| Trading Metrics calculated at close of trading on 06-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
16,395.88 |
16,360.56 |
-35.32 |
-0.2% |
16,102.27 |
| High |
16,406.55 |
16,450.17 |
43.62 |
0.3% |
16,398.95 |
| Low |
16,343.96 |
16,360.56 |
16.60 |
0.1% |
16,102.27 |
| Close |
16,360.18 |
16,421.89 |
61.71 |
0.4% |
16,321.71 |
| Range |
62.59 |
89.61 |
27.02 |
43.2% |
296.68 |
| ATR |
156.47 |
151.72 |
-4.75 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,679.70 |
16,640.41 |
16,471.18 |
|
| R3 |
16,590.09 |
16,550.80 |
16,446.53 |
|
| R2 |
16,500.48 |
16,500.48 |
16,438.32 |
|
| R1 |
16,461.19 |
16,461.19 |
16,430.10 |
16,480.84 |
| PP |
16,410.87 |
16,410.87 |
16,410.87 |
16,420.70 |
| S1 |
16,371.58 |
16,371.58 |
16,413.68 |
16,391.23 |
| S2 |
16,321.26 |
16,321.26 |
16,405.46 |
|
| S3 |
16,231.65 |
16,281.97 |
16,397.25 |
|
| S4 |
16,142.04 |
16,192.36 |
16,372.60 |
|
|
| 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 |
16,450.17 |
16,071.25 |
378.92 |
2.3% |
165.14 |
1.0% |
93% |
True |
False |
|
| 10 |
16,450.17 |
16,071.25 |
378.92 |
2.3% |
144.16 |
0.9% |
93% |
True |
False |
|
| 20 |
16,450.17 |
15,443.00 |
1,007.17 |
6.1% |
148.95 |
0.9% |
97% |
True |
False |
|
| 40 |
16,528.88 |
15,340.69 |
1,188.19 |
7.2% |
160.05 |
1.0% |
91% |
False |
False |
|
| 60 |
16,588.25 |
15,340.69 |
1,247.56 |
7.6% |
143.80 |
0.9% |
87% |
False |
False |
|
| 80 |
16,588.25 |
15,340.69 |
1,247.56 |
7.6% |
134.53 |
0.8% |
87% |
False |
False |
|
| 100 |
16,588.25 |
15,100.13 |
1,488.12 |
9.1% |
131.67 |
0.8% |
89% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
133.10 |
0.8% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,831.01 |
|
2.618 |
16,684.77 |
|
1.618 |
16,595.16 |
|
1.000 |
16,539.78 |
|
0.618 |
16,505.55 |
|
HIGH |
16,450.17 |
|
0.618 |
16,415.94 |
|
0.500 |
16,405.37 |
|
0.382 |
16,394.79 |
|
LOW |
16,360.56 |
|
0.618 |
16,305.18 |
|
1.000 |
16,270.95 |
|
1.618 |
16,215.57 |
|
2.618 |
16,125.96 |
|
4.250 |
15,979.72 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,416.38 |
16,384.51 |
| PP |
16,410.87 |
16,347.13 |
| S1 |
16,405.37 |
16,309.75 |
|