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 |
9,557.0 |
9,568.0 |
11.0 |
0.1% |
9,629.5 |
High |
9,600.0 |
9,590.0 |
-10.0 |
-0.1% |
9,737.5 |
Low |
9,524.5 |
9,504.0 |
-20.5 |
-0.2% |
9,494.5 |
Close |
9,537.0 |
9,541.0 |
4.0 |
0.0% |
9,669.0 |
Range |
75.5 |
86.0 |
10.5 |
13.9% |
243.0 |
ATR |
149.0 |
144.5 |
-4.5 |
-3.0% |
0.0 |
Volume |
85,055 |
132,933 |
47,878 |
56.3% |
581,760 |
|
Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,803.0 |
9,758.0 |
9,588.3 |
|
R3 |
9,717.0 |
9,672.0 |
9,564.7 |
|
R2 |
9,631.0 |
9,631.0 |
9,556.8 |
|
R1 |
9,586.0 |
9,586.0 |
9,548.9 |
9,565.5 |
PP |
9,545.0 |
9,545.0 |
9,545.0 |
9,534.8 |
S1 |
9,500.0 |
9,500.0 |
9,533.1 |
9,479.5 |
S2 |
9,459.0 |
9,459.0 |
9,525.2 |
|
S3 |
9,373.0 |
9,414.0 |
9,517.4 |
|
S4 |
9,287.0 |
9,328.0 |
9,493.7 |
|
|
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 |
9,698.0 |
9,322.0 |
376.0 |
3.9% |
139.7 |
1.5% |
58% |
False |
False |
120,924 |
10 |
9,737.5 |
9,322.0 |
415.5 |
4.4% |
127.9 |
1.3% |
53% |
False |
False |
110,501 |
20 |
9,737.5 |
9,015.5 |
722.0 |
7.6% |
130.4 |
1.4% |
73% |
False |
False |
103,588 |
40 |
9,802.5 |
9,015.5 |
787.0 |
8.2% |
138.5 |
1.5% |
67% |
False |
False |
113,450 |
60 |
9,802.5 |
8,998.0 |
804.5 |
8.4% |
127.8 |
1.3% |
67% |
False |
False |
90,442 |
80 |
9,802.5 |
8,998.0 |
804.5 |
8.4% |
114.9 |
1.2% |
67% |
False |
False |
67,908 |
100 |
9,802.5 |
8,505.0 |
1,297.5 |
13.6% |
106.7 |
1.1% |
80% |
False |
False |
54,358 |
120 |
9,802.5 |
8,466.0 |
1,336.5 |
14.0% |
100.4 |
1.1% |
80% |
False |
False |
45,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,955.5 |
2.618 |
9,815.1 |
1.618 |
9,729.1 |
1.000 |
9,676.0 |
0.618 |
9,643.1 |
HIGH |
9,590.0 |
0.618 |
9,557.1 |
0.500 |
9,547.0 |
0.382 |
9,536.9 |
LOW |
9,504.0 |
0.618 |
9,450.9 |
1.000 |
9,418.0 |
1.618 |
9,364.9 |
2.618 |
9,278.9 |
4.250 |
9,138.5 |
|
|
Fisher Pivots for day following 06-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
9,547.0 |
9,529.8 |
PP |
9,545.0 |
9,518.7 |
S1 |
9,543.0 |
9,507.5 |
|