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 |
1,870.75 |
1,873.75 |
3.00 |
0.2% |
1,835.25 |
High |
1,875.50 |
1,881.00 |
5.50 |
0.3% |
1,866.50 |
Low |
1,867.75 |
1,871.00 |
3.25 |
0.2% |
1,829.25 |
Close |
1,872.50 |
1,876.25 |
3.75 |
0.2% |
1,857.50 |
Range |
7.75 |
10.00 |
2.25 |
29.0% |
37.25 |
ATR |
20.77 |
20.00 |
-0.77 |
-3.7% |
0.00 |
Volume |
1,254,803 |
1,283,006 |
28,203 |
2.2% |
8,365,183 |
|
Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,906.00 |
1,901.25 |
1,881.75 |
|
R3 |
1,896.00 |
1,891.25 |
1,879.00 |
|
R2 |
1,886.00 |
1,886.00 |
1,878.00 |
|
R1 |
1,881.25 |
1,881.25 |
1,877.25 |
1,883.50 |
PP |
1,876.00 |
1,876.00 |
1,876.00 |
1,877.25 |
S1 |
1,871.25 |
1,871.25 |
1,875.25 |
1,873.50 |
S2 |
1,866.00 |
1,866.00 |
1,874.50 |
|
S3 |
1,856.00 |
1,861.25 |
1,873.50 |
|
S4 |
1,846.00 |
1,851.25 |
1,870.75 |
|
|
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 |
1,881.00 |
1,832.25 |
48.75 |
2.6% |
17.50 |
0.9% |
90% |
True |
False |
1,754,280 |
10 |
1,881.00 |
1,829.25 |
51.75 |
2.8% |
17.75 |
1.0% |
91% |
True |
False |
1,634,673 |
20 |
1,881.00 |
1,744.00 |
137.00 |
7.3% |
19.25 |
1.0% |
97% |
True |
False |
1,616,521 |
40 |
1,881.00 |
1,732.00 |
149.00 |
7.9% |
21.25 |
1.1% |
97% |
True |
False |
1,717,009 |
60 |
1,881.00 |
1,732.00 |
149.00 |
7.9% |
19.25 |
1.0% |
97% |
True |
False |
1,482,008 |
80 |
1,881.00 |
1,729.50 |
151.50 |
8.1% |
18.00 |
1.0% |
97% |
True |
False |
1,114,895 |
100 |
1,881.00 |
1,666.75 |
214.25 |
11.4% |
17.75 |
0.9% |
98% |
True |
False |
892,963 |
120 |
1,881.00 |
1,633.50 |
247.50 |
13.2% |
17.50 |
0.9% |
98% |
True |
False |
744,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,923.50 |
2.618 |
1,907.25 |
1.618 |
1,897.25 |
1.000 |
1,891.00 |
0.618 |
1,887.25 |
HIGH |
1,881.00 |
0.618 |
1,877.25 |
0.500 |
1,876.00 |
0.382 |
1,874.75 |
LOW |
1,871.00 |
0.618 |
1,864.75 |
1.000 |
1,861.00 |
1.618 |
1,854.75 |
2.618 |
1,844.75 |
4.250 |
1,828.50 |
|
|
Fisher Pivots for day following 06-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,876.25 |
1,871.50 |
PP |
1,876.00 |
1,867.00 |
S1 |
1,876.00 |
1,862.25 |
|