| 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 |
1,334.8 |
1,309.2 |
-25.6 |
-1.9% |
1,383.0 |
| High |
1,335.6 |
1,317.7 |
-17.9 |
-1.3% |
1,392.2 |
| Low |
1,308.4 |
1,305.9 |
-2.5 |
-0.2% |
1,321.0 |
| Close |
1,311.1 |
1,311.4 |
0.3 |
0.0% |
1,336.0 |
| Range |
27.2 |
11.8 |
-15.4 |
-56.6% |
71.2 |
| ATR |
20.2 |
19.6 |
-0.6 |
-3.0% |
0.0 |
| Volume |
45,773 |
48,457 |
2,684 |
5.9% |
117,692 |
|
| Daily Pivots for day following 25-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,347.1 |
1,341.0 |
1,317.9 |
|
| R3 |
1,335.3 |
1,329.2 |
1,314.6 |
|
| R2 |
1,323.5 |
1,323.5 |
1,313.6 |
|
| R1 |
1,317.4 |
1,317.4 |
1,312.5 |
1,320.5 |
| PP |
1,311.7 |
1,311.7 |
1,311.7 |
1,313.2 |
| S1 |
1,305.6 |
1,305.6 |
1,310.3 |
1,308.7 |
| S2 |
1,299.9 |
1,299.9 |
1,309.2 |
|
| S3 |
1,288.1 |
1,293.8 |
1,308.2 |
|
| S4 |
1,276.3 |
1,282.0 |
1,304.9 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,563.3 |
1,520.9 |
1,375.2 |
|
| R3 |
1,492.1 |
1,449.7 |
1,355.6 |
|
| R2 |
1,420.9 |
1,420.9 |
1,349.1 |
|
| R1 |
1,378.5 |
1,378.5 |
1,342.5 |
1,364.1 |
| PP |
1,349.7 |
1,349.7 |
1,349.7 |
1,342.6 |
| S1 |
1,307.3 |
1,307.3 |
1,329.5 |
1,292.9 |
| S2 |
1,278.5 |
1,278.5 |
1,322.9 |
|
| S3 |
1,207.3 |
1,236.1 |
1,316.4 |
|
| S4 |
1,136.1 |
1,164.9 |
1,296.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,360.2 |
1,305.9 |
54.3 |
4.1% |
19.8 |
1.5% |
10% |
False |
True |
37,849 |
| 10 |
1,392.2 |
1,305.9 |
86.3 |
6.6% |
20.1 |
1.5% |
6% |
False |
True |
30,115 |
| 20 |
1,392.2 |
1,305.9 |
86.3 |
6.6% |
19.1 |
1.5% |
6% |
False |
True |
21,067 |
| 40 |
1,392.2 |
1,238.5 |
153.7 |
11.7% |
17.9 |
1.4% |
47% |
False |
False |
12,985 |
| 60 |
1,392.2 |
1,186.7 |
205.5 |
15.7% |
17.6 |
1.3% |
61% |
False |
False |
9,620 |
| 80 |
1,392.2 |
1,186.7 |
205.5 |
15.7% |
18.4 |
1.4% |
61% |
False |
False |
7,488 |
| 100 |
1,392.2 |
1,186.7 |
205.5 |
15.7% |
17.7 |
1.4% |
61% |
False |
False |
6,245 |
| 120 |
1,392.2 |
1,186.7 |
205.5 |
15.7% |
17.9 |
1.4% |
61% |
False |
False |
5,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,367.9 |
|
2.618 |
1,348.6 |
|
1.618 |
1,336.8 |
|
1.000 |
1,329.5 |
|
0.618 |
1,325.0 |
|
HIGH |
1,317.7 |
|
0.618 |
1,313.2 |
|
0.500 |
1,311.8 |
|
0.382 |
1,310.4 |
|
LOW |
1,305.9 |
|
0.618 |
1,298.6 |
|
1.000 |
1,294.1 |
|
1.618 |
1,286.8 |
|
2.618 |
1,275.0 |
|
4.250 |
1,255.8 |
|
|
| Fisher Pivots for day following 25-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,311.8 |
1,324.6 |
| PP |
1,311.7 |
1,320.2 |
| S1 |
1,311.5 |
1,315.8 |
|