| Trading Metrics calculated at close of trading on 18-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1,386.0 |
1,366.6 |
-19.4 |
-1.4% |
1,336.5 |
| High |
1,392.0 |
1,368.0 |
-24.0 |
-1.7% |
1,388.1 |
| Low |
1,368.1 |
1,352.0 |
-16.1 |
-1.2% |
1,332.6 |
| Close |
1,373.4 |
1,359.4 |
-14.0 |
-1.0% |
1,379.5 |
| Range |
23.9 |
16.0 |
-7.9 |
-33.1% |
55.5 |
| ATR |
16.8 |
17.1 |
0.3 |
2.0% |
0.0 |
| Volume |
1,935 |
1,441 |
-494 |
-25.5% |
21,897 |
|
| Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,407.8 |
1,399.6 |
1,368.2 |
|
| R3 |
1,391.8 |
1,383.6 |
1,363.8 |
|
| R2 |
1,375.8 |
1,375.8 |
1,362.3 |
|
| R1 |
1,367.6 |
1,367.6 |
1,360.9 |
1,363.7 |
| PP |
1,359.8 |
1,359.8 |
1,359.8 |
1,357.9 |
| S1 |
1,351.6 |
1,351.6 |
1,357.9 |
1,347.7 |
| S2 |
1,343.8 |
1,343.8 |
1,356.5 |
|
| S3 |
1,327.8 |
1,335.6 |
1,355.0 |
|
| S4 |
1,311.8 |
1,319.6 |
1,350.6 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,533.2 |
1,511.9 |
1,410.0 |
|
| R3 |
1,477.7 |
1,456.4 |
1,394.8 |
|
| R2 |
1,422.2 |
1,422.2 |
1,389.7 |
|
| R1 |
1,400.9 |
1,400.9 |
1,384.6 |
1,411.6 |
| PP |
1,366.7 |
1,366.7 |
1,366.7 |
1,372.1 |
| S1 |
1,345.4 |
1,345.4 |
1,374.4 |
1,356.1 |
| S2 |
1,311.2 |
1,311.2 |
1,369.3 |
|
| S3 |
1,255.7 |
1,289.9 |
1,364.2 |
|
| S4 |
1,200.2 |
1,234.4 |
1,349.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,392.0 |
1,346.2 |
45.8 |
3.4% |
18.6 |
1.4% |
29% |
False |
False |
4,127 |
| 10 |
1,392.0 |
1,329.0 |
63.0 |
4.6% |
16.8 |
1.2% |
48% |
False |
False |
2,908 |
| 20 |
1,392.0 |
1,309.5 |
82.5 |
6.1% |
15.4 |
1.1% |
60% |
False |
False |
2,307 |
| 40 |
1,392.0 |
1,234.6 |
157.4 |
11.6% |
15.2 |
1.1% |
79% |
False |
False |
1,973 |
| 60 |
1,392.0 |
1,187.2 |
204.8 |
15.1% |
13.6 |
1.0% |
84% |
False |
False |
1,529 |
| 80 |
1,392.0 |
1,187.2 |
204.8 |
15.1% |
13.6 |
1.0% |
84% |
False |
False |
1,229 |
| 100 |
1,392.0 |
1,187.2 |
204.8 |
15.1% |
12.1 |
0.9% |
84% |
False |
False |
1,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,436.0 |
|
2.618 |
1,409.9 |
|
1.618 |
1,393.9 |
|
1.000 |
1,384.0 |
|
0.618 |
1,377.9 |
|
HIGH |
1,368.0 |
|
0.618 |
1,361.9 |
|
0.500 |
1,360.0 |
|
0.382 |
1,358.1 |
|
LOW |
1,352.0 |
|
0.618 |
1,342.1 |
|
1.000 |
1,336.0 |
|
1.618 |
1,326.1 |
|
2.618 |
1,310.1 |
|
4.250 |
1,284.0 |
|
|
| Fisher Pivots for day following 18-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,360.0 |
1,372.0 |
| PP |
1,359.8 |
1,367.8 |
| S1 |
1,359.6 |
1,363.6 |
|