| Trading Metrics calculated at close of trading on 03-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2014 |
03-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,146.0 |
3,095.0 |
-51.0 |
-1.6% |
3,124.0 |
| High |
3,151.0 |
3,103.0 |
-48.0 |
-1.5% |
3,164.0 |
| Low |
3,114.0 |
3,044.0 |
-70.0 |
-2.2% |
3,105.0 |
| Close |
3,140.0 |
3,058.0 |
-82.0 |
-2.6% |
3,140.0 |
| Range |
37.0 |
59.0 |
22.0 |
59.5% |
59.0 |
| ATR |
43.9 |
47.6 |
3.7 |
8.5% |
0.0 |
| Volume |
1,705,119 |
1,356,089 |
-349,030 |
-20.5% |
5,591,383 |
|
| Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,245.3 |
3,210.7 |
3,090.5 |
|
| R3 |
3,186.3 |
3,151.7 |
3,074.2 |
|
| R2 |
3,127.3 |
3,127.3 |
3,068.8 |
|
| R1 |
3,092.7 |
3,092.7 |
3,063.4 |
3,080.5 |
| PP |
3,068.3 |
3,068.3 |
3,068.3 |
3,062.3 |
| S1 |
3,033.7 |
3,033.7 |
3,052.6 |
3,021.5 |
| S2 |
3,009.3 |
3,009.3 |
3,047.2 |
|
| S3 |
2,950.3 |
2,974.7 |
3,041.8 |
|
| S4 |
2,891.3 |
2,915.7 |
3,025.6 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,313.3 |
3,285.7 |
3,172.5 |
|
| R3 |
3,254.3 |
3,226.7 |
3,156.2 |
|
| R2 |
3,195.3 |
3,195.3 |
3,150.8 |
|
| R1 |
3,167.7 |
3,167.7 |
3,145.4 |
3,181.5 |
| PP |
3,136.3 |
3,136.3 |
3,136.3 |
3,143.3 |
| S1 |
3,108.7 |
3,108.7 |
3,134.6 |
3,122.5 |
| S2 |
3,077.3 |
3,077.3 |
3,129.2 |
|
| S3 |
3,018.3 |
3,049.7 |
3,123.8 |
|
| S4 |
2,959.3 |
2,990.7 |
3,107.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,164.0 |
3,044.0 |
120.0 |
3.9% |
40.2 |
1.3% |
12% |
False |
True |
1,223,167 |
| 10 |
3,164.0 |
3,044.0 |
120.0 |
3.9% |
38.9 |
1.3% |
12% |
False |
True |
1,038,083 |
| 20 |
3,164.0 |
2,933.0 |
231.0 |
7.6% |
43.7 |
1.4% |
54% |
False |
False |
1,001,629 |
| 40 |
3,178.0 |
2,933.0 |
245.0 |
8.0% |
46.4 |
1.5% |
51% |
False |
False |
1,004,843 |
| 60 |
3,178.0 |
2,910.0 |
268.0 |
8.8% |
44.6 |
1.5% |
55% |
False |
False |
811,179 |
| 80 |
3,178.0 |
2,910.0 |
268.0 |
8.8% |
41.2 |
1.3% |
55% |
False |
False |
611,603 |
| 100 |
3,178.0 |
2,875.0 |
303.0 |
9.9% |
39.0 |
1.3% |
60% |
False |
False |
489,429 |
| 120 |
3,178.0 |
2,748.0 |
430.0 |
14.1% |
36.8 |
1.2% |
72% |
False |
False |
407,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,353.8 |
|
2.618 |
3,257.5 |
|
1.618 |
3,198.5 |
|
1.000 |
3,162.0 |
|
0.618 |
3,139.5 |
|
HIGH |
3,103.0 |
|
0.618 |
3,080.5 |
|
0.500 |
3,073.5 |
|
0.382 |
3,066.5 |
|
LOW |
3,044.0 |
|
0.618 |
3,007.5 |
|
1.000 |
2,985.0 |
|
1.618 |
2,948.5 |
|
2.618 |
2,889.5 |
|
4.250 |
2,793.3 |
|
|
| Fisher Pivots for day following 03-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,073.5 |
3,098.0 |
| PP |
3,068.3 |
3,084.7 |
| S1 |
3,063.2 |
3,071.3 |
|