| Trading Metrics calculated at close of trading on 31-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,560.00 |
3,572.50 |
12.50 |
0.4% |
3,640.25 |
| High |
3,601.25 |
3,611.25 |
10.00 |
0.3% |
3,657.00 |
| Low |
3,551.50 |
3,572.50 |
21.00 |
0.6% |
3,535.25 |
| Close |
3,563.00 |
3,586.25 |
23.25 |
0.7% |
3,563.00 |
| Range |
49.75 |
38.75 |
-11.00 |
-22.1% |
121.75 |
| ATR |
53.27 |
52.92 |
-0.36 |
-0.7% |
0.00 |
| Volume |
313,345 |
297,696 |
-15,649 |
-5.0% |
1,874,918 |
|
| Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,706.25 |
3,685.00 |
3,607.50 |
|
| R3 |
3,667.50 |
3,646.25 |
3,597.00 |
|
| R2 |
3,628.75 |
3,628.75 |
3,593.25 |
|
| R1 |
3,607.50 |
3,607.50 |
3,589.75 |
3,618.00 |
| PP |
3,590.00 |
3,590.00 |
3,590.00 |
3,595.25 |
| S1 |
3,568.75 |
3,568.75 |
3,582.75 |
3,579.50 |
| S2 |
3,551.25 |
3,551.25 |
3,579.25 |
|
| S3 |
3,512.50 |
3,530.00 |
3,575.50 |
|
| S4 |
3,473.75 |
3,491.25 |
3,565.00 |
|
|
| 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 |
3,652.00 |
3,535.25 |
116.75 |
3.3% |
55.25 |
1.5% |
44% |
False |
False |
354,486 |
| 10 |
3,712.75 |
3,535.25 |
177.50 |
4.9% |
59.25 |
1.7% |
29% |
False |
False |
353,050 |
| 20 |
3,733.25 |
3,535.25 |
198.00 |
5.5% |
52.75 |
1.5% |
26% |
False |
False |
220,689 |
| 40 |
3,733.25 |
3,408.00 |
325.25 |
9.1% |
47.75 |
1.3% |
55% |
False |
False |
110,842 |
| 60 |
3,733.25 |
3,408.00 |
325.25 |
9.1% |
45.50 |
1.3% |
55% |
False |
False |
73,937 |
| 80 |
3,733.25 |
3,408.00 |
325.25 |
9.1% |
37.00 |
1.0% |
55% |
False |
False |
55,454 |
| 100 |
3,733.25 |
3,307.00 |
426.25 |
11.9% |
30.25 |
0.8% |
66% |
False |
False |
44,364 |
| 120 |
3,733.25 |
3,119.75 |
613.50 |
17.1% |
25.75 |
0.7% |
76% |
False |
False |
36,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,776.00 |
|
2.618 |
3,712.75 |
|
1.618 |
3,674.00 |
|
1.000 |
3,650.00 |
|
0.618 |
3,635.25 |
|
HIGH |
3,611.25 |
|
0.618 |
3,596.50 |
|
0.500 |
3,592.00 |
|
0.382 |
3,587.25 |
|
LOW |
3,572.50 |
|
0.618 |
3,548.50 |
|
1.000 |
3,533.75 |
|
1.618 |
3,509.75 |
|
2.618 |
3,471.00 |
|
4.250 |
3,407.75 |
|
|
| Fisher Pivots for day following 31-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,592.00 |
3,582.00 |
| PP |
3,590.00 |
3,577.50 |
| S1 |
3,588.00 |
3,573.25 |
|