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 |
9,527.5 |
9,423.0 |
-104.5 |
-1.1% |
9,629.5 |
High |
9,550.0 |
9,592.0 |
42.0 |
0.4% |
9,737.5 |
Low |
9,322.0 |
9,415.0 |
93.0 |
1.0% |
9,494.5 |
Close |
9,377.0 |
9,588.0 |
211.0 |
2.3% |
9,669.0 |
Range |
228.0 |
177.0 |
-51.0 |
-22.4% |
243.0 |
ATR |
150.0 |
154.7 |
4.6 |
3.1% |
0.0 |
Volume |
132,364 |
82,360 |
-50,004 |
-37.8% |
581,760 |
|
Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,062.7 |
10,002.3 |
9,685.4 |
|
R3 |
9,885.7 |
9,825.3 |
9,636.7 |
|
R2 |
9,708.7 |
9,708.7 |
9,620.5 |
|
R1 |
9,648.3 |
9,648.3 |
9,604.2 |
9,678.5 |
PP |
9,531.7 |
9,531.7 |
9,531.7 |
9,546.8 |
S1 |
9,471.3 |
9,471.3 |
9,571.8 |
9,501.5 |
S2 |
9,354.7 |
9,354.7 |
9,555.6 |
|
S3 |
9,177.7 |
9,294.3 |
9,539.3 |
|
S4 |
9,000.7 |
9,117.3 |
9,490.7 |
|
|
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 |
4.2% |
166.1 |
1.7% |
66% |
False |
False |
124,578 |
10 |
9,737.5 |
9,322.0 |
415.5 |
4.3% |
136.1 |
1.4% |
64% |
False |
False |
108,687 |
20 |
9,737.5 |
9,015.5 |
722.0 |
7.5% |
130.9 |
1.4% |
79% |
False |
False |
105,967 |
40 |
9,802.5 |
9,015.5 |
787.0 |
8.2% |
138.8 |
1.4% |
73% |
False |
False |
111,929 |
60 |
9,802.5 |
8,998.0 |
804.5 |
8.4% |
129.1 |
1.3% |
73% |
False |
False |
86,862 |
80 |
9,802.5 |
8,984.0 |
818.5 |
8.5% |
114.5 |
1.2% |
74% |
False |
False |
65,185 |
100 |
9,802.5 |
8,505.0 |
1,297.5 |
13.5% |
106.8 |
1.1% |
83% |
False |
False |
52,180 |
120 |
9,802.5 |
8,288.0 |
1,514.5 |
15.8% |
100.4 |
1.0% |
86% |
False |
False |
43,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,344.3 |
2.618 |
10,055.4 |
1.618 |
9,878.4 |
1.000 |
9,769.0 |
0.618 |
9,701.4 |
HIGH |
9,592.0 |
0.618 |
9,524.4 |
0.500 |
9,503.5 |
0.382 |
9,482.6 |
LOW |
9,415.0 |
0.618 |
9,305.6 |
1.000 |
9,238.0 |
1.618 |
9,128.6 |
2.618 |
8,951.6 |
4.250 |
8,662.8 |
|
|
Fisher Pivots for day following 04-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
9,559.8 |
9,562.0 |
PP |
9,531.7 |
9,536.0 |
S1 |
9,503.5 |
9,510.0 |
|