| Trading Metrics calculated at close of trading on 28-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2014 |
28-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,577.75 |
3,560.00 |
-17.75 |
-0.5% |
3,640.25 |
| High |
3,585.25 |
3,601.25 |
16.00 |
0.4% |
3,657.00 |
| Low |
3,535.25 |
3,551.50 |
16.25 |
0.5% |
3,535.25 |
| Close |
3,554.25 |
3,563.00 |
8.75 |
0.2% |
3,563.00 |
| Range |
50.00 |
49.75 |
-0.25 |
-0.5% |
121.75 |
| ATR |
53.55 |
53.27 |
-0.27 |
-0.5% |
0.00 |
| Volume |
443,690 |
313,345 |
-130,345 |
-29.4% |
1,874,918 |
|
| Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,721.25 |
3,691.75 |
3,590.25 |
|
| R3 |
3,671.50 |
3,642.00 |
3,576.75 |
|
| R2 |
3,621.75 |
3,621.75 |
3,572.00 |
|
| R1 |
3,592.25 |
3,592.25 |
3,567.50 |
3,607.00 |
| PP |
3,572.00 |
3,572.00 |
3,572.00 |
3,579.25 |
| S1 |
3,542.50 |
3,542.50 |
3,558.50 |
3,557.25 |
| S2 |
3,522.25 |
3,522.25 |
3,554.00 |
|
| S3 |
3,472.50 |
3,492.75 |
3,549.25 |
|
| S4 |
3,422.75 |
3,443.00 |
3,535.75 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,950.25 |
3,878.50 |
3,630.00 |
|
| R3 |
3,828.50 |
3,756.75 |
3,596.50 |
|
| R2 |
3,706.75 |
3,706.75 |
3,585.25 |
|
| R1 |
3,635.00 |
3,635.00 |
3,574.25 |
3,610.00 |
| PP |
3,585.00 |
3,585.00 |
3,585.00 |
3,572.50 |
| S1 |
3,513.25 |
3,513.25 |
3,551.75 |
3,488.25 |
| S2 |
3,463.25 |
3,463.25 |
3,540.75 |
|
| S3 |
3,341.50 |
3,391.50 |
3,529.50 |
|
| S4 |
3,219.75 |
3,269.75 |
3,496.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,657.00 |
3,535.25 |
121.75 |
3.4% |
63.75 |
1.8% |
23% |
False |
False |
374,983 |
| 10 |
3,712.75 |
3,535.25 |
177.50 |
5.0% |
62.50 |
1.8% |
16% |
False |
False |
354,130 |
| 20 |
3,733.25 |
3,535.25 |
198.00 |
5.6% |
53.25 |
1.5% |
14% |
False |
False |
206,034 |
| 40 |
3,733.25 |
3,408.00 |
325.25 |
9.1% |
48.00 |
1.3% |
48% |
False |
False |
103,415 |
| 60 |
3,733.25 |
3,408.00 |
325.25 |
9.1% |
45.00 |
1.3% |
48% |
False |
False |
68,976 |
| 80 |
3,733.25 |
3,408.00 |
325.25 |
9.1% |
36.50 |
1.0% |
48% |
False |
False |
51,733 |
| 100 |
3,733.25 |
3,307.00 |
426.25 |
12.0% |
30.00 |
0.8% |
60% |
False |
False |
41,387 |
| 120 |
3,733.25 |
3,119.75 |
613.50 |
17.2% |
25.50 |
0.7% |
72% |
False |
False |
34,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,812.75 |
|
2.618 |
3,731.50 |
|
1.618 |
3,681.75 |
|
1.000 |
3,651.00 |
|
0.618 |
3,632.00 |
|
HIGH |
3,601.25 |
|
0.618 |
3,582.25 |
|
0.500 |
3,576.50 |
|
0.382 |
3,570.50 |
|
LOW |
3,551.50 |
|
0.618 |
3,520.75 |
|
1.000 |
3,501.75 |
|
1.618 |
3,471.00 |
|
2.618 |
3,421.25 |
|
4.250 |
3,340.00 |
|
|
| Fisher Pivots for day following 28-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,576.50 |
3,591.50 |
| PP |
3,572.00 |
3,582.00 |
| S1 |
3,567.50 |
3,572.50 |
|