| Trading Metrics calculated at close of trading on 06-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
16,379 |
16,366 |
-13 |
-0.1% |
16,099 |
| High |
16,405 |
16,439 |
34 |
0.2% |
16,388 |
| Low |
16,330 |
16,344 |
14 |
0.1% |
16,039 |
| Close |
16,355 |
16,415 |
60 |
0.4% |
16,307 |
| Range |
75 |
95 |
20 |
26.7% |
349 |
| ATR |
178 |
172 |
-6 |
-3.3% |
0 |
| Volume |
129,277 |
120,220 |
-9,057 |
-7.0% |
782,045 |
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,684 |
16,645 |
16,467 |
|
| R3 |
16,589 |
16,550 |
16,441 |
|
| R2 |
16,494 |
16,494 |
16,433 |
|
| R1 |
16,455 |
16,455 |
16,424 |
16,475 |
| PP |
16,399 |
16,399 |
16,399 |
16,409 |
| S1 |
16,360 |
16,360 |
16,406 |
16,380 |
| S2 |
16,304 |
16,304 |
16,398 |
|
| S3 |
16,209 |
16,265 |
16,389 |
|
| S4 |
16,114 |
16,170 |
16,363 |
|
|
| 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 |
16,439 |
16,058 |
381 |
2.3% |
155 |
0.9% |
94% |
True |
False |
176,197 |
| 10 |
16,439 |
16,039 |
400 |
2.4% |
153 |
0.9% |
94% |
True |
False |
160,468 |
| 20 |
16,439 |
15,377 |
1,062 |
6.5% |
168 |
1.0% |
98% |
True |
False |
155,838 |
| 40 |
16,489 |
15,276 |
1,213 |
7.4% |
182 |
1.1% |
94% |
False |
False |
164,081 |
| 60 |
16,540 |
15,276 |
1,264 |
7.7% |
164 |
1.0% |
90% |
False |
False |
133,965 |
| 80 |
16,540 |
15,276 |
1,264 |
7.7% |
151 |
0.9% |
90% |
False |
False |
100,563 |
| 100 |
16,540 |
14,937 |
1,603 |
9.8% |
143 |
0.9% |
92% |
False |
False |
80,457 |
| 120 |
16,540 |
14,588 |
1,952 |
11.9% |
128 |
0.8% |
94% |
False |
False |
67,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,843 |
|
2.618 |
16,688 |
|
1.618 |
16,593 |
|
1.000 |
16,534 |
|
0.618 |
16,498 |
|
HIGH |
16,439 |
|
0.618 |
16,403 |
|
0.500 |
16,392 |
|
0.382 |
16,380 |
|
LOW |
16,344 |
|
0.618 |
16,285 |
|
1.000 |
16,249 |
|
1.618 |
16,190 |
|
2.618 |
16,095 |
|
4.250 |
15,940 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,407 |
16,375 |
| PP |
16,399 |
16,335 |
| S1 |
16,392 |
16,296 |
|