| 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 |
3,078.0 |
3,129.0 |
51.0 |
1.7% |
3,124.0 |
| High |
3,137.0 |
3,147.0 |
10.0 |
0.3% |
3,164.0 |
| Low |
3,076.0 |
3,123.0 |
47.0 |
1.5% |
3,105.0 |
| Close |
3,136.0 |
3,134.0 |
-2.0 |
-0.1% |
3,140.0 |
| Range |
61.0 |
24.0 |
-37.0 |
-60.7% |
59.0 |
| ATR |
49.9 |
48.0 |
-1.8 |
-3.7% |
0.0 |
| Volume |
764,183 |
895,053 |
130,870 |
17.1% |
5,591,383 |
|
| Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,206.7 |
3,194.3 |
3,147.2 |
|
| R3 |
3,182.7 |
3,170.3 |
3,140.6 |
|
| R2 |
3,158.7 |
3,158.7 |
3,138.4 |
|
| R1 |
3,146.3 |
3,146.3 |
3,136.2 |
3,152.5 |
| PP |
3,134.7 |
3,134.7 |
3,134.7 |
3,137.8 |
| S1 |
3,122.3 |
3,122.3 |
3,131.8 |
3,128.5 |
| S2 |
3,110.7 |
3,110.7 |
3,129.6 |
|
| S3 |
3,086.7 |
3,098.3 |
3,127.4 |
|
| S4 |
3,062.7 |
3,074.3 |
3,120.8 |
|
|
| 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 |
3,152.0 |
3,044.0 |
108.0 |
3.4% |
45.6 |
1.5% |
83% |
False |
False |
1,167,087 |
| 10 |
3,164.0 |
3,044.0 |
120.0 |
3.8% |
40.3 |
1.3% |
75% |
False |
False |
1,034,168 |
| 20 |
3,164.0 |
2,946.0 |
218.0 |
7.0% |
41.2 |
1.3% |
86% |
False |
False |
969,069 |
| 40 |
3,178.0 |
2,933.0 |
245.0 |
7.8% |
47.2 |
1.5% |
82% |
False |
False |
1,012,711 |
| 60 |
3,178.0 |
2,910.0 |
268.0 |
8.6% |
45.4 |
1.4% |
84% |
False |
False |
837,281 |
| 80 |
3,178.0 |
2,910.0 |
268.0 |
8.6% |
41.8 |
1.3% |
84% |
False |
False |
632,327 |
| 100 |
3,178.0 |
2,876.0 |
302.0 |
9.6% |
39.1 |
1.2% |
85% |
False |
False |
506,019 |
| 120 |
3,178.0 |
2,801.0 |
377.0 |
12.0% |
37.0 |
1.2% |
88% |
False |
False |
421,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,249.0 |
|
2.618 |
3,209.8 |
|
1.618 |
3,185.8 |
|
1.000 |
3,171.0 |
|
0.618 |
3,161.8 |
|
HIGH |
3,147.0 |
|
0.618 |
3,137.8 |
|
0.500 |
3,135.0 |
|
0.382 |
3,132.2 |
|
LOW |
3,123.0 |
|
0.618 |
3,108.2 |
|
1.000 |
3,099.0 |
|
1.618 |
3,084.2 |
|
2.618 |
3,060.2 |
|
4.250 |
3,021.0 |
|
|
| Fisher Pivots for day following 05-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,135.0 |
3,121.2 |
| PP |
3,134.7 |
3,108.3 |
| S1 |
3,134.3 |
3,095.5 |
|