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 |
16,282 |
16,225 |
-57 |
-0.4% |
16,099 |
High |
16,388 |
16,228 |
-160 |
-1.0% |
16,388 |
Low |
16,210 |
16,058 |
-152 |
-0.9% |
16,039 |
Close |
16,307 |
16,148 |
-159 |
-1.0% |
16,307 |
Range |
178 |
170 |
-8 |
-4.5% |
349 |
ATR |
175 |
180 |
5 |
3.0% |
0 |
Volume |
194,037 |
251,619 |
57,582 |
29.7% |
782,045 |
|
Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,655 |
16,571 |
16,242 |
|
R3 |
16,485 |
16,401 |
16,195 |
|
R2 |
16,315 |
16,315 |
16,179 |
|
R1 |
16,231 |
16,231 |
16,164 |
16,188 |
PP |
16,145 |
16,145 |
16,145 |
16,123 |
S1 |
16,061 |
16,061 |
16,133 |
16,018 |
S2 |
15,975 |
15,975 |
16,117 |
|
S3 |
15,805 |
15,891 |
16,101 |
|
S4 |
15,635 |
15,721 |
16,055 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,292 |
17,148 |
16,499 |
|
R3 |
16,943 |
16,799 |
16,403 |
|
R2 |
16,594 |
16,594 |
16,371 |
|
R1 |
16,450 |
16,450 |
16,339 |
16,522 |
PP |
16,245 |
16,245 |
16,245 |
16,281 |
S1 |
16,101 |
16,101 |
16,275 |
16,173 |
S2 |
15,896 |
15,896 |
16,243 |
|
S3 |
15,547 |
15,752 |
16,211 |
|
S4 |
15,198 |
15,403 |
16,115 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,388 |
16,058 |
330 |
2.0% |
151 |
0.9% |
27% |
False |
True |
179,958 |
10 |
16,388 |
15,947 |
441 |
2.7% |
160 |
1.0% |
46% |
False |
False |
165,265 |
20 |
16,388 |
15,276 |
1,112 |
6.9% |
181 |
1.1% |
78% |
False |
False |
168,220 |
40 |
16,496 |
15,276 |
1,220 |
7.6% |
181 |
1.1% |
71% |
False |
False |
161,168 |
60 |
16,540 |
15,276 |
1,264 |
7.8% |
164 |
1.0% |
69% |
False |
False |
126,789 |
80 |
16,540 |
15,276 |
1,264 |
7.8% |
152 |
0.9% |
69% |
False |
False |
95,123 |
100 |
16,540 |
14,588 |
1,952 |
12.1% |
142 |
0.9% |
80% |
False |
False |
76,109 |
120 |
16,540 |
14,588 |
1,952 |
12.1% |
126 |
0.8% |
80% |
False |
False |
63,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,951 |
2.618 |
16,673 |
1.618 |
16,503 |
1.000 |
16,398 |
0.618 |
16,333 |
HIGH |
16,228 |
0.618 |
16,163 |
0.500 |
16,143 |
0.382 |
16,123 |
LOW |
16,058 |
0.618 |
15,953 |
1.000 |
15,888 |
1.618 |
15,783 |
2.618 |
15,613 |
4.250 |
15,336 |
|
|
Fisher Pivots for day following 03-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
16,146 |
16,223 |
PP |
16,145 |
16,198 |
S1 |
16,143 |
16,173 |
|