| Trading Metrics calculated at close of trading on 25-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2014 |
25-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,640.25 |
3,613.50 |
-26.75 |
-0.7% |
3,621.50 |
| High |
3,657.00 |
3,652.00 |
-5.00 |
-0.1% |
3,712.75 |
| Low |
3,575.50 |
3,591.00 |
15.50 |
0.4% |
3,602.00 |
| Close |
3,611.00 |
3,623.75 |
12.75 |
0.4% |
3,639.00 |
| Range |
81.50 |
61.00 |
-20.50 |
-25.2% |
110.75 |
| ATR |
51.37 |
52.05 |
0.69 |
1.3% |
0.00 |
| Volume |
400,180 |
364,849 |
-35,331 |
-8.8% |
1,666,388 |
|
| Daily Pivots for day following 25-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,805.25 |
3,775.50 |
3,657.25 |
|
| R3 |
3,744.25 |
3,714.50 |
3,640.50 |
|
| R2 |
3,683.25 |
3,683.25 |
3,635.00 |
|
| R1 |
3,653.50 |
3,653.50 |
3,629.25 |
3,668.50 |
| PP |
3,622.25 |
3,622.25 |
3,622.25 |
3,629.75 |
| S1 |
3,592.50 |
3,592.50 |
3,618.25 |
3,607.50 |
| S2 |
3,561.25 |
3,561.25 |
3,612.50 |
|
| S3 |
3,500.25 |
3,531.50 |
3,607.00 |
|
| S4 |
3,439.25 |
3,470.50 |
3,590.25 |
|
|
| 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% |
63.00 |
1.7% |
35% |
False |
False |
351,611 |
| 10 |
3,715.50 |
3,575.50 |
140.00 |
3.9% |
61.75 |
1.7% |
34% |
False |
False |
298,855 |
| 20 |
3,733.25 |
3,575.50 |
157.75 |
4.4% |
51.25 |
1.4% |
31% |
False |
False |
150,706 |
| 40 |
3,733.25 |
3,408.00 |
325.25 |
9.0% |
47.75 |
1.3% |
66% |
False |
False |
75,696 |
| 60 |
3,733.25 |
3,408.00 |
325.25 |
9.0% |
42.25 |
1.2% |
66% |
False |
False |
50,478 |
| 80 |
3,733.25 |
3,408.00 |
325.25 |
9.0% |
34.50 |
0.9% |
66% |
False |
False |
37,860 |
| 100 |
3,733.25 |
3,307.00 |
426.25 |
11.8% |
28.25 |
0.8% |
74% |
False |
False |
30,288 |
| 120 |
3,733.25 |
3,119.75 |
613.50 |
16.9% |
24.00 |
0.7% |
82% |
False |
False |
25,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,911.25 |
|
2.618 |
3,811.75 |
|
1.618 |
3,750.75 |
|
1.000 |
3,713.00 |
|
0.618 |
3,689.75 |
|
HIGH |
3,652.00 |
|
0.618 |
3,628.75 |
|
0.500 |
3,621.50 |
|
0.382 |
3,614.25 |
|
LOW |
3,591.00 |
|
0.618 |
3,553.25 |
|
1.000 |
3,530.00 |
|
1.618 |
3,492.25 |
|
2.618 |
3,431.25 |
|
4.250 |
3,331.75 |
|
|
| Fisher Pivots for day following 25-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,623.00 |
3,644.00 |
| PP |
3,622.25 |
3,637.25 |
| S1 |
3,621.50 |
3,630.50 |
|