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 |
5,402.0 |
5,370.0 |
-32.0 |
-0.6% |
5,418.0 |
High |
5,406.0 |
5,407.0 |
1.0 |
0.0% |
5,449.0 |
Low |
5,334.0 |
5,366.0 |
32.0 |
0.6% |
5,383.0 |
Close |
5,389.0 |
5,405.0 |
16.0 |
0.3% |
5,396.0 |
Range |
72.0 |
41.0 |
-31.0 |
-43.1% |
66.0 |
ATR |
48.7 |
48.2 |
-0.6 |
-1.1% |
0.0 |
Volume |
31,819 |
25,232 |
-6,587 |
-20.7% |
116,957 |
|
Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,515.7 |
5,501.3 |
5,427.6 |
|
R3 |
5,474.7 |
5,460.3 |
5,416.3 |
|
R2 |
5,433.7 |
5,433.7 |
5,412.5 |
|
R1 |
5,419.3 |
5,419.3 |
5,408.8 |
5,426.5 |
PP |
5,392.7 |
5,392.7 |
5,392.7 |
5,396.3 |
S1 |
5,378.3 |
5,378.3 |
5,401.2 |
5,385.5 |
S2 |
5,351.7 |
5,351.7 |
5,397.5 |
|
S3 |
5,310.7 |
5,337.3 |
5,393.7 |
|
S4 |
5,269.7 |
5,296.3 |
5,382.5 |
|
|
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 |
5,443.0 |
5,334.0 |
109.0 |
2.0% |
44.8 |
0.8% |
65% |
False |
False |
26,352 |
10 |
5,449.0 |
5,334.0 |
115.0 |
2.1% |
39.8 |
0.7% |
62% |
False |
False |
25,948 |
20 |
5,449.0 |
4,998.0 |
451.0 |
8.3% |
41.0 |
0.8% |
90% |
False |
False |
24,766 |
40 |
5,449.0 |
4,998.0 |
451.0 |
8.3% |
43.0 |
0.8% |
90% |
False |
False |
22,800 |
60 |
5,449.0 |
4,993.0 |
456.0 |
8.4% |
45.3 |
0.8% |
90% |
False |
False |
22,839 |
80 |
5,449.0 |
4,993.0 |
456.0 |
8.4% |
37.5 |
0.7% |
90% |
False |
False |
17,159 |
100 |
5,449.0 |
4,993.0 |
456.0 |
8.4% |
31.6 |
0.6% |
90% |
False |
False |
13,742 |
120 |
5,449.0 |
4,993.0 |
456.0 |
8.4% |
27.2 |
0.5% |
90% |
False |
False |
11,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,581.3 |
2.618 |
5,514.3 |
1.618 |
5,473.3 |
1.000 |
5,448.0 |
0.618 |
5,432.3 |
HIGH |
5,407.0 |
0.618 |
5,391.3 |
0.500 |
5,386.5 |
0.382 |
5,381.7 |
LOW |
5,366.0 |
0.618 |
5,340.7 |
1.000 |
5,325.0 |
1.618 |
5,299.7 |
2.618 |
5,258.7 |
4.250 |
5,191.8 |
|
|
Fisher Pivots for day following 04-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
5,398.8 |
5,397.7 |
PP |
5,392.7 |
5,390.3 |
S1 |
5,386.5 |
5,383.0 |
|