| 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 |
1,305.7 |
1,292.3 |
-13.4 |
-1.0% |
1,334.8 |
| High |
1,307.5 |
1,299.4 |
-8.1 |
-0.6% |
1,335.6 |
| Low |
1,289.7 |
1,286.1 |
-3.6 |
-0.3% |
1,286.1 |
| Close |
1,294.8 |
1,294.3 |
-0.5 |
0.0% |
1,294.3 |
| Range |
17.8 |
13.3 |
-4.5 |
-25.3% |
49.5 |
| ATR |
19.3 |
18.9 |
-0.4 |
-2.2% |
0.0 |
| Volume |
137,399 |
171,316 |
33,917 |
24.7% |
455,392 |
|
| Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,333.2 |
1,327.0 |
1,301.6 |
|
| R3 |
1,319.9 |
1,313.7 |
1,298.0 |
|
| R2 |
1,306.6 |
1,306.6 |
1,296.7 |
|
| R1 |
1,300.4 |
1,300.4 |
1,295.5 |
1,303.5 |
| PP |
1,293.3 |
1,293.3 |
1,293.3 |
1,294.8 |
| S1 |
1,287.1 |
1,287.1 |
1,293.1 |
1,290.2 |
| S2 |
1,280.0 |
1,280.0 |
1,291.9 |
|
| S3 |
1,266.7 |
1,273.8 |
1,290.6 |
|
| S4 |
1,253.4 |
1,260.5 |
1,287.0 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,453.8 |
1,423.6 |
1,321.5 |
|
| R3 |
1,404.3 |
1,374.1 |
1,307.9 |
|
| R2 |
1,354.8 |
1,354.8 |
1,303.4 |
|
| R1 |
1,324.6 |
1,324.6 |
1,298.8 |
1,315.0 |
| PP |
1,305.3 |
1,305.3 |
1,305.3 |
1,300.5 |
| S1 |
1,275.1 |
1,275.1 |
1,289.8 |
1,265.5 |
| S2 |
1,255.8 |
1,255.8 |
1,285.2 |
|
| S3 |
1,206.3 |
1,225.6 |
1,280.7 |
|
| S4 |
1,156.8 |
1,176.1 |
1,267.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,335.6 |
1,286.1 |
49.5 |
3.8% |
17.5 |
1.4% |
17% |
False |
True |
91,078 |
| 10 |
1,392.2 |
1,286.1 |
106.1 |
8.2% |
19.4 |
1.5% |
8% |
False |
True |
57,308 |
| 20 |
1,392.2 |
1,286.1 |
106.1 |
8.2% |
19.1 |
1.5% |
8% |
False |
True |
38,057 |
| 40 |
1,392.2 |
1,238.8 |
153.4 |
11.9% |
17.6 |
1.4% |
36% |
False |
False |
21,497 |
| 60 |
1,392.2 |
1,206.0 |
186.2 |
14.4% |
17.5 |
1.3% |
47% |
False |
False |
15,621 |
| 80 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
18.2 |
1.4% |
52% |
False |
False |
11,938 |
| 100 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.7 |
1.4% |
52% |
False |
False |
9,841 |
| 120 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.8 |
1.4% |
52% |
False |
False |
8,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,355.9 |
|
2.618 |
1,334.2 |
|
1.618 |
1,320.9 |
|
1.000 |
1,312.7 |
|
0.618 |
1,307.6 |
|
HIGH |
1,299.4 |
|
0.618 |
1,294.3 |
|
0.500 |
1,292.8 |
|
0.382 |
1,291.2 |
|
LOW |
1,286.1 |
|
0.618 |
1,277.9 |
|
1.000 |
1,272.8 |
|
1.618 |
1,264.6 |
|
2.618 |
1,251.3 |
|
4.250 |
1,229.6 |
|
|
| Fisher Pivots for day following 28-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,293.8 |
1,301.6 |
| PP |
1,293.3 |
1,299.1 |
| S1 |
1,292.8 |
1,296.7 |
|