| Trading Metrics calculated at close of trading on 04-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2014 |
04-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
16,321.71 |
16,169.32 |
-152.39 |
-0.9% |
16,102.27 |
| High |
16,321.71 |
16,419.49 |
97.78 |
0.6% |
16,398.95 |
| Low |
16,071.25 |
16,169.32 |
98.07 |
0.6% |
16,102.27 |
| Close |
16,168.03 |
16,395.88 |
227.85 |
1.4% |
16,321.71 |
| Range |
250.46 |
250.17 |
-0.29 |
-0.1% |
296.68 |
| ATR |
156.94 |
163.69 |
6.75 |
4.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,078.74 |
16,987.48 |
16,533.47 |
|
| R3 |
16,828.57 |
16,737.31 |
16,464.68 |
|
| R2 |
16,578.40 |
16,578.40 |
16,441.74 |
|
| R1 |
16,487.14 |
16,487.14 |
16,418.81 |
16,532.77 |
| PP |
16,328.23 |
16,328.23 |
16,328.23 |
16,351.05 |
| S1 |
16,236.97 |
16,236.97 |
16,372.95 |
16,282.60 |
| S2 |
16,078.06 |
16,078.06 |
16,350.02 |
|
| S3 |
15,827.89 |
15,986.80 |
16,327.08 |
|
| S4 |
15,577.72 |
15,736.63 |
16,258.29 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,164.35 |
17,039.71 |
16,484.88 |
|
| R3 |
16,867.67 |
16,743.03 |
16,403.30 |
|
| R2 |
16,570.99 |
16,570.99 |
16,376.10 |
|
| R1 |
16,446.35 |
16,446.35 |
16,348.91 |
16,508.67 |
| PP |
16,274.31 |
16,274.31 |
16,274.31 |
16,305.47 |
| S1 |
16,149.67 |
16,149.67 |
16,294.51 |
16,211.99 |
| S2 |
15,977.63 |
15,977.63 |
16,267.32 |
|
| S3 |
15,680.95 |
15,852.99 |
16,240.12 |
|
| S4 |
15,384.27 |
15,556.31 |
16,158.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,419.49 |
16,071.25 |
348.24 |
2.1% |
177.29 |
1.1% |
93% |
True |
False |
|
| 10 |
16,419.49 |
16,006.59 |
412.90 |
2.5% |
163.85 |
1.0% |
94% |
True |
False |
|
| 20 |
16,419.49 |
15,340.69 |
1,078.80 |
6.6% |
154.48 |
0.9% |
98% |
True |
False |
|
| 40 |
16,562.32 |
15,340.69 |
1,221.63 |
7.5% |
162.77 |
1.0% |
86% |
False |
False |
|
| 60 |
16,588.25 |
15,340.69 |
1,247.56 |
7.6% |
145.99 |
0.9% |
85% |
False |
False |
|
| 80 |
16,588.25 |
15,340.69 |
1,247.56 |
7.6% |
136.79 |
0.8% |
85% |
False |
False |
|
| 100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
134.68 |
0.8% |
90% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
133.46 |
0.8% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,482.71 |
|
2.618 |
17,074.44 |
|
1.618 |
16,824.27 |
|
1.000 |
16,669.66 |
|
0.618 |
16,574.10 |
|
HIGH |
16,419.49 |
|
0.618 |
16,323.93 |
|
0.500 |
16,294.41 |
|
0.382 |
16,264.88 |
|
LOW |
16,169.32 |
|
0.618 |
16,014.71 |
|
1.000 |
15,919.15 |
|
1.618 |
15,764.54 |
|
2.618 |
15,514.37 |
|
4.250 |
15,106.10 |
|
|
| Fisher Pivots for day following 04-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,362.06 |
16,345.71 |
| PP |
16,328.23 |
16,295.54 |
| S1 |
16,294.41 |
16,245.37 |
|