| Trading Metrics calculated at close of trading on 10-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1,351.3 |
1,336.5 |
-14.8 |
-1.1% |
1,334.8 |
| High |
1,351.3 |
1,344.6 |
-6.7 |
-0.5% |
1,354.9 |
| Low |
1,329.0 |
1,332.6 |
3.6 |
0.3% |
1,329.0 |
| Close |
1,338.8 |
1,342.2 |
3.4 |
0.3% |
1,338.8 |
| Range |
22.3 |
12.0 |
-10.3 |
-46.2% |
25.9 |
| ATR |
16.4 |
16.1 |
-0.3 |
-1.9% |
0.0 |
| Volume |
1,784 |
2,238 |
454 |
25.4% |
6,267 |
|
| Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,375.8 |
1,371.0 |
1,348.8 |
|
| R3 |
1,363.8 |
1,359.0 |
1,345.5 |
|
| R2 |
1,351.8 |
1,351.8 |
1,344.4 |
|
| R1 |
1,347.0 |
1,347.0 |
1,343.3 |
1,349.4 |
| PP |
1,339.8 |
1,339.8 |
1,339.8 |
1,341.0 |
| S1 |
1,335.0 |
1,335.0 |
1,341.1 |
1,337.4 |
| S2 |
1,327.8 |
1,327.8 |
1,340.0 |
|
| S3 |
1,315.8 |
1,323.0 |
1,338.9 |
|
| S4 |
1,303.8 |
1,311.0 |
1,335.6 |
|
|
| 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 |
1,353.0 |
1,329.0 |
24.0 |
1.8% |
16.1 |
1.2% |
55% |
False |
False |
1,412 |
| 10 |
1,354.9 |
1,321.8 |
33.1 |
2.5% |
15.3 |
1.1% |
62% |
False |
False |
1,476 |
| 20 |
1,354.9 |
1,269.1 |
85.8 |
6.4% |
14.5 |
1.1% |
85% |
False |
False |
1,587 |
| 40 |
1,354.9 |
1,234.6 |
120.3 |
9.0% |
13.4 |
1.0% |
89% |
False |
False |
1,595 |
| 60 |
1,354.9 |
1,187.2 |
167.7 |
12.5% |
13.4 |
1.0% |
92% |
False |
False |
1,172 |
| 80 |
1,354.9 |
1,187.2 |
167.7 |
12.5% |
12.6 |
0.9% |
92% |
False |
False |
976 |
| 100 |
1,359.7 |
1,187.2 |
172.5 |
12.9% |
12.0 |
0.9% |
90% |
False |
False |
843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,395.6 |
|
2.618 |
1,376.0 |
|
1.618 |
1,364.0 |
|
1.000 |
1,356.6 |
|
0.618 |
1,352.0 |
|
HIGH |
1,344.6 |
|
0.618 |
1,340.0 |
|
0.500 |
1,338.6 |
|
0.382 |
1,337.2 |
|
LOW |
1,332.6 |
|
0.618 |
1,325.2 |
|
1.000 |
1,320.6 |
|
1.618 |
1,313.2 |
|
2.618 |
1,301.2 |
|
4.250 |
1,281.6 |
|
|
| Fisher Pivots for day following 10-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,341.0 |
1,341.8 |
| PP |
1,339.8 |
1,341.4 |
| S1 |
1,338.6 |
1,341.0 |
|