% |
1,666,388 |
|
| Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,859.00 |
3,816.50 |
3,655.75 |
|
| R3 |
3,777.50 |
3,735.00 |
3,633.50 |
|
| R2 |
3,696.00 |
3,696.00 |
3,626.00 |
|
| R1 |
3,653.50 |
3,653.50 |
3,618.50 |
3,634.00 |
| PP |
3,614.50 |
3,614.50 |
3,614.50 |
3,604.75 |
| S1 |
3,572.00 |
3,572.00 |
3,603.50 |
3,552.50 |
| S2 |
3,533.00 |
3,533.00 |
3,596.00 |
|
| S3 |
3,451.50 |
3,490.50 |
3,588.50 |
|
| S4 |
3,370.00 |
3,409.00 |
3,566.25 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,983.50 |
3,922.00 |
3,700.00 |
|
| R3 |
3,872.75 |
3,811.25 |
3,669.50 |
|
| R2 |
3,762.00 |
3,762.00 |
3,659.25 |
|
| R1 |
3,700.50 |
3,700.50 |
3,649.25 |
3,731.25 |
| PP |
3,651.25 |
3,651.25 |
3,651.25 |
3,666.50 |
| S1 |
3,589.75 |
3,589.75 |
3,628.75 |
3,620.50 |
| S2 |
3,540.50 |
3,540.50 |
3,618.75 |
|
| S3 |
3,429.75 |
3,479.00 |
3,608.50 |
|
| S4 |
3,319.00 |
3,368.25 |
3,578.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,712.75 |
3,575.50 |
137.25 |
3.8% |
63.25 |
1.8% |
26% |
False |
True |
351,615 |
| 10 |
3,719.00 |
3,575.50 |
143.50 |
4.0% |
60.25 |
1.7% |
25% |
False |
True |
263,323 |
| 20 |
3,733.25 |
3,575.50 |
157.75 |
4.4% |
49.75 |
1.4% |
23% |
False |
True |
132,520 |
| 40 |
3,733.25 |
3,408.00 |
325.25 |
9.0% |
47.75 |
1.3% |
62% |
False |
False |
66,577 |
| 60 |
3,733.25 |
3,408.00 |
325.25 |
9.0% |
41.50 |
1.1% |
62% |
False |
False |
44,398 |
| 80 |
3,733.25 |
3,408.00 |
325.25 |
9.0% |
34.00 |
0.9% |
62% |
False |
False |
33,299 |
| 100 |
3,733.25 |
3,307.00 |
426.25 |
11.8% |
27.50 |
0.8% |
71% |
False |
False |
26,639 |
| 120 |
3,733.25 |
3,119.75 |
613.50 |
17.0% |
23.50 |
0.7% |
80% |
False |
False |
22,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,003.50 |
|
2.618 |
3,870.25 |
|
1.618 |
3,788.75 |
|
1.000 |
3,738.50 |
|
0.618 |
3,707.25 |
|
HIGH |
3,657.00 |
|
0.618 |
3,625.75 |
|
0.500 |
3,616.25 |
|
0.382 |
3,606.75 |
|
LOW |
3,575.50 |
|
0.618 |
3,525.25 |
|
1.000 |
3,494.00 |
|
1.618 |
3,443.75 |
|
2.618 |
3,362.25 |
|
4.250 |
3,229.00 |
|
|
| Fisher Pivots for day following 24-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,616.25 |
3,644.00 |
| PP |
3,614.50 |
3,633.00 |
| S1 |
3,612.75 |
3,622.00 |
|