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 |
14,545 |
14,955 |
410 |
2.8% |
14,815 |
High |
14,990 |
14,995 |
5 |
0.0% |
15,105 |
Low |
14,535 |
14,885 |
350 |
2.4% |
14,660 |
Close |
14,985 |
14,900 |
-85 |
-0.6% |
14,930 |
Range |
455 |
110 |
-345 |
-75.8% |
445 |
ATR |
369 |
350 |
-18 |
-5.0% |
0 |
Volume |
16,621 |
11,058 |
-5,563 |
-33.5% |
76,492 |
|
Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,257 |
15,188 |
14,961 |
|
R3 |
15,147 |
15,078 |
14,930 |
|
R2 |
15,037 |
15,037 |
14,920 |
|
R1 |
14,968 |
14,968 |
14,910 |
14,948 |
PP |
14,927 |
14,927 |
14,927 |
14,916 |
S1 |
14,858 |
14,858 |
14,890 |
14,838 |
S2 |
14,817 |
14,817 |
14,880 |
|
S3 |
14,707 |
14,748 |
14,870 |
|
S4 |
14,597 |
14,638 |
14,840 |
|
|
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 |
15,025 |
14,440 |
585 |
3.9% |
307 |
2.1% |
79% |
False |
False |
17,874 |
10 |
15,105 |
14,385 |
720 |
4.8% |
313 |
2.1% |
72% |
False |
False |
15,692 |
20 |
15,105 |
14,010 |
1,095 |
7.3% |
338 |
2.3% |
81% |
False |
False |
17,963 |
40 |
16,190 |
13,945 |
2,245 |
15.1% |
360 |
2.4% |
43% |
False |
False |
19,329 |
60 |
16,450 |
13,945 |
2,505 |
16.8% |
334 |
2.2% |
38% |
False |
False |
16,773 |
80 |
16,450 |
13,945 |
2,505 |
16.8% |
307 |
2.1% |
38% |
False |
False |
12,681 |
100 |
16,450 |
13,945 |
2,505 |
16.8% |
262 |
1.8% |
38% |
False |
False |
10,146 |
120 |
16,450 |
13,905 |
2,545 |
17.1% |
231 |
1.5% |
39% |
False |
False |
8,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,463 |
2.618 |
15,283 |
1.618 |
15,173 |
1.000 |
15,105 |
0.618 |
15,063 |
HIGH |
14,995 |
0.618 |
14,953 |
0.500 |
14,940 |
0.382 |
14,927 |
LOW |
14,885 |
0.618 |
14,817 |
1.000 |
14,775 |
1.618 |
14,707 |
2.618 |
14,597 |
4.250 |
14,418 |
|
|
Fisher Pivots for day following 05-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
14,940 |
14,839 |
PP |
14,927 |
14,778 |
S1 |
14,913 |
14,718 |
|