| Trading Metrics calculated at close of trading on 20-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,702.50 |
3,681.25 |
-21.25 |
-0.6% |
3,701.50 |
| High |
3,711.50 |
3,705.50 |
-6.00 |
-0.2% |
3,726.00 |
| Low |
3,659.75 |
3,664.75 |
5.00 |
0.1% |
3,625.75 |
| Close |
3,681.75 |
3,699.00 |
17.25 |
0.5% |
3,627.75 |
| Range |
51.75 |
40.75 |
-11.00 |
-21.3% |
100.25 |
| ATR |
48.72 |
48.15 |
-0.57 |
-1.2% |
0.00 |
| Volume |
93,178 |
38,950 |
-54,228 |
-58.2% |
1,389,954 |
|
| Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,812.00 |
3,796.25 |
3,721.50 |
|
| R3 |
3,771.25 |
3,755.50 |
3,710.25 |
|
| R2 |
3,730.50 |
3,730.50 |
3,706.50 |
|
| R1 |
3,714.75 |
3,714.75 |
3,702.75 |
3,722.50 |
| PP |
3,689.75 |
3,689.75 |
3,689.75 |
3,693.75 |
| S1 |
3,674.00 |
3,674.00 |
3,695.25 |
3,682.00 |
| S2 |
3,649.00 |
3,649.00 |
3,691.50 |
|
| S3 |
3,608.25 |
3,633.25 |
3,687.75 |
|
| S4 |
3,567.50 |
3,592.50 |
3,676.50 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,960.50 |
3,894.50 |
3,683.00 |
|
| R3 |
3,860.25 |
3,794.25 |
3,655.25 |
|
| R2 |
3,760.00 |
3,760.00 |
3,646.25 |
|
| R1 |
3,694.00 |
3,694.00 |
3,637.00 |
3,677.00 |
| PP |
3,659.75 |
3,659.75 |
3,659.75 |
3,651.25 |
| S1 |
3,593.75 |
3,593.75 |
3,618.50 |
3,576.50 |
| S2 |
3,559.50 |
3,559.50 |
3,609.25 |
|
| S3 |
3,459.25 |
3,493.50 |
3,600.25 |
|
| S4 |
3,359.00 |
3,393.25 |
3,572.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,711.50 |
3,608.50 |
103.00 |
2.8% |
52.00 |
1.4% |
88% |
False |
False |
100,761 |
| 10 |
3,740.50 |
3,608.50 |
132.00 |
3.6% |
52.25 |
1.4% |
69% |
False |
False |
202,894 |
| 20 |
3,740.50 |
3,608.50 |
132.00 |
3.6% |
45.50 |
1.2% |
69% |
False |
False |
229,158 |
| 40 |
3,740.50 |
3,412.00 |
328.50 |
8.9% |
50.00 |
1.4% |
87% |
False |
False |
269,021 |
| 60 |
3,740.50 |
3,412.00 |
328.50 |
8.9% |
44.50 |
1.2% |
87% |
False |
False |
240,669 |
| 80 |
3,740.50 |
3,395.50 |
345.00 |
9.3% |
41.75 |
1.1% |
88% |
False |
False |
203,348 |
| 100 |
3,740.50 |
3,308.25 |
432.25 |
11.7% |
39.25 |
1.1% |
90% |
False |
False |
162,720 |
| 120 |
3,740.50 |
3,110.00 |
630.50 |
17.0% |
38.75 |
1.0% |
93% |
False |
False |
135,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,878.75 |
|
2.618 |
3,812.25 |
|
1.618 |
3,771.50 |
|
1.000 |
3,746.25 |
|
0.618 |
3,730.75 |
|
HIGH |
3,705.50 |
|
0.618 |
3,690.00 |
|
0.500 |
3,685.00 |
|
0.382 |
3,680.25 |
|
LOW |
3,664.75 |
|
0.618 |
3,639.50 |
|
1.000 |
3,624.00 |
|
1.618 |
3,598.75 |
|
2.618 |
3,558.00 |
|
4.250 |
3,491.50 |
|
|
| Fisher Pivots for day following 20-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,694.50 |
3,692.50 |
| PP |
3,689.75 |
3,685.75 |
| S1 |
3,685.00 |
3,679.00 |
|