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 |
5,413.0 |
5,402.0 |
-11.0 |
-0.2% |
5,418.0 |
High |
5,432.0 |
5,406.0 |
-26.0 |
-0.5% |
5,449.0 |
Low |
5,383.0 |
5,334.0 |
-49.0 |
-0.9% |
5,383.0 |
Close |
5,396.0 |
5,389.0 |
-7.0 |
-0.1% |
5,396.0 |
Range |
49.0 |
72.0 |
23.0 |
46.9% |
66.0 |
ATR |
46.9 |
48.7 |
1.8 |
3.8% |
0.0 |
Volume |
28,242 |
31,819 |
3,577 |
12.7% |
116,957 |
|
Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,592.3 |
5,562.7 |
5,428.6 |
|
R3 |
5,520.3 |
5,490.7 |
5,408.8 |
|
R2 |
5,448.3 |
5,448.3 |
5,402.2 |
|
R1 |
5,418.7 |
5,418.7 |
5,395.6 |
5,397.5 |
PP |
5,376.3 |
5,376.3 |
5,376.3 |
5,365.8 |
S1 |
5,346.7 |
5,346.7 |
5,382.4 |
5,325.5 |
S2 |
5,304.3 |
5,304.3 |
5,375.8 |
|
S3 |
5,232.3 |
5,274.7 |
5,369.2 |
|
S4 |
5,160.3 |
5,202.7 |
5,349.4 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,607.3 |
5,567.7 |
5,432.3 |
|
R3 |
5,541.3 |
5,501.7 |
5,414.2 |
|
R2 |
5,475.3 |
5,475.3 |
5,408.1 |
|
R1 |
5,435.7 |
5,435.7 |
5,402.1 |
5,422.5 |
PP |
5,409.3 |
5,409.3 |
5,409.3 |
5,402.8 |
S1 |
5,369.7 |
5,369.7 |
5,390.0 |
5,356.5 |
S2 |
5,343.3 |
5,343.3 |
5,383.9 |
|
S3 |
5,277.3 |
5,303.7 |
5,377.9 |
|
S4 |
5,211.3 |
5,237.7 |
5,359.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,449.0 |
5,334.0 |
115.0 |
2.1% |
44.6 |
0.8% |
48% |
False |
True |
25,337 |
10 |
5,449.0 |
5,334.0 |
115.0 |
2.1% |
37.8 |
0.7% |
48% |
False |
True |
25,309 |
20 |
5,449.0 |
4,998.0 |
451.0 |
8.4% |
40.6 |
0.8% |
87% |
False |
False |
25,174 |
40 |
5,449.0 |
4,998.0 |
451.0 |
8.4% |
43.3 |
0.8% |
87% |
False |
False |
22,586 |
60 |
5,449.0 |
4,993.0 |
456.0 |
8.5% |
45.6 |
0.8% |
87% |
False |
False |
22,427 |
80 |
5,449.0 |
4,993.0 |
456.0 |
8.5% |
37.0 |
0.7% |
87% |
False |
False |
16,843 |
100 |
5,449.0 |
4,993.0 |
456.0 |
8.5% |
31.2 |
0.6% |
87% |
False |
False |
13,489 |
120 |
5,449.0 |
4,993.0 |
456.0 |
8.5% |
26.8 |
0.5% |
87% |
False |
False |
11,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,712.0 |
2.618 |
5,594.5 |
1.618 |
5,522.5 |
1.000 |
5,478.0 |
0.618 |
5,450.5 |
HIGH |
5,406.0 |
0.618 |
5,378.5 |
0.500 |
5,370.0 |
0.382 |
5,361.5 |
LOW |
5,334.0 |
0.618 |
5,289.5 |
1.000 |
5,262.0 |
1.618 |
5,217.5 |
2.618 |
5,145.5 |
4.250 |
5,028.0 |
|
|
Fisher Pivots for day following 03-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
5,382.7 |
5,387.0 |
PP |
5,376.3 |
5,385.0 |
S1 |
5,370.0 |
5,383.0 |
|