| 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 |
16,154 |
16,379 |
225 |
1.4% |
16,099 |
| High |
16,409 |
16,405 |
-4 |
0.0% |
16,388 |
| Low |
16,152 |
16,330 |
178 |
1.1% |
16,039 |
| Close |
16,381 |
16,355 |
-26 |
-0.2% |
16,307 |
| Range |
257 |
75 |
-182 |
-70.8% |
349 |
| ATR |
186 |
178 |
-8 |
-4.3% |
0 |
| Volume |
185,836 |
129,277 |
-56,559 |
-30.4% |
782,045 |
|
| Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,588 |
16,547 |
16,396 |
|
| R3 |
16,513 |
16,472 |
16,376 |
|
| R2 |
16,438 |
16,438 |
16,369 |
|
| R1 |
16,397 |
16,397 |
16,362 |
16,380 |
| PP |
16,363 |
16,363 |
16,363 |
16,355 |
| S1 |
16,322 |
16,322 |
16,348 |
16,305 |
| S2 |
16,288 |
16,288 |
16,341 |
|
| S3 |
16,213 |
16,247 |
16,335 |
|
| S4 |
16,138 |
16,172 |
16,314 |
|
|
| 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% |
173 |
1.1% |
85% |
False |
False |
184,539 |
| 10 |
16,409 |
15,947 |
462 |
2.8% |
162 |
1.0% |
88% |
False |
False |
165,015 |
| 20 |
16,409 |
15,276 |
1,133 |
6.9% |
170 |
1.0% |
95% |
False |
False |
159,838 |
| 40 |
16,496 |
15,276 |
1,220 |
7.5% |
183 |
1.1% |
88% |
False |
False |
163,835 |
| 60 |
16,540 |
15,276 |
1,264 |
7.7% |
166 |
1.0% |
85% |
False |
False |
131,990 |
| 80 |
16,540 |
15,276 |
1,264 |
7.7% |
153 |
0.9% |
85% |
False |
False |
99,061 |
| 100 |
16,540 |
14,835 |
1,705 |
10.4% |
143 |
0.9% |
89% |
False |
False |
79,255 |
| 120 |
16,540 |
14,588 |
1,952 |
11.9% |
127 |
0.8% |
91% |
False |
False |
66,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,724 |
|
2.618 |
16,601 |
|
1.618 |
16,526 |
|
1.000 |
16,480 |
|
0.618 |
16,451 |
|
HIGH |
16,405 |
|
0.618 |
16,376 |
|
0.500 |
16,368 |
|
0.382 |
16,359 |
|
LOW |
16,330 |
|
0.618 |
16,284 |
|
1.000 |
16,255 |
|
1.618 |
16,209 |
|
2.618 |
16,134 |
|
4.250 |
16,011 |
|
|
| Fisher Pivots for day following 05-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,368 |
16,315 |
| PP |
16,363 |
16,274 |
| S1 |
16,359 |
16,234 |
|