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 |
6,693.0 |
6,790.0 |
97.0 |
1.4% |
6,791.5 |
High |
6,804.5 |
6,800.0 |
-4.5 |
-0.1% |
6,858.0 |
Low |
6,693.0 |
6,745.0 |
52.0 |
0.8% |
6,705.0 |
Close |
6,795.0 |
6,750.0 |
-45.0 |
-0.7% |
6,775.5 |
Range |
111.5 |
55.0 |
-56.5 |
-50.7% |
153.0 |
ATR |
85.6 |
83.4 |
-2.2 |
-2.6% |
0.0 |
Volume |
86,822 |
79,440 |
-7,382 |
-8.5% |
664,558 |
|
Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,930.0 |
6,895.0 |
6,780.0 |
|
R3 |
6,875.0 |
6,840.0 |
6,765.0 |
|
R2 |
6,820.0 |
6,820.0 |
6,760.0 |
|
R1 |
6,785.0 |
6,785.0 |
6,755.0 |
6,775.0 |
PP |
6,765.0 |
6,765.0 |
6,765.0 |
6,760.0 |
S1 |
6,730.0 |
6,730.0 |
6,745.0 |
6,720.0 |
S2 |
6,710.0 |
6,710.0 |
6,740.0 |
|
S3 |
6,655.0 |
6,675.0 |
6,735.0 |
|
S4 |
6,600.0 |
6,620.0 |
6,720.0 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,238.5 |
7,160.0 |
6,859.5 |
|
R3 |
7,085.5 |
7,007.0 |
6,817.5 |
|
R2 |
6,932.5 |
6,932.5 |
6,803.5 |
|
R1 |
6,854.0 |
6,854.0 |
6,789.5 |
6,817.0 |
PP |
6,779.5 |
6,779.5 |
6,779.5 |
6,761.0 |
S1 |
6,701.0 |
6,701.0 |
6,761.5 |
6,664.0 |
S2 |
6,626.5 |
6,626.5 |
6,747.5 |
|
S3 |
6,473.5 |
6,548.0 |
6,733.5 |
|
S4 |
6,320.5 |
6,395.0 |
6,691.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,808.0 |
6,643.5 |
164.5 |
2.4% |
82.5 |
1.2% |
65% |
False |
False |
117,932 |
10 |
6,858.0 |
6,643.5 |
214.5 |
3.2% |
80.0 |
1.2% |
50% |
False |
False |
122,847 |
20 |
6,858.0 |
6,406.5 |
451.5 |
6.7% |
76.0 |
1.1% |
76% |
False |
False |
112,967 |
40 |
6,858.0 |
6,344.5 |
513.5 |
7.6% |
79.5 |
1.2% |
79% |
False |
False |
112,816 |
60 |
6,858.0 |
6,344.5 |
513.5 |
7.6% |
74.5 |
1.1% |
79% |
False |
False |
103,473 |
80 |
6,858.0 |
6,344.5 |
513.5 |
7.6% |
66.5 |
1.0% |
79% |
False |
False |
78,633 |
100 |
6,858.0 |
6,344.5 |
513.5 |
7.6% |
61.0 |
0.9% |
79% |
False |
False |
62,967 |
120 |
6,858.0 |
6,275.0 |
583.0 |
8.6% |
53.5 |
0.8% |
81% |
False |
False |
52,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,034.0 |
2.618 |
6,944.0 |
1.618 |
6,889.0 |
1.000 |
6,855.0 |
0.618 |
6,834.0 |
HIGH |
6,800.0 |
0.618 |
6,779.0 |
0.500 |
6,772.5 |
0.382 |
6,766.0 |
LOW |
6,745.0 |
0.618 |
6,711.0 |
1.000 |
6,690.0 |
1.618 |
6,656.0 |
2.618 |
6,601.0 |
4.250 |
6,511.0 |
|
|
Fisher Pivots for day following 05-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
6,772.5 |
6,741.5 |
PP |
6,765.0 |
6,732.5 |
S1 |
6,757.5 |
6,724.0 |
|