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 |
1,854.50 |
1,846.00 |
-8.50 |
-0.5% |
1,835.25 |
High |
1,866.50 |
1,849.50 |
-17.00 |
-0.9% |
1,866.50 |
Low |
1,845.25 |
1,832.25 |
-13.00 |
-0.7% |
1,829.25 |
Close |
1,857.50 |
1,843.00 |
-14.50 |
-0.8% |
1,857.50 |
Range |
21.25 |
17.25 |
-4.00 |
-18.8% |
37.25 |
ATR |
20.68 |
21.00 |
0.33 |
1.6% |
0.00 |
Volume |
2,106,508 |
2,376,689 |
270,181 |
12.8% |
8,365,183 |
|
Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,893.25 |
1,885.50 |
1,852.50 |
|
R3 |
1,876.00 |
1,868.25 |
1,847.75 |
|
R2 |
1,858.75 |
1,858.75 |
1,846.25 |
|
R1 |
1,851.00 |
1,851.00 |
1,844.50 |
1,846.25 |
PP |
1,841.50 |
1,841.50 |
1,841.50 |
1,839.25 |
S1 |
1,833.75 |
1,833.75 |
1,841.50 |
1,829.00 |
S2 |
1,824.25 |
1,824.25 |
1,839.75 |
|
S3 |
1,807.00 |
1,816.50 |
1,838.25 |
|
S4 |
1,789.75 |
1,799.25 |
1,833.50 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,962.75 |
1,947.50 |
1,878.00 |
|
R3 |
1,925.50 |
1,910.25 |
1,867.75 |
|
R2 |
1,888.25 |
1,888.25 |
1,864.25 |
|
R1 |
1,873.00 |
1,873.00 |
1,861.00 |
1,880.50 |
PP |
1,851.00 |
1,851.00 |
1,851.00 |
1,855.00 |
S1 |
1,835.75 |
1,835.75 |
1,854.00 |
1,843.50 |
S2 |
1,813.75 |
1,813.75 |
1,850.75 |
|
S3 |
1,776.50 |
1,798.50 |
1,847.25 |
|
S4 |
1,739.25 |
1,761.25 |
1,837.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,866.50 |
1,832.25 |
34.25 |
1.9% |
18.00 |
1.0% |
31% |
False |
True |
1,825,909 |
10 |
1,866.50 |
1,817.25 |
49.25 |
2.7% |
18.25 |
1.0% |
52% |
False |
False |
1,664,871 |
20 |
1,866.50 |
1,732.00 |
134.50 |
7.3% |
21.50 |
1.2% |
83% |
False |
False |
1,773,483 |
40 |
1,866.50 |
1,732.00 |
134.50 |
7.3% |
21.00 |
1.1% |
83% |
False |
False |
1,697,135 |
60 |
1,866.50 |
1,732.00 |
134.50 |
7.3% |
19.25 |
1.0% |
83% |
False |
False |
1,412,644 |
80 |
1,866.50 |
1,729.50 |
137.00 |
7.4% |
18.00 |
1.0% |
83% |
False |
False |
1,061,436 |
100 |
1,866.50 |
1,633.50 |
233.00 |
12.6% |
18.00 |
1.0% |
90% |
False |
False |
850,279 |
120 |
1,866.50 |
1,633.50 |
233.00 |
12.6% |
17.50 |
0.9% |
90% |
False |
False |
709,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,922.75 |
2.618 |
1,894.75 |
1.618 |
1,877.50 |
1.000 |
1,866.75 |
0.618 |
1,860.25 |
HIGH |
1,849.50 |
0.618 |
1,843.00 |
0.500 |
1,841.00 |
0.382 |
1,838.75 |
LOW |
1,832.25 |
0.618 |
1,821.50 |
1.000 |
1,815.00 |
1.618 |
1,804.25 |
2.618 |
1,787.00 |
4.250 |
1,759.00 |
|
|
Fisher Pivots for day following 03-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,842.25 |
1,849.50 |
PP |
1,841.50 |
1,847.25 |
S1 |
1,841.00 |
1,845.00 |
|