| Trading Metrics calculated at close of trading on 12-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,707.50 |
3,689.25 |
-18.25 |
-0.5% |
3,678.00 |
| High |
3,726.00 |
3,710.00 |
-16.00 |
-0.4% |
3,740.50 |
| Low |
3,681.00 |
3,661.50 |
-19.50 |
-0.5% |
3,637.00 |
| Close |
3,688.50 |
3,706.75 |
18.25 |
0.5% |
3,704.25 |
| Range |
45.00 |
48.50 |
3.50 |
7.8% |
103.50 |
| ATR |
43.02 |
43.41 |
0.39 |
0.9% |
0.00 |
| Volume |
259,716 |
319,464 |
59,748 |
23.0% |
1,366,751 |
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,838.25 |
3,821.00 |
3,733.50 |
|
| R3 |
3,789.75 |
3,772.50 |
3,720.00 |
|
| R2 |
3,741.25 |
3,741.25 |
3,715.75 |
|
| R1 |
3,724.00 |
3,724.00 |
3,711.25 |
3,732.50 |
| PP |
3,692.75 |
3,692.75 |
3,692.75 |
3,697.00 |
| S1 |
3,675.50 |
3,675.50 |
3,702.25 |
3,684.00 |
| S2 |
3,644.25 |
3,644.25 |
3,697.75 |
|
| S3 |
3,595.75 |
3,627.00 |
3,693.50 |
|
| S4 |
3,547.25 |
3,578.50 |
3,680.00 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,004.50 |
3,957.75 |
3,761.25 |
|
| R3 |
3,901.00 |
3,854.25 |
3,732.75 |
|
| R2 |
3,797.50 |
3,797.50 |
3,723.25 |
|
| R1 |
3,750.75 |
3,750.75 |
3,713.75 |
3,774.00 |
| PP |
3,694.00 |
3,694.00 |
3,694.00 |
3,705.50 |
| S1 |
3,647.25 |
3,647.25 |
3,694.75 |
3,670.50 |
| S2 |
3,590.50 |
3,590.50 |
3,685.25 |
|
| S3 |
3,487.00 |
3,543.75 |
3,675.75 |
|
| S4 |
3,383.50 |
3,440.25 |
3,647.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,740.50 |
3,661.50 |
79.00 |
2.1% |
40.75 |
1.1% |
57% |
False |
True |
258,496 |
| 10 |
3,740.50 |
3,637.00 |
103.50 |
2.8% |
42.25 |
1.1% |
67% |
False |
False |
272,785 |
| 20 |
3,740.50 |
3,596.75 |
143.75 |
3.9% |
39.00 |
1.1% |
77% |
False |
False |
257,443 |
| 40 |
3,740.50 |
3,412.00 |
328.50 |
8.9% |
47.00 |
1.3% |
90% |
False |
False |
278,686 |
| 60 |
3,740.50 |
3,412.00 |
328.50 |
8.9% |
43.50 |
1.2% |
90% |
False |
False |
251,961 |
| 80 |
3,740.50 |
3,354.00 |
386.50 |
10.4% |
39.50 |
1.1% |
91% |
False |
False |
191,449 |
| 100 |
3,740.50 |
3,250.00 |
490.50 |
13.2% |
37.75 |
1.0% |
93% |
False |
False |
153,185 |
| 120 |
3,740.50 |
3,110.00 |
630.50 |
17.0% |
36.75 |
1.0% |
95% |
False |
False |
127,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,916.00 |
|
2.618 |
3,837.00 |
|
1.618 |
3,788.50 |
|
1.000 |
3,758.50 |
|
0.618 |
3,740.00 |
|
HIGH |
3,710.00 |
|
0.618 |
3,691.50 |
|
0.500 |
3,685.75 |
|
0.382 |
3,680.00 |
|
LOW |
3,661.50 |
|
0.618 |
3,631.50 |
|
1.000 |
3,613.00 |
|
1.618 |
3,583.00 |
|
2.618 |
3,534.50 |
|
4.250 |
3,455.50 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,699.75 |
3,702.50 |
| PP |
3,692.75 |
3,698.00 |
| S1 |
3,685.75 |
3,693.75 |
|