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 |
3,671.00 |
3,718.50 |
47.50 |
1.3% |
3,665.75 |
High |
3,723.25 |
3,732.50 |
9.25 |
0.2% |
3,722.50 |
Low |
3,669.75 |
3,712.50 |
42.75 |
1.2% |
3,655.00 |
Close |
3,716.75 |
3,728.25 |
11.50 |
0.3% |
3,695.25 |
Range |
53.50 |
20.00 |
-33.50 |
-62.6% |
67.50 |
ATR |
46.23 |
44.36 |
-1.87 |
-4.1% |
0.00 |
Volume |
263,175 |
205,524 |
-57,651 |
-21.9% |
1,303,898 |
|
Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,784.50 |
3,776.25 |
3,739.25 |
|
R3 |
3,764.50 |
3,756.25 |
3,733.75 |
|
R2 |
3,744.50 |
3,744.50 |
3,732.00 |
|
R1 |
3,736.25 |
3,736.25 |
3,730.00 |
3,740.50 |
PP |
3,724.50 |
3,724.50 |
3,724.50 |
3,726.50 |
S1 |
3,716.25 |
3,716.25 |
3,726.50 |
3,720.50 |
S2 |
3,704.50 |
3,704.50 |
3,724.50 |
|
S3 |
3,684.50 |
3,696.25 |
3,722.75 |
|
S4 |
3,664.50 |
3,676.25 |
3,717.25 |
|
|
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 |
3,732.50 |
3,637.00 |
95.50 |
2.6% |
43.75 |
1.2% |
96% |
True |
False |
287,074 |
10 |
3,732.50 |
3,637.00 |
95.50 |
2.6% |
40.00 |
1.1% |
96% |
True |
False |
260,603 |
20 |
3,732.50 |
3,412.00 |
320.50 |
8.6% |
42.00 |
1.1% |
99% |
True |
False |
265,192 |
40 |
3,732.50 |
3,412.00 |
320.50 |
8.6% |
47.50 |
1.3% |
99% |
True |
False |
276,650 |
60 |
3,732.50 |
3,412.00 |
320.50 |
8.6% |
42.75 |
1.1% |
99% |
True |
False |
233,522 |
80 |
3,732.50 |
3,308.25 |
424.25 |
11.4% |
39.50 |
1.1% |
99% |
True |
False |
175,295 |
100 |
3,732.50 |
3,135.00 |
597.50 |
16.0% |
38.00 |
1.0% |
99% |
True |
False |
140,270 |
120 |
3,732.50 |
3,110.00 |
622.50 |
16.7% |
35.25 |
0.9% |
99% |
True |
False |
116,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,817.50 |
2.618 |
3,784.75 |
1.618 |
3,764.75 |
1.000 |
3,752.50 |
0.618 |
3,744.75 |
HIGH |
3,732.50 |
0.618 |
3,724.75 |
0.500 |
3,722.50 |
0.382 |
3,720.25 |
LOW |
3,712.50 |
0.618 |
3,700.25 |
1.000 |
3,692.50 |
1.618 |
3,680.25 |
2.618 |
3,660.25 |
4.250 |
3,627.50 |
|
|
Fisher Pivots for day following 05-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
3,726.25 |
3,713.75 |
PP |
3,724.50 |
3,699.25 |
S1 |
3,722.50 |
3,684.75 |
|