| 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 |
1,305.0 |
1,292.9 |
-12.1 |
-0.9% |
1,332.8 |
| High |
1,306.5 |
1,298.6 |
-7.9 |
-0.6% |
1,333.7 |
| Low |
1,290.6 |
1,287.1 |
-3.5 |
-0.3% |
1,287.1 |
| Close |
1,295.1 |
1,294.6 |
-0.5 |
0.0% |
1,294.6 |
| Range |
15.9 |
11.5 |
-4.4 |
-27.7% |
46.6 |
| ATR |
17.5 |
17.1 |
-0.4 |
-2.5% |
0.0 |
| Volume |
3,539 |
4,731 |
1,192 |
33.7% |
18,686 |
|
| Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,327.9 |
1,322.8 |
1,300.9 |
|
| R3 |
1,316.4 |
1,311.3 |
1,297.8 |
|
| R2 |
1,304.9 |
1,304.9 |
1,296.7 |
|
| R1 |
1,299.8 |
1,299.8 |
1,295.7 |
1,302.4 |
| PP |
1,293.4 |
1,293.4 |
1,293.4 |
1,294.7 |
| S1 |
1,288.3 |
1,288.3 |
1,293.5 |
1,290.9 |
| S2 |
1,281.9 |
1,281.9 |
1,292.5 |
|
| S3 |
1,270.4 |
1,276.8 |
1,291.4 |
|
| S4 |
1,258.9 |
1,265.3 |
1,288.3 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,444.9 |
1,416.4 |
1,320.2 |
|
| R3 |
1,398.3 |
1,369.8 |
1,307.4 |
|
| R2 |
1,351.7 |
1,351.7 |
1,303.1 |
|
| R1 |
1,323.2 |
1,323.2 |
1,298.9 |
1,314.2 |
| PP |
1,305.1 |
1,305.1 |
1,305.1 |
1,300.6 |
| S1 |
1,276.6 |
1,276.6 |
1,290.3 |
1,267.6 |
| S2 |
1,258.5 |
1,258.5 |
1,286.1 |
|
| S3 |
1,211.9 |
1,230.0 |
1,281.8 |
|
| S4 |
1,165.3 |
1,183.4 |
1,269.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,333.7 |
1,287.1 |
46.6 |
3.6% |
15.6 |
1.2% |
16% |
False |
True |
3,737 |
| 10 |
1,392.0 |
1,287.1 |
104.9 |
8.1% |
17.3 |
1.3% |
7% |
False |
True |
2,709 |
| 20 |
1,392.0 |
1,287.1 |
104.9 |
8.1% |
17.0 |
1.3% |
7% |
False |
True |
2,763 |
| 40 |
1,392.0 |
1,240.5 |
151.5 |
11.7% |
15.3 |
1.2% |
36% |
False |
False |
2,171 |
| 60 |
1,392.0 |
1,215.2 |
176.8 |
13.7% |
14.1 |
1.1% |
45% |
False |
False |
1,893 |
| 80 |
1,392.0 |
1,187.2 |
204.8 |
15.8% |
14.0 |
1.1% |
52% |
False |
False |
1,501 |
| 100 |
1,392.0 |
1,187.2 |
204.8 |
15.8% |
12.8 |
1.0% |
52% |
False |
False |
1,288 |
| 120 |
1,392.0 |
1,187.2 |
204.8 |
15.8% |
12.1 |
0.9% |
52% |
False |
False |
1,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,347.5 |
|
2.618 |
1,328.7 |
|
1.618 |
1,317.2 |
|
1.000 |
1,310.1 |
|
0.618 |
1,305.7 |
|
HIGH |
1,298.6 |
|
0.618 |
1,294.2 |
|
0.500 |
1,292.9 |
|
0.382 |
1,291.5 |
|
LOW |
1,287.1 |
|
0.618 |
1,280.0 |
|
1.000 |
1,275.6 |
|
1.618 |
1,268.5 |
|
2.618 |
1,257.0 |
|
4.250 |
1,238.2 |
|
|
| Fisher Pivots for day following 28-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,294.0 |
1,301.5 |
| PP |
1,293.4 |
1,299.2 |
| S1 |
1,292.9 |
1,296.9 |
|