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 |
1,186.1 |
1,174.3 |
-11.8 |
-1.0% |
1,163.9 |
High |
1,193.7 |
1,179.2 |
-14.5 |
-1.2% |
1,193.7 |
Low |
1,174.1 |
1,162.1 |
-12.0 |
-1.0% |
1,159.6 |
Close |
1,181.9 |
1,175.2 |
-6.7 |
-0.6% |
1,181.9 |
Range |
19.6 |
17.1 |
-2.5 |
-12.8% |
34.1 |
ATR |
17.3 |
17.5 |
0.2 |
1.0% |
0.0 |
Volume |
166,668 |
168,396 |
1,728 |
1.0% |
627,100 |
|
Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,223.5 |
1,216.5 |
1,184.5 |
|
R3 |
1,206.3 |
1,199.3 |
1,180.0 |
|
R2 |
1,189.3 |
1,189.3 |
1,178.3 |
|
R1 |
1,182.3 |
1,182.3 |
1,176.8 |
1,185.8 |
PP |
1,172.3 |
1,172.3 |
1,172.3 |
1,174.0 |
S1 |
1,165.3 |
1,165.3 |
1,173.8 |
1,168.8 |
S2 |
1,155.0 |
1,155.0 |
1,172.0 |
|
S3 |
1,138.0 |
1,148.0 |
1,170.5 |
|
S4 |
1,120.8 |
1,131.0 |
1,165.8 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,280.8 |
1,265.5 |
1,200.8 |
|
R3 |
1,246.5 |
1,231.3 |
1,191.3 |
|
R2 |
1,212.5 |
1,212.5 |
1,188.3 |
|
R1 |
1,197.3 |
1,197.3 |
1,185.0 |
1,204.8 |
PP |
1,178.5 |
1,178.5 |
1,178.5 |
1,182.3 |
S1 |
1,163.0 |
1,163.0 |
1,178.8 |
1,170.8 |
S2 |
1,144.3 |
1,144.3 |
1,175.8 |
|
S3 |
1,110.3 |
1,129.0 |
1,172.5 |
|
S4 |
1,076.0 |
1,095.0 |
1,163.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,193.7 |
1,162.1 |
31.6 |
2.7% |
16.3 |
1.4% |
41% |
False |
True |
138,393 |
10 |
1,193.7 |
1,141.1 |
52.6 |
4.5% |
16.3 |
1.4% |
65% |
False |
False |
122,492 |
20 |
1,193.7 |
1,078.0 |
115.7 |
9.8% |
18.0 |
1.5% |
84% |
False |
False |
128,754 |
40 |
1,193.7 |
1,078.0 |
115.7 |
9.8% |
17.8 |
1.5% |
84% |
False |
False |
119,835 |
60 |
1,193.7 |
1,078.0 |
115.7 |
9.8% |
16.3 |
1.4% |
84% |
False |
False |
101,410 |
80 |
1,193.7 |
1,078.0 |
115.7 |
9.8% |
14.0 |
1.2% |
84% |
False |
False |
76,062 |
100 |
1,193.7 |
1,037.5 |
156.2 |
13.3% |
11.3 |
1.0% |
88% |
False |
False |
60,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,252.0 |
2.618 |
1,224.0 |
1.618 |
1,206.8 |
1.000 |
1,196.3 |
0.618 |
1,189.8 |
HIGH |
1,179.3 |
0.618 |
1,172.8 |
0.500 |
1,170.8 |
0.382 |
1,168.8 |
LOW |
1,162.0 |
0.618 |
1,151.5 |
1.000 |
1,145.0 |
1.618 |
1,134.5 |
2.618 |
1,117.3 |
4.250 |
1,089.5 |
|
|
Fisher Pivots for day following 03-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,173.8 |
1,178.0 |
PP |
1,172.3 |
1,177.0 |
S1 |
1,170.8 |
1,176.0 |
|