| Trading Metrics calculated at close of trading on 04-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2014 |
04-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
16,225 |
16,154 |
-71 |
-0.4% |
16,099 |
| High |
16,228 |
16,409 |
181 |
1.1% |
16,388 |
| Low |
16,058 |
16,152 |
94 |
0.6% |
16,039 |
| Close |
16,148 |
16,381 |
233 |
1.4% |
16,307 |
| Range |
170 |
257 |
87 |
51.2% |
349 |
| ATR |
180 |
186 |
6 |
3.2% |
0 |
| Volume |
251,619 |
185,836 |
-65,783 |
-26.1% |
782,045 |
|
| Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,085 |
16,990 |
16,522 |
|
| R3 |
16,828 |
16,733 |
16,452 |
|
| R2 |
16,571 |
16,571 |
16,428 |
|
| R1 |
16,476 |
16,476 |
16,405 |
16,524 |
| PP |
16,314 |
16,314 |
16,314 |
16,338 |
| S1 |
16,219 |
16,219 |
16,358 |
16,267 |
| S2 |
16,057 |
16,057 |
16,334 |
|
| S3 |
15,800 |
15,962 |
16,310 |
|
| S4 |
15,543 |
15,705 |
16,240 |
|
|
| 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 |
16,409 |
16,058 |
351 |
2.1% |
180 |
1.1% |
92% |
True |
False |
188,235 |
| 10 |
16,409 |
15,947 |
462 |
2.8% |
174 |
1.1% |
94% |
True |
False |
170,841 |
| 20 |
16,409 |
15,276 |
1,133 |
6.9% |
173 |
1.1% |
98% |
True |
False |
163,959 |
| 40 |
16,496 |
15,276 |
1,220 |
7.4% |
185 |
1.1% |
91% |
False |
False |
163,481 |
| 60 |
16,540 |
15,276 |
1,264 |
7.7% |
166 |
1.0% |
87% |
False |
False |
129,858 |
| 80 |
16,540 |
15,276 |
1,264 |
7.7% |
153 |
0.9% |
87% |
False |
False |
97,446 |
| 100 |
16,540 |
14,588 |
1,952 |
11.9% |
143 |
0.9% |
92% |
False |
False |
77,963 |
| 120 |
16,540 |
14,588 |
1,952 |
11.9% |
127 |
0.8% |
92% |
False |
False |
64,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,501 |
|
2.618 |
17,082 |
|
1.618 |
16,825 |
|
1.000 |
16,666 |
|
0.618 |
16,568 |
|
HIGH |
16,409 |
|
0.618 |
16,311 |
|
0.500 |
16,281 |
|
0.382 |
16,250 |
|
LOW |
16,152 |
|
0.618 |
15,993 |
|
1.000 |
15,895 |
|
1.618 |
15,736 |
|
2.618 |
15,479 |
|
4.250 |
15,060 |
|
|
| Fisher Pivots for day following 04-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,348 |
16,332 |
| PP |
16,314 |
16,283 |
| S1 |
16,281 |
16,234 |
|