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 |
14,945 |
14,805 |
-140 |
-0.9% |
14,815 |
High |
15,020 |
14,805 |
-215 |
-1.4% |
15,105 |
Low |
14,740 |
14,440 |
-300 |
-2.0% |
14,660 |
Close |
14,930 |
14,520 |
-410 |
-2.7% |
14,930 |
Range |
280 |
365 |
85 |
30.4% |
445 |
ATR |
351 |
361 |
10 |
2.8% |
0 |
Volume |
15,757 |
24,541 |
8,784 |
55.7% |
76,492 |
|
Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,683 |
15,467 |
14,721 |
|
R3 |
15,318 |
15,102 |
14,621 |
|
R2 |
14,953 |
14,953 |
14,587 |
|
R1 |
14,737 |
14,737 |
14,554 |
14,663 |
PP |
14,588 |
14,588 |
14,588 |
14,551 |
S1 |
14,372 |
14,372 |
14,487 |
14,298 |
S2 |
14,223 |
14,223 |
14,453 |
|
S3 |
13,858 |
14,007 |
14,420 |
|
S4 |
13,493 |
13,642 |
14,319 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,233 |
16,027 |
15,175 |
|
R3 |
15,788 |
15,582 |
15,053 |
|
R2 |
15,343 |
15,343 |
15,012 |
|
R1 |
15,137 |
15,137 |
14,971 |
15,240 |
PP |
14,898 |
14,898 |
14,898 |
14,950 |
S1 |
14,692 |
14,692 |
14,889 |
14,795 |
S2 |
14,453 |
14,453 |
14,849 |
|
S3 |
14,008 |
14,247 |
14,808 |
|
S4 |
13,563 |
13,802 |
14,685 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,105 |
14,440 |
665 |
4.6% |
287 |
2.0% |
12% |
False |
True |
17,492 |
10 |
15,105 |
14,210 |
895 |
6.2% |
344 |
2.4% |
35% |
False |
False |
17,199 |
20 |
15,105 |
13,945 |
1,160 |
8.0% |
367 |
2.5% |
50% |
False |
False |
20,109 |
40 |
16,205 |
13,945 |
2,260 |
15.6% |
363 |
2.5% |
25% |
False |
False |
19,177 |
60 |
16,450 |
13,945 |
2,505 |
17.3% |
337 |
2.3% |
23% |
False |
False |
16,387 |
80 |
16,450 |
13,945 |
2,505 |
17.3% |
301 |
2.1% |
23% |
False |
False |
12,335 |
100 |
16,450 |
13,905 |
2,545 |
17.5% |
260 |
1.8% |
24% |
False |
False |
9,869 |
120 |
16,450 |
13,905 |
2,545 |
17.5% |
226 |
1.6% |
24% |
False |
False |
8,224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,356 |
2.618 |
15,761 |
1.618 |
15,396 |
1.000 |
15,170 |
0.618 |
15,031 |
HIGH |
14,805 |
0.618 |
14,666 |
0.500 |
14,623 |
0.382 |
14,580 |
LOW |
14,440 |
0.618 |
14,215 |
1.000 |
14,075 |
1.618 |
13,850 |
2.618 |
13,485 |
4.250 |
12,889 |
|
|
Fisher Pivots for day following 03-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
14,623 |
14,733 |
PP |
14,588 |
14,662 |
S1 |
14,554 |
14,591 |
|