| Trading Metrics calculated at close of trading on 07-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1,337.8 |
1,351.3 |
13.5 |
1.0% |
1,334.8 |
| High |
1,353.0 |
1,351.3 |
-1.7 |
-0.1% |
1,354.9 |
| Low |
1,333.0 |
1,329.0 |
-4.0 |
-0.3% |
1,329.0 |
| Close |
1,352.4 |
1,338.8 |
-13.6 |
-1.0% |
1,338.8 |
| Range |
20.0 |
22.3 |
2.3 |
11.5% |
25.9 |
| ATR |
15.9 |
16.4 |
0.5 |
3.4% |
0.0 |
| Volume |
937 |
1,784 |
847 |
90.4% |
6,267 |
|
| Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,406.6 |
1,395.0 |
1,351.1 |
|
| R3 |
1,384.3 |
1,372.7 |
1,344.9 |
|
| R2 |
1,362.0 |
1,362.0 |
1,342.9 |
|
| R1 |
1,350.4 |
1,350.4 |
1,340.8 |
1,345.1 |
| PP |
1,339.7 |
1,339.7 |
1,339.7 |
1,337.0 |
| S1 |
1,328.1 |
1,328.1 |
1,336.8 |
1,322.8 |
| S2 |
1,317.4 |
1,317.4 |
1,334.7 |
|
| S3 |
1,295.1 |
1,305.8 |
1,332.7 |
|
| S4 |
1,272.8 |
1,283.5 |
1,326.5 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,418.6 |
1,404.6 |
1,353.0 |
|
| R3 |
1,392.7 |
1,378.7 |
1,345.9 |
|
| R2 |
1,366.8 |
1,366.8 |
1,343.5 |
|
| R1 |
1,352.8 |
1,352.8 |
1,341.2 |
1,359.8 |
| PP |
1,340.9 |
1,340.9 |
1,340.9 |
1,344.4 |
| S1 |
1,326.9 |
1,326.9 |
1,336.4 |
1,333.9 |
| S2 |
1,315.0 |
1,315.0 |
1,334.1 |
|
| S3 |
1,289.1 |
1,301.0 |
1,331.7 |
|
| S4 |
1,263.2 |
1,275.1 |
1,324.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,354.9 |
1,329.0 |
25.9 |
1.9% |
17.7 |
1.3% |
38% |
False |
True |
1,253 |
| 10 |
1,354.9 |
1,320.5 |
34.4 |
2.6% |
15.9 |
1.2% |
53% |
False |
False |
1,611 |
| 20 |
1,354.9 |
1,261.0 |
93.9 |
7.0% |
14.4 |
1.1% |
83% |
False |
False |
1,495 |
| 40 |
1,354.9 |
1,227.1 |
127.8 |
9.5% |
13.2 |
1.0% |
87% |
False |
False |
1,550 |
| 60 |
1,354.9 |
1,187.2 |
167.7 |
12.5% |
13.2 |
1.0% |
90% |
False |
False |
1,137 |
| 80 |
1,354.9 |
1,187.2 |
167.7 |
12.5% |
12.5 |
0.9% |
90% |
False |
False |
968 |
| 100 |
1,359.7 |
1,187.2 |
172.5 |
12.9% |
11.9 |
0.9% |
88% |
False |
False |
821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,446.1 |
|
2.618 |
1,409.7 |
|
1.618 |
1,387.4 |
|
1.000 |
1,373.6 |
|
0.618 |
1,365.1 |
|
HIGH |
1,351.3 |
|
0.618 |
1,342.8 |
|
0.500 |
1,340.2 |
|
0.382 |
1,337.5 |
|
LOW |
1,329.0 |
|
0.618 |
1,315.2 |
|
1.000 |
1,306.7 |
|
1.618 |
1,292.9 |
|
2.618 |
1,270.6 |
|
4.250 |
1,234.2 |
|
|
| Fisher Pivots for day following 07-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,340.2 |
1,341.0 |
| PP |
1,339.7 |
1,340.3 |
| S1 |
1,339.3 |
1,339.5 |
|