| 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 |
3,095.0 |
3,078.0 |
-17.0 |
-0.5% |
3,124.0 |
| High |
3,103.0 |
3,137.0 |
34.0 |
1.1% |
3,164.0 |
| Low |
3,044.0 |
3,076.0 |
32.0 |
1.1% |
3,105.0 |
| Close |
3,058.0 |
3,136.0 |
78.0 |
2.6% |
3,140.0 |
| Range |
59.0 |
61.0 |
2.0 |
3.4% |
59.0 |
| ATR |
47.6 |
49.9 |
2.2 |
4.7% |
0.0 |
| Volume |
1,356,089 |
764,183 |
-591,906 |
-43.6% |
5,591,383 |
|
| Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,299.3 |
3,278.7 |
3,169.6 |
|
| R3 |
3,238.3 |
3,217.7 |
3,152.8 |
|
| R2 |
3,177.3 |
3,177.3 |
3,147.2 |
|
| R1 |
3,156.7 |
3,156.7 |
3,141.6 |
3,167.0 |
| PP |
3,116.3 |
3,116.3 |
3,116.3 |
3,121.5 |
| S1 |
3,095.7 |
3,095.7 |
3,130.4 |
3,106.0 |
| S2 |
3,055.3 |
3,055.3 |
3,124.8 |
|
| S3 |
2,994.3 |
3,034.7 |
3,119.2 |
|
| S4 |
2,933.3 |
2,973.7 |
3,102.5 |
|
|
| 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 |
3.8% |
46.8 |
1.5% |
77% |
False |
False |
1,223,656 |
| 10 |
3,164.0 |
3,044.0 |
120.0 |
3.8% |
41.7 |
1.3% |
77% |
False |
False |
1,029,582 |
| 20 |
3,164.0 |
2,937.0 |
227.0 |
7.2% |
42.0 |
1.3% |
88% |
False |
False |
975,801 |
| 40 |
3,178.0 |
2,933.0 |
245.0 |
7.8% |
47.2 |
1.5% |
83% |
False |
False |
1,010,344 |
| 60 |
3,178.0 |
2,910.0 |
268.0 |
8.5% |
45.4 |
1.4% |
84% |
False |
False |
823,245 |
| 80 |
3,178.0 |
2,910.0 |
268.0 |
8.5% |
41.6 |
1.3% |
84% |
False |
False |
621,154 |
| 100 |
3,178.0 |
2,876.0 |
302.0 |
9.6% |
39.2 |
1.3% |
86% |
False |
False |
497,070 |
| 120 |
3,178.0 |
2,772.0 |
406.0 |
12.9% |
37.0 |
1.2% |
90% |
False |
False |
414,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,396.3 |
|
2.618 |
3,296.7 |
|
1.618 |
3,235.7 |
|
1.000 |
3,198.0 |
|
0.618 |
3,174.7 |
|
HIGH |
3,137.0 |
|
0.618 |
3,113.7 |
|
0.500 |
3,106.5 |
|
0.382 |
3,099.3 |
|
LOW |
3,076.0 |
|
0.618 |
3,038.3 |
|
1.000 |
3,015.0 |
|
1.618 |
2,977.3 |
|
2.618 |
2,916.3 |
|
4.250 |
2,816.8 |
|
|
| Fisher Pivots for day following 04-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,126.2 |
3,123.2 |
| PP |
3,116.3 |
3,110.3 |
| S1 |
3,106.5 |
3,097.5 |
|