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 |
9,423.0 |
9,557.0 |
134.0 |
1.4% |
9,629.5 |
High |
9,592.0 |
9,600.0 |
8.0 |
0.1% |
9,737.5 |
Low |
9,415.0 |
9,524.5 |
109.5 |
1.2% |
9,494.5 |
Close |
9,588.0 |
9,537.0 |
-51.0 |
-0.5% |
9,669.0 |
Range |
177.0 |
75.5 |
-101.5 |
-57.3% |
243.0 |
ATR |
154.7 |
149.0 |
-5.7 |
-3.7% |
0.0 |
Volume |
82,360 |
85,055 |
2,695 |
3.3% |
581,760 |
|
Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,780.3 |
9,734.2 |
9,578.5 |
|
R3 |
9,704.8 |
9,658.7 |
9,557.8 |
|
R2 |
9,629.3 |
9,629.3 |
9,550.8 |
|
R1 |
9,583.2 |
9,583.2 |
9,543.9 |
9,568.5 |
PP |
9,553.8 |
9,553.8 |
9,553.8 |
9,546.5 |
S1 |
9,507.7 |
9,507.7 |
9,530.1 |
9,493.0 |
S2 |
9,478.3 |
9,478.3 |
9,523.2 |
|
S3 |
9,402.8 |
9,432.2 |
9,516.2 |
|
S4 |
9,327.3 |
9,356.7 |
9,495.5 |
|
|
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 |
9,698.0 |
9,322.0 |
376.0 |
3.9% |
158.9 |
1.7% |
57% |
False |
False |
115,382 |
10 |
9,737.5 |
9,322.0 |
415.5 |
4.4% |
131.6 |
1.4% |
52% |
False |
False |
106,311 |
20 |
9,737.5 |
9,015.5 |
722.0 |
7.6% |
129.7 |
1.4% |
72% |
False |
False |
104,215 |
40 |
9,802.5 |
9,015.5 |
787.0 |
8.3% |
138.9 |
1.5% |
66% |
False |
False |
112,111 |
60 |
9,802.5 |
8,998.0 |
804.5 |
8.4% |
129.7 |
1.4% |
67% |
False |
False |
88,273 |
80 |
9,802.5 |
8,984.0 |
818.5 |
8.6% |
114.9 |
1.2% |
68% |
False |
False |
66,247 |
100 |
9,802.5 |
8,505.0 |
1,297.5 |
13.6% |
106.6 |
1.1% |
80% |
False |
False |
53,029 |
120 |
9,802.5 |
8,345.5 |
1,457.0 |
15.3% |
100.8 |
1.1% |
82% |
False |
False |
44,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,920.9 |
2.618 |
9,797.7 |
1.618 |
9,722.2 |
1.000 |
9,675.5 |
0.618 |
9,646.7 |
HIGH |
9,600.0 |
0.618 |
9,571.2 |
0.500 |
9,562.3 |
0.382 |
9,553.3 |
LOW |
9,524.5 |
0.618 |
9,477.8 |
1.000 |
9,449.0 |
1.618 |
9,402.3 |
2.618 |
9,326.8 |
4.250 |
9,203.6 |
|
|
Fisher Pivots for day following 05-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
9,562.3 |
9,511.7 |
PP |
9,553.8 |
9,486.3 |
S1 |
9,545.4 |
9,461.0 |
|