| 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 |
3,129.0 |
3,143.0 |
14.0 |
0.4% |
3,124.0 |
| High |
3,147.0 |
3,160.0 |
13.0 |
0.4% |
3,164.0 |
| Low |
3,123.0 |
3,134.0 |
11.0 |
0.4% |
3,105.0 |
| Close |
3,134.0 |
3,143.0 |
9.0 |
0.3% |
3,140.0 |
| Range |
24.0 |
26.0 |
2.0 |
8.3% |
59.0 |
| ATR |
48.0 |
46.4 |
-1.6 |
-3.3% |
0.0 |
| Volume |
895,053 |
1,213,394 |
318,341 |
35.6% |
5,591,383 |
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,223.7 |
3,209.3 |
3,157.3 |
|
| R3 |
3,197.7 |
3,183.3 |
3,150.2 |
|
| R2 |
3,171.7 |
3,171.7 |
3,147.8 |
|
| R1 |
3,157.3 |
3,157.3 |
3,145.4 |
3,156.0 |
| PP |
3,145.7 |
3,145.7 |
3,145.7 |
3,145.0 |
| S1 |
3,131.3 |
3,131.3 |
3,140.6 |
3,130.0 |
| S2 |
3,119.7 |
3,119.7 |
3,138.2 |
|
| S3 |
3,093.7 |
3,105.3 |
3,135.9 |
|
| S4 |
3,067.7 |
3,079.3 |
3,128.7 |
|
|
| 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 |
3,160.0 |
3,044.0 |
116.0 |
3.7% |
41.4 |
1.3% |
85% |
True |
False |
1,186,767 |
| 10 |
3,164.0 |
3,044.0 |
120.0 |
3.8% |
38.1 |
1.2% |
83% |
False |
False |
1,066,925 |
| 20 |
3,164.0 |
2,964.0 |
200.0 |
6.4% |
40.9 |
1.3% |
90% |
False |
False |
963,284 |
| 40 |
3,178.0 |
2,933.0 |
245.0 |
7.8% |
46.6 |
1.5% |
86% |
False |
False |
1,025,262 |
| 60 |
3,178.0 |
2,910.0 |
268.0 |
8.5% |
44.7 |
1.4% |
87% |
False |
False |
856,449 |
| 80 |
3,178.0 |
2,910.0 |
268.0 |
8.5% |
41.6 |
1.3% |
87% |
False |
False |
647,467 |
| 100 |
3,178.0 |
2,880.0 |
298.0 |
9.5% |
39.0 |
1.2% |
88% |
False |
False |
518,152 |
| 120 |
3,178.0 |
2,830.0 |
348.0 |
11.1% |
36.9 |
1.2% |
90% |
False |
False |
431,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,270.5 |
|
2.618 |
3,228.1 |
|
1.618 |
3,202.1 |
|
1.000 |
3,186.0 |
|
0.618 |
3,176.1 |
|
HIGH |
3,160.0 |
|
0.618 |
3,150.1 |
|
0.500 |
3,147.0 |
|
0.382 |
3,143.9 |
|
LOW |
3,134.0 |
|
0.618 |
3,117.9 |
|
1.000 |
3,108.0 |
|
1.618 |
3,091.9 |
|
2.618 |
3,065.9 |
|
4.250 |
3,023.5 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,147.0 |
3,134.7 |
| PP |
3,145.7 |
3,126.3 |
| S1 |
3,144.3 |
3,118.0 |
|