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 |
1,843.75 |
1,870.75 |
27.00 |
1.5% |
1,835.25 |
High |
1,874.75 |
1,875.50 |
0.75 |
0.0% |
1,866.50 |
Low |
1,843.50 |
1,867.75 |
24.25 |
1.3% |
1,829.25 |
Close |
1,871.50 |
1,872.50 |
1.00 |
0.1% |
1,857.50 |
Range |
31.25 |
7.75 |
-23.50 |
-75.2% |
37.25 |
ATR |
21.77 |
20.77 |
-1.00 |
-4.6% |
0.00 |
Volume |
1,750,397 |
1,254,803 |
-495,594 |
-28.3% |
8,365,183 |
|
Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,895.25 |
1,891.50 |
1,876.75 |
|
R3 |
1,887.50 |
1,883.75 |
1,874.75 |
|
R2 |
1,879.75 |
1,879.75 |
1,874.00 |
|
R1 |
1,876.00 |
1,876.00 |
1,873.25 |
1,878.00 |
PP |
1,872.00 |
1,872.00 |
1,872.00 |
1,872.75 |
S1 |
1,868.25 |
1,868.25 |
1,871.75 |
1,870.00 |
S2 |
1,864.25 |
1,864.25 |
1,871.00 |
|
S3 |
1,856.50 |
1,860.50 |
1,870.25 |
|
S4 |
1,848.75 |
1,852.75 |
1,868.25 |
|
|
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 |
1,875.50 |
1,832.25 |
43.25 |
2.3% |
20.00 |
1.1% |
93% |
True |
False |
1,820,845 |
10 |
1,875.50 |
1,817.25 |
58.25 |
3.1% |
19.00 |
1.0% |
95% |
True |
False |
1,667,231 |
20 |
1,875.50 |
1,732.00 |
143.50 |
7.7% |
19.75 |
1.1% |
98% |
True |
False |
1,656,146 |
40 |
1,875.50 |
1,732.00 |
143.50 |
7.7% |
21.50 |
1.1% |
98% |
True |
False |
1,713,995 |
60 |
1,875.50 |
1,732.00 |
143.50 |
7.7% |
19.25 |
1.0% |
98% |
True |
False |
1,461,740 |
80 |
1,875.50 |
1,729.50 |
146.00 |
7.8% |
18.25 |
1.0% |
98% |
True |
False |
1,098,889 |
100 |
1,875.50 |
1,644.25 |
231.25 |
12.3% |
18.00 |
1.0% |
99% |
True |
False |
880,223 |
120 |
1,875.50 |
1,633.50 |
242.00 |
12.9% |
17.50 |
0.9% |
99% |
True |
False |
734,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,908.50 |
2.618 |
1,895.75 |
1.618 |
1,888.00 |
1.000 |
1,883.25 |
0.618 |
1,880.25 |
HIGH |
1,875.50 |
0.618 |
1,872.50 |
0.500 |
1,871.50 |
0.382 |
1,870.75 |
LOW |
1,867.75 |
0.618 |
1,863.00 |
1.000 |
1,860.00 |
1.618 |
1,855.25 |
2.618 |
1,847.50 |
4.250 |
1,834.75 |
|
|
Fisher Pivots for day following 05-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,872.25 |
1,866.25 |
PP |
1,872.00 |
1,860.00 |
S1 |
1,871.50 |
1,854.00 |
|