| 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 |
1,839.50 |
1,858.75 |
19.25 |
1.0% |
1,875.50 |
| High |
1,862.75 |
1,874.00 |
11.25 |
0.6% |
1,882.25 |
| Low |
1,830.50 |
1,852.50 |
22.00 |
1.2% |
1,839.00 |
| Close |
1,857.75 |
1,870.75 |
13.00 |
0.7% |
1,840.00 |
| Range |
32.25 |
21.50 |
-10.75 |
-33.3% |
43.25 |
| ATR |
20.57 |
20.64 |
0.07 |
0.3% |
0.00 |
| Volume |
797,416 |
871,094 |
73,678 |
9.2% |
8,099,818 |
|
| Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,930.25 |
1,922.00 |
1,882.50 |
|
| R3 |
1,908.75 |
1,900.50 |
1,876.75 |
|
| R2 |
1,887.25 |
1,887.25 |
1,874.75 |
|
| R1 |
1,879.00 |
1,879.00 |
1,872.75 |
1,883.00 |
| PP |
1,865.75 |
1,865.75 |
1,865.75 |
1,867.75 |
| S1 |
1,857.50 |
1,857.50 |
1,868.75 |
1,861.50 |
| S2 |
1,844.25 |
1,844.25 |
1,866.75 |
|
| S3 |
1,822.75 |
1,836.00 |
1,864.75 |
|
| S4 |
1,801.25 |
1,814.50 |
1,859.00 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,983.50 |
1,955.00 |
1,863.75 |
|
| R3 |
1,940.25 |
1,911.75 |
1,852.00 |
|
| R2 |
1,897.00 |
1,897.00 |
1,848.00 |
|
| R1 |
1,868.50 |
1,868.50 |
1,844.00 |
1,861.00 |
| PP |
1,853.75 |
1,853.75 |
1,853.75 |
1,850.00 |
| S1 |
1,825.25 |
1,825.25 |
1,836.00 |
1,818.00 |
| S2 |
1,810.50 |
1,810.50 |
1,832.00 |
|
| S3 |
1,767.25 |
1,782.00 |
1,828.00 |
|
| S4 |
1,724.00 |
1,738.75 |
1,816.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,875.00 |
1,830.50 |
44.50 |
2.4% |
23.25 |
1.2% |
90% |
False |
False |
1,398,181 |
| 10 |
1,887.50 |
1,830.50 |
57.00 |
3.0% |
18.50 |
1.0% |
71% |
False |
False |
1,406,230 |
| 20 |
1,887.50 |
1,817.25 |
70.25 |
3.8% |
19.50 |
1.0% |
76% |
False |
False |
1,562,545 |
| 40 |
1,887.50 |
1,732.00 |
155.50 |
8.3% |
22.25 |
1.2% |
89% |
False |
False |
1,734,824 |
| 60 |
1,887.50 |
1,732.00 |
155.50 |
8.3% |
19.25 |
1.0% |
89% |
False |
False |
1,519,363 |
| 80 |
1,887.50 |
1,732.00 |
155.50 |
8.3% |
18.50 |
1.0% |
89% |
False |
False |
1,258,423 |
| 100 |
1,887.50 |
1,728.75 |
158.75 |
8.5% |
17.75 |
1.0% |
89% |
False |
False |
1,007,821 |
| 120 |
1,887.50 |
1,633.50 |
254.00 |
13.6% |
18.00 |
1.0% |
93% |
False |
False |
840,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,965.50 |
|
2.618 |
1,930.25 |
|
1.618 |
1,908.75 |
|
1.000 |
1,895.50 |
|
0.618 |
1,887.25 |
|
HIGH |
1,874.00 |
|
0.618 |
1,865.75 |
|
0.500 |
1,863.25 |
|
0.382 |
1,860.75 |
|
LOW |
1,852.50 |
|
0.618 |
1,839.25 |
|
1.000 |
1,831.00 |
|
1.618 |
1,817.75 |
|
2.618 |
1,796.25 |
|
4.250 |
1,761.00 |
|
|
| Fisher Pivots for day following 18-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,868.25 |
1,864.50 |
| PP |
1,865.75 |
1,858.50 |
| S1 |
1,863.25 |
1,852.25 |
|