| Trading Metrics calculated at close of trading on 21-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1,326.7 |
1,331.0 |
4.3 |
0.3% |
1,386.0 |
| High |
1,335.4 |
1,343.3 |
7.9 |
0.6% |
1,392.0 |
| Low |
1,322.1 |
1,331.0 |
8.9 |
0.7% |
1,322.1 |
| Close |
1,331.0 |
1,336.2 |
5.2 |
0.4% |
1,336.2 |
| Range |
13.3 |
12.3 |
-1.0 |
-7.5% |
69.9 |
| ATR |
18.1 |
17.7 |
-0.4 |
-2.3% |
0.0 |
| Volume |
1,490 |
2,375 |
885 |
59.4% |
8,413 |
|
| Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,373.7 |
1,367.3 |
1,343.0 |
|
| R3 |
1,361.4 |
1,355.0 |
1,339.6 |
|
| R2 |
1,349.1 |
1,349.1 |
1,338.5 |
|
| R1 |
1,342.7 |
1,342.7 |
1,337.3 |
1,345.9 |
| PP |
1,336.8 |
1,336.8 |
1,336.8 |
1,338.5 |
| S1 |
1,330.4 |
1,330.4 |
1,335.1 |
1,333.6 |
| S2 |
1,324.5 |
1,324.5 |
1,333.9 |
|
| S3 |
1,312.2 |
1,318.1 |
1,332.8 |
|
| S4 |
1,299.9 |
1,305.8 |
1,329.4 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,559.8 |
1,517.9 |
1,374.6 |
|
| R3 |
1,489.9 |
1,448.0 |
1,355.4 |
|
| R2 |
1,420.0 |
1,420.0 |
1,349.0 |
|
| R1 |
1,378.1 |
1,378.1 |
1,342.6 |
1,364.1 |
| PP |
1,350.1 |
1,350.1 |
1,350.1 |
1,343.1 |
| S1 |
1,308.2 |
1,308.2 |
1,329.8 |
1,294.2 |
| S2 |
1,280.2 |
1,280.2 |
1,323.4 |
|
| S3 |
1,210.3 |
1,238.3 |
1,317.0 |
|
| S4 |
1,140.4 |
1,168.4 |
1,297.8 |
|
|
| 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 |
1,322.1 |
69.9 |
5.2% |
19.1 |
1.4% |
20% |
False |
False |
1,682 |
| 10 |
1,392.0 |
1,322.1 |
69.9 |
5.2% |
17.3 |
1.3% |
20% |
False |
False |
3,031 |
| 20 |
1,392.0 |
1,320.5 |
71.5 |
5.4% |
16.6 |
1.2% |
22% |
False |
False |
2,321 |
| 40 |
1,392.0 |
1,240.5 |
151.5 |
11.3% |
15.2 |
1.1% |
63% |
False |
False |
2,058 |
| 60 |
1,392.0 |
1,187.2 |
204.8 |
15.3% |
13.6 |
1.0% |
73% |
False |
False |
1,601 |
| 80 |
1,392.0 |
1,187.2 |
204.8 |
15.3% |
13.9 |
1.0% |
73% |
False |
False |
1,286 |
| 100 |
1,392.0 |
1,187.2 |
204.8 |
15.3% |
12.4 |
0.9% |
73% |
False |
False |
1,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,395.6 |
|
2.618 |
1,375.5 |
|
1.618 |
1,363.2 |
|
1.000 |
1,355.6 |
|
0.618 |
1,350.9 |
|
HIGH |
1,343.3 |
|
0.618 |
1,338.6 |
|
0.500 |
1,337.2 |
|
0.382 |
1,335.7 |
|
LOW |
1,331.0 |
|
0.618 |
1,323.4 |
|
1.000 |
1,318.7 |
|
1.618 |
1,311.1 |
|
2.618 |
1,298.8 |
|
4.250 |
1,278.7 |
|
|
| Fisher Pivots for day following 21-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,337.2 |
1,340.6 |
| PP |
1,336.8 |
1,339.1 |
| S1 |
1,336.5 |
1,337.7 |
|