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 |
3,703.75 |
3,678.00 |
-25.75 |
-0.7% |
3,665.75 |
High |
3,722.50 |
3,679.75 |
-42.75 |
-1.1% |
3,722.50 |
Low |
3,665.00 |
3,637.00 |
-28.00 |
-0.8% |
3,655.00 |
Close |
3,695.25 |
3,668.75 |
-26.50 |
-0.7% |
3,695.25 |
Range |
57.50 |
42.75 |
-14.75 |
-25.7% |
67.50 |
ATR |
44.62 |
45.59 |
0.97 |
2.2% |
0.00 |
Volume |
325,511 |
376,912 |
51,401 |
15.8% |
1,303,898 |
|
Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,790.00 |
3,772.25 |
3,692.25 |
|
R3 |
3,747.25 |
3,729.50 |
3,680.50 |
|
R2 |
3,704.50 |
3,704.50 |
3,676.50 |
|
R1 |
3,686.75 |
3,686.75 |
3,672.75 |
3,674.25 |
PP |
3,661.75 |
3,661.75 |
3,661.75 |
3,655.50 |
S1 |
3,644.00 |
3,644.00 |
3,664.75 |
3,631.50 |
S2 |
3,619.00 |
3,619.00 |
3,661.00 |
|
S3 |
3,576.25 |
3,601.25 |
3,657.00 |
|
S4 |
3,533.50 |
3,558.50 |
3,645.25 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,893.50 |
3,861.75 |
3,732.50 |
|
R3 |
3,826.00 |
3,794.25 |
3,713.75 |
|
R2 |
3,758.50 |
3,758.50 |
3,707.50 |
|
R1 |
3,726.75 |
3,726.75 |
3,701.50 |
3,742.50 |
PP |
3,691.00 |
3,691.00 |
3,691.00 |
3,698.75 |
S1 |
3,659.25 |
3,659.25 |
3,689.00 |
3,675.00 |
S2 |
3,623.50 |
3,623.50 |
3,683.00 |
|
S3 |
3,556.00 |
3,591.75 |
3,676.75 |
|
S4 |
3,488.50 |
3,524.25 |
3,658.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,722.50 |
3,637.00 |
85.50 |
2.3% |
42.75 |
1.2% |
37% |
False |
True |
294,887 |
10 |
3,722.50 |
3,637.00 |
85.50 |
2.3% |
39.00 |
1.1% |
37% |
False |
True |
263,485 |
20 |
3,722.50 |
3,412.00 |
310.50 |
8.5% |
45.75 |
1.2% |
83% |
False |
False |
279,891 |
40 |
3,722.50 |
3,412.00 |
310.50 |
8.5% |
47.50 |
1.3% |
83% |
False |
False |
275,969 |
60 |
3,722.50 |
3,412.00 |
310.50 |
8.5% |
42.50 |
1.2% |
83% |
False |
False |
225,800 |
80 |
3,722.50 |
3,308.25 |
414.25 |
11.3% |
39.25 |
1.1% |
87% |
False |
False |
169,440 |
100 |
3,722.50 |
3,110.00 |
612.50 |
16.7% |
38.25 |
1.0% |
91% |
False |
False |
135,586 |
120 |
3,722.50 |
3,110.00 |
612.50 |
16.7% |
34.75 |
0.9% |
91% |
False |
False |
113,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,861.50 |
2.618 |
3,791.75 |
1.618 |
3,749.00 |
1.000 |
3,722.50 |
0.618 |
3,706.25 |
HIGH |
3,679.75 |
0.618 |
3,663.50 |
0.500 |
3,658.50 |
0.382 |
3,653.25 |
LOW |
3,637.00 |
0.618 |
3,610.50 |
1.000 |
3,594.25 |
1.618 |
3,567.75 |
2.618 |
3,525.00 |
4.250 |
3,455.25 |
|
|
Fisher Pivots for day following 03-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
3,665.25 |
3,679.75 |
PP |
3,661.75 |
3,676.00 |
S1 |
3,658.50 |
3,672.50 |
|