| 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 |
1,340.3 |
1,349.0 |
8.7 |
0.6% |
1,334.8 |
| High |
1,351.8 |
1,371.4 |
19.6 |
1.4% |
1,354.9 |
| Low |
1,339.3 |
1,346.2 |
6.9 |
0.5% |
1,329.0 |
| Close |
1,347.4 |
1,371.0 |
23.6 |
1.8% |
1,338.8 |
| Range |
12.5 |
25.2 |
12.7 |
101.6% |
25.9 |
| ATR |
15.9 |
16.5 |
0.7 |
4.2% |
0.0 |
| Volume |
2,400 |
4,457 |
2,057 |
85.7% |
6,267 |
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,438.5 |
1,429.9 |
1,384.9 |
|
| R3 |
1,413.3 |
1,404.7 |
1,377.9 |
|
| R2 |
1,388.1 |
1,388.1 |
1,375.6 |
|
| R1 |
1,379.5 |
1,379.5 |
1,373.3 |
1,383.8 |
| PP |
1,362.9 |
1,362.9 |
1,362.9 |
1,365.0 |
| S1 |
1,354.3 |
1,354.3 |
1,368.7 |
1,358.6 |
| S2 |
1,337.7 |
1,337.7 |
1,366.4 |
|
| S3 |
1,312.5 |
1,329.1 |
1,364.1 |
|
| S4 |
1,287.3 |
1,303.9 |
1,357.1 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,418.6 |
1,404.6 |
1,353.0 |
|
| R3 |
1,392.7 |
1,378.7 |
1,345.9 |
|
| R2 |
1,366.8 |
1,366.8 |
1,343.5 |
|
| R1 |
1,352.8 |
1,352.8 |
1,341.2 |
1,359.8 |
| PP |
1,340.9 |
1,340.9 |
1,340.9 |
1,344.4 |
| S1 |
1,326.9 |
1,326.9 |
1,336.4 |
1,333.9 |
| S2 |
1,315.0 |
1,315.0 |
1,334.1 |
|
| S3 |
1,289.1 |
1,301.0 |
1,331.7 |
|
| S4 |
1,263.2 |
1,275.1 |
1,324.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,371.4 |
1,329.0 |
42.4 |
3.1% |
18.4 |
1.3% |
99% |
True |
False |
2,363 |
| 10 |
1,371.4 |
1,321.8 |
49.6 |
3.6% |
15.9 |
1.2% |
99% |
True |
False |
1,870 |
| 20 |
1,371.4 |
1,288.0 |
83.4 |
6.1% |
14.9 |
1.1% |
100% |
True |
False |
1,822 |
| 40 |
1,371.4 |
1,234.6 |
136.8 |
10.0% |
14.1 |
1.0% |
100% |
True |
False |
1,707 |
| 60 |
1,371.4 |
1,187.2 |
184.2 |
13.4% |
13.6 |
1.0% |
100% |
True |
False |
1,278 |
| 80 |
1,371.4 |
1,187.2 |
184.2 |
13.4% |
12.9 |
0.9% |
100% |
True |
False |
1,052 |
| 100 |
1,371.4 |
1,187.2 |
184.2 |
13.4% |
12.2 |
0.9% |
100% |
True |
False |
911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,478.5 |
|
2.618 |
1,437.4 |
|
1.618 |
1,412.2 |
|
1.000 |
1,396.6 |
|
0.618 |
1,387.0 |
|
HIGH |
1,371.4 |
|
0.618 |
1,361.8 |
|
0.500 |
1,358.8 |
|
0.382 |
1,355.8 |
|
LOW |
1,346.2 |
|
0.618 |
1,330.6 |
|
1.000 |
1,321.0 |
|
1.618 |
1,305.4 |
|
2.618 |
1,280.2 |
|
4.250 |
1,239.1 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,366.9 |
1,364.7 |
| PP |
1,362.9 |
1,358.3 |
| S1 |
1,358.8 |
1,352.0 |
|