| Trading Metrics calculated at close of trading on 07-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
16,360.56 |
16,424.53 |
63.97 |
0.4% |
16,321.71 |
| High |
16,450.17 |
16,505.70 |
55.53 |
0.3% |
16,505.70 |
| Low |
16,360.56 |
16,398.86 |
38.30 |
0.2% |
16,071.25 |
| Close |
16,421.89 |
16,452.72 |
30.83 |
0.2% |
16,452.72 |
| Range |
89.61 |
106.84 |
17.23 |
19.2% |
434.45 |
| ATR |
151.72 |
148.51 |
-3.21 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,772.95 |
16,719.67 |
16,511.48 |
|
| R3 |
16,666.11 |
16,612.83 |
16,482.10 |
|
| R2 |
16,559.27 |
16,559.27 |
16,472.31 |
|
| R1 |
16,505.99 |
16,505.99 |
16,462.51 |
16,532.63 |
| PP |
16,452.43 |
16,452.43 |
16,452.43 |
16,465.75 |
| S1 |
16,399.15 |
16,399.15 |
16,442.93 |
16,425.79 |
| S2 |
16,345.59 |
16,345.59 |
16,433.13 |
|
| S3 |
16,238.75 |
16,292.31 |
16,423.34 |
|
| S4 |
16,131.91 |
16,185.47 |
16,393.96 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,646.57 |
17,484.10 |
16,691.67 |
|
| R3 |
17,212.12 |
17,049.65 |
16,572.19 |
|
| R2 |
16,777.67 |
16,777.67 |
16,532.37 |
|
| R1 |
16,615.20 |
16,615.20 |
16,492.54 |
16,696.44 |
| PP |
16,343.22 |
16,343.22 |
16,343.22 |
16,383.84 |
| S1 |
16,180.75 |
16,180.75 |
16,412.90 |
16,261.99 |
| S2 |
15,908.77 |
15,908.77 |
16,373.07 |
|
| S3 |
15,474.32 |
15,746.30 |
16,333.25 |
|
| S4 |
15,039.87 |
15,311.85 |
16,213.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,505.70 |
16,071.25 |
434.45 |
2.6% |
151.93 |
0.9% |
88% |
True |
False |
|
| 10 |
16,505.70 |
16,071.25 |
434.45 |
2.6% |
145.03 |
0.9% |
88% |
True |
False |
|
| 20 |
16,505.70 |
15,625.53 |
880.17 |
5.3% |
144.84 |
0.9% |
94% |
True |
False |
|
| 40 |
16,525.35 |
15,340.69 |
1,184.66 |
7.2% |
159.92 |
1.0% |
94% |
False |
False |
|
| 60 |
16,588.25 |
15,340.69 |
1,247.56 |
7.6% |
144.86 |
0.9% |
89% |
False |
False |
|
| 80 |
16,588.25 |
15,340.69 |
1,247.56 |
7.6% |
133.56 |
0.8% |
89% |
False |
False |
|
| 100 |
16,588.25 |
15,136.38 |
1,451.87 |
8.8% |
131.37 |
0.8% |
91% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
133.43 |
0.8% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,959.77 |
|
2.618 |
16,785.41 |
|
1.618 |
16,678.57 |
|
1.000 |
16,612.54 |
|
0.618 |
16,571.73 |
|
HIGH |
16,505.70 |
|
0.618 |
16,464.89 |
|
0.500 |
16,452.28 |
|
0.382 |
16,439.67 |
|
LOW |
16,398.86 |
|
0.618 |
16,332.83 |
|
1.000 |
16,292.02 |
|
1.618 |
16,225.99 |
|
2.618 |
16,119.15 |
|
4.250 |
15,944.79 |
|
|
| Fisher Pivots for day following 07-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,452.57 |
16,443.42 |
| PP |
16,452.43 |
16,434.13 |
| S1 |
16,452.28 |
16,424.83 |
|