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 |
5,370.0 |
5,438.0 |
68.0 |
1.3% |
5,418.0 |
High |
5,407.0 |
5,455.0 |
48.0 |
0.9% |
5,449.0 |
Low |
5,366.0 |
5,428.0 |
62.0 |
1.2% |
5,383.0 |
Close |
5,405.0 |
5,453.0 |
48.0 |
0.9% |
5,396.0 |
Range |
41.0 |
27.0 |
-14.0 |
-34.1% |
66.0 |
ATR |
48.2 |
48.3 |
0.1 |
0.3% |
0.0 |
Volume |
25,232 |
30,647 |
5,415 |
21.5% |
116,957 |
|
Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,526.3 |
5,516.7 |
5,467.9 |
|
R3 |
5,499.3 |
5,489.7 |
5,460.4 |
|
R2 |
5,472.3 |
5,472.3 |
5,458.0 |
|
R1 |
5,462.7 |
5,462.7 |
5,455.5 |
5,467.5 |
PP |
5,445.3 |
5,445.3 |
5,445.3 |
5,447.8 |
S1 |
5,435.7 |
5,435.7 |
5,450.5 |
5,440.5 |
S2 |
5,418.3 |
5,418.3 |
5,448.1 |
|
S3 |
5,391.3 |
5,408.7 |
5,445.6 |
|
S4 |
5,364.3 |
5,381.7 |
5,438.2 |
|
|
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 |
5,455.0 |
5,334.0 |
121.0 |
2.2% |
43.2 |
0.8% |
98% |
True |
False |
27,980 |
10 |
5,455.0 |
5,334.0 |
121.0 |
2.2% |
39.5 |
0.7% |
98% |
True |
False |
25,639 |
20 |
5,455.0 |
5,022.0 |
433.0 |
7.9% |
39.3 |
0.7% |
100% |
True |
False |
24,625 |
40 |
5,455.0 |
4,998.0 |
457.0 |
8.4% |
42.9 |
0.8% |
100% |
True |
False |
23,151 |
60 |
5,455.0 |
4,993.0 |
462.0 |
8.5% |
44.9 |
0.8% |
100% |
True |
False |
23,348 |
80 |
5,455.0 |
4,993.0 |
462.0 |
8.5% |
37.8 |
0.7% |
100% |
True |
False |
17,541 |
100 |
5,455.0 |
4,993.0 |
462.0 |
8.5% |
31.9 |
0.6% |
100% |
True |
False |
14,048 |
120 |
5,455.0 |
4,993.0 |
462.0 |
8.5% |
27.4 |
0.5% |
100% |
True |
False |
11,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,569.8 |
2.618 |
5,525.7 |
1.618 |
5,498.7 |
1.000 |
5,482.0 |
0.618 |
5,471.7 |
HIGH |
5,455.0 |
0.618 |
5,444.7 |
0.500 |
5,441.5 |
0.382 |
5,438.3 |
LOW |
5,428.0 |
0.618 |
5,411.3 |
1.000 |
5,401.0 |
1.618 |
5,384.3 |
2.618 |
5,357.3 |
4.250 |
5,313.3 |
|
|
Fisher Pivots for day following 05-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
5,449.2 |
5,433.5 |
PP |
5,445.3 |
5,414.0 |
S1 |
5,441.5 |
5,394.5 |
|