| Trading Metrics calculated at close of trading on 05-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
16,169.32 |
16,395.88 |
226.56 |
1.4% |
16,102.27 |
| High |
16,419.49 |
16,406.55 |
-12.94 |
-0.1% |
16,398.95 |
| Low |
16,169.32 |
16,343.96 |
174.64 |
1.1% |
16,102.27 |
| Close |
16,395.88 |
16,360.18 |
-35.70 |
-0.2% |
16,321.71 |
| Range |
250.17 |
62.59 |
-187.58 |
-75.0% |
296.68 |
| ATR |
163.69 |
156.47 |
-7.22 |
-4.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,558.00 |
16,521.68 |
16,394.60 |
|
| R3 |
16,495.41 |
16,459.09 |
16,377.39 |
|
| R2 |
16,432.82 |
16,432.82 |
16,371.65 |
|
| R1 |
16,396.50 |
16,396.50 |
16,365.92 |
16,383.37 |
| PP |
16,370.23 |
16,370.23 |
16,370.23 |
16,363.66 |
| S1 |
16,333.91 |
16,333.91 |
16,354.44 |
16,320.78 |
| S2 |
16,307.64 |
16,307.64 |
16,348.71 |
|
| S3 |
16,245.05 |
16,271.32 |
16,342.97 |
|
| S4 |
16,182.46 |
16,208.73 |
16,325.76 |
|
|
| 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% |
170.51 |
1.0% |
83% |
False |
False |
|
| 10 |
16,419.49 |
16,006.59 |
412.90 |
2.5% |
150.70 |
0.9% |
86% |
False |
False |
|
| 20 |
16,419.49 |
15,340.69 |
1,078.80 |
6.6% |
151.35 |
0.9% |
95% |
False |
False |
|
| 40 |
16,562.32 |
15,340.69 |
1,221.63 |
7.5% |
161.14 |
1.0% |
83% |
False |
False |
|
| 60 |
16,588.25 |
15,340.69 |
1,247.56 |
7.6% |
145.58 |
0.9% |
82% |
False |
False |
|
| 80 |
16,588.25 |
15,340.69 |
1,247.56 |
7.6% |
136.05 |
0.8% |
82% |
False |
False |
|
| 100 |
16,588.25 |
14,806.39 |
1,781.86 |
10.9% |
133.98 |
0.8% |
87% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
132.87 |
0.8% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,672.56 |
|
2.618 |
16,570.41 |
|
1.618 |
16,507.82 |
|
1.000 |
16,469.14 |
|
0.618 |
16,445.23 |
|
HIGH |
16,406.55 |
|
0.618 |
16,382.64 |
|
0.500 |
16,375.26 |
|
0.382 |
16,367.87 |
|
LOW |
16,343.96 |
|
0.618 |
16,305.28 |
|
1.000 |
16,281.37 |
|
1.618 |
16,242.69 |
|
2.618 |
16,180.10 |
|
4.250 |
16,077.95 |
|
|
| Fisher Pivots for day following 05-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,375.26 |
16,321.91 |
| PP |
16,370.23 |
16,283.64 |
| S1 |
16,365.21 |
16,245.37 |
|