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 |
9,619.5 |
9,527.5 |
-92.0 |
-1.0% |
9,629.5 |
High |
9,698.0 |
9,550.0 |
-148.0 |
-1.5% |
9,737.5 |
Low |
9,566.0 |
9,322.0 |
-244.0 |
-2.6% |
9,494.5 |
Close |
9,669.0 |
9,377.0 |
-292.0 |
-3.0% |
9,669.0 |
Range |
132.0 |
228.0 |
96.0 |
72.7% |
243.0 |
ATR |
134.9 |
150.0 |
15.2 |
11.2% |
0.0 |
Volume |
171,908 |
132,364 |
-39,544 |
-23.0% |
581,760 |
|
Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,100.3 |
9,966.7 |
9,502.4 |
|
R3 |
9,872.3 |
9,738.7 |
9,439.7 |
|
R2 |
9,644.3 |
9,644.3 |
9,418.8 |
|
R1 |
9,510.7 |
9,510.7 |
9,397.9 |
9,463.5 |
PP |
9,416.3 |
9,416.3 |
9,416.3 |
9,392.8 |
S1 |
9,282.7 |
9,282.7 |
9,356.1 |
9,235.5 |
S2 |
9,188.3 |
9,188.3 |
9,335.2 |
|
S3 |
8,960.3 |
9,054.7 |
9,314.3 |
|
S4 |
8,732.3 |
8,826.7 |
9,251.6 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,362.7 |
10,258.8 |
9,802.7 |
|
R3 |
10,119.7 |
10,015.8 |
9,735.8 |
|
R2 |
9,876.7 |
9,876.7 |
9,713.6 |
|
R1 |
9,772.8 |
9,772.8 |
9,691.3 |
9,824.8 |
PP |
9,633.7 |
9,633.7 |
9,633.7 |
9,659.6 |
S1 |
9,529.8 |
9,529.8 |
9,646.7 |
9,581.8 |
S2 |
9,390.7 |
9,390.7 |
9,624.5 |
|
S3 |
9,147.7 |
9,286.8 |
9,602.2 |
|
S4 |
8,904.7 |
9,043.8 |
9,535.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,724.5 |
9,322.0 |
402.5 |
4.3% |
147.4 |
1.6% |
14% |
False |
True |
124,725 |
10 |
9,737.5 |
9,322.0 |
415.5 |
4.4% |
126.5 |
1.3% |
13% |
False |
True |
111,333 |
20 |
9,737.5 |
9,015.5 |
722.0 |
7.7% |
135.1 |
1.4% |
50% |
False |
False |
109,412 |
40 |
9,802.5 |
9,015.5 |
787.0 |
8.4% |
136.4 |
1.5% |
46% |
False |
False |
111,705 |
60 |
9,802.5 |
8,998.0 |
804.5 |
8.6% |
126.8 |
1.4% |
47% |
False |
False |
85,495 |
80 |
9,802.5 |
8,984.0 |
818.5 |
8.7% |
112.9 |
1.2% |
48% |
False |
False |
64,156 |
100 |
9,802.5 |
8,505.0 |
1,297.5 |
13.8% |
105.7 |
1.1% |
67% |
False |
False |
51,358 |
120 |
9,802.5 |
8,227.0 |
1,575.5 |
16.8% |
99.6 |
1.1% |
73% |
False |
False |
42,817 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,519.0 |
2.618 |
10,146.9 |
1.618 |
9,918.9 |
1.000 |
9,778.0 |
0.618 |
9,690.9 |
HIGH |
9,550.0 |
0.618 |
9,462.9 |
0.500 |
9,436.0 |
0.382 |
9,409.1 |
LOW |
9,322.0 |
0.618 |
9,181.1 |
1.000 |
9,094.0 |
1.618 |
8,953.1 |
2.618 |
8,725.1 |
4.250 |
8,353.0 |
|
|
Fisher Pivots for day following 03-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
9,436.0 |
9,510.0 |
PP |
9,416.3 |
9,465.7 |
S1 |
9,396.7 |
9,421.3 |
|