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 |
5,438.0 |
5,439.0 |
1.0 |
0.0% |
5,418.0 |
High |
5,455.0 |
5,446.0 |
-9.0 |
-0.2% |
5,449.0 |
Low |
5,428.0 |
5,418.0 |
-10.0 |
-0.2% |
5,383.0 |
Close |
5,453.0 |
5,441.0 |
-12.0 |
-0.2% |
5,396.0 |
Range |
27.0 |
28.0 |
1.0 |
3.7% |
66.0 |
ATR |
48.3 |
47.4 |
-1.0 |
-2.0% |
0.0 |
Volume |
30,647 |
23,179 |
-7,468 |
-24.4% |
116,957 |
|
Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,519.0 |
5,508.0 |
5,456.4 |
|
R3 |
5,491.0 |
5,480.0 |
5,448.7 |
|
R2 |
5,463.0 |
5,463.0 |
5,446.1 |
|
R1 |
5,452.0 |
5,452.0 |
5,443.6 |
5,457.5 |
PP |
5,435.0 |
5,435.0 |
5,435.0 |
5,437.8 |
S1 |
5,424.0 |
5,424.0 |
5,438.4 |
5,429.5 |
S2 |
5,407.0 |
5,407.0 |
5,435.9 |
|
S3 |
5,379.0 |
5,396.0 |
5,433.3 |
|
S4 |
5,351.0 |
5,368.0 |
5,425.6 |
|
|
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% |
43.4 |
0.8% |
88% |
False |
False |
27,823 |
10 |
5,455.0 |
5,334.0 |
121.0 |
2.2% |
37.7 |
0.7% |
88% |
False |
False |
24,922 |
20 |
5,455.0 |
5,087.0 |
368.0 |
6.8% |
37.7 |
0.7% |
96% |
False |
False |
24,462 |
40 |
5,455.0 |
4,998.0 |
457.0 |
8.4% |
42.2 |
0.8% |
97% |
False |
False |
23,368 |
60 |
5,455.0 |
4,993.0 |
462.0 |
8.5% |
44.9 |
0.8% |
97% |
False |
False |
23,721 |
80 |
5,455.0 |
4,993.0 |
462.0 |
8.5% |
38.2 |
0.7% |
97% |
False |
False |
17,831 |
100 |
5,455.0 |
4,993.0 |
462.0 |
8.5% |
31.6 |
0.6% |
97% |
False |
False |
14,277 |
120 |
5,455.0 |
4,993.0 |
462.0 |
8.5% |
27.6 |
0.5% |
97% |
False |
False |
11,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,565.0 |
2.618 |
5,519.3 |
1.618 |
5,491.3 |
1.000 |
5,474.0 |
0.618 |
5,463.3 |
HIGH |
5,446.0 |
0.618 |
5,435.3 |
0.500 |
5,432.0 |
0.382 |
5,428.7 |
LOW |
5,418.0 |
0.618 |
5,400.7 |
1.000 |
5,390.0 |
1.618 |
5,372.7 |
2.618 |
5,344.7 |
4.250 |
5,299.0 |
|
|
Fisher Pivots for day following 06-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
5,438.0 |
5,430.8 |
PP |
5,435.0 |
5,420.7 |
S1 |
5,432.0 |
5,410.5 |
|