| Trading Metrics calculated at close of trading on 13-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
186.32 |
187.84 |
1.52 |
0.8% |
184.69 |
| High |
187.35 |
187.99 |
0.64 |
0.3% |
188.96 |
| Low |
185.90 |
184.66 |
-1.24 |
-0.7% |
183.75 |
| Close |
187.28 |
185.18 |
-2.10 |
-1.1% |
188.26 |
| Range |
1.45 |
3.33 |
1.88 |
129.7% |
5.21 |
| ATR |
1.69 |
1.81 |
0.12 |
6.9% |
0.00 |
| Volume |
104,824,297 |
155,014,203 |
50,189,906 |
47.9% |
623,100,804 |
|
| Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
195.93 |
193.89 |
187.01 |
|
| R3 |
192.60 |
190.56 |
186.10 |
|
| R2 |
189.27 |
189.27 |
185.79 |
|
| R1 |
187.23 |
187.23 |
185.49 |
186.59 |
| PP |
185.94 |
185.94 |
185.94 |
185.62 |
| S1 |
183.90 |
183.90 |
184.87 |
183.26 |
| S2 |
182.61 |
182.61 |
184.57 |
|
| S3 |
179.28 |
180.57 |
184.26 |
|
| S4 |
175.95 |
177.24 |
183.35 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
202.62 |
200.65 |
191.13 |
|
| R3 |
197.41 |
195.44 |
189.69 |
|
| R2 |
192.20 |
192.20 |
189.22 |
|
| R1 |
190.23 |
190.23 |
188.74 |
191.22 |
| PP |
186.99 |
186.99 |
186.99 |
187.48 |
| S1 |
185.02 |
185.02 |
187.78 |
186.01 |
| S2 |
181.78 |
181.78 |
187.30 |
|
| S3 |
176.57 |
179.81 |
186.83 |
|
| S4 |
171.36 |
174.60 |
185.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
188.96 |
184.66 |
4.30 |
2.3% |
1.87 |
1.0% |
12% |
False |
True |
109,660,000 |
| 10 |
188.96 |
183.75 |
5.21 |
2.8% |
1.59 |
0.9% |
27% |
False |
False |
120,772,940 |
| 20 |
188.96 |
180.83 |
8.13 |
4.4% |
1.60 |
0.9% |
54% |
False |
False |
112,928,780 |
| 40 |
188.96 |
173.71 |
15.25 |
8.2% |
1.70 |
0.9% |
75% |
False |
False |
126,057,993 |
| 60 |
188.96 |
173.71 |
15.25 |
8.2% |
1.55 |
0.8% |
75% |
False |
False |
118,922,103 |
| 80 |
188.96 |
173.71 |
15.25 |
8.2% |
1.45 |
0.8% |
75% |
False |
False |
113,700,918 |
| 100 |
188.96 |
173.51 |
15.45 |
8.3% |
1.42 |
0.8% |
76% |
False |
False |
112,300,290 |
| 120 |
188.96 |
164.53 |
24.43 |
13.2% |
1.44 |
0.8% |
85% |
False |
False |
115,236,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
202.14 |
|
2.618 |
196.71 |
|
1.618 |
193.38 |
|
1.000 |
191.32 |
|
0.618 |
190.05 |
|
HIGH |
187.99 |
|
0.618 |
186.72 |
|
0.500 |
186.33 |
|
0.382 |
185.93 |
|
LOW |
184.66 |
|
0.618 |
182.60 |
|
1.000 |
181.33 |
|
1.618 |
179.27 |
|
2.618 |
175.94 |
|
4.250 |
170.51 |
|
|
| Fisher Pivots for day following 13-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
186.33 |
186.69 |
| PP |
185.94 |
186.18 |
| S1 |
185.56 |
185.68 |
|