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 |
3,718.50 |
3,731.50 |
13.00 |
0.3% |
3,665.75 |
High |
3,732.50 |
3,737.25 |
4.75 |
0.1% |
3,722.50 |
Low |
3,712.50 |
3,709.25 |
-3.25 |
-0.1% |
3,655.00 |
Close |
3,728.25 |
3,722.00 |
-6.25 |
-0.2% |
3,695.25 |
Range |
20.00 |
28.00 |
8.00 |
40.0% |
67.50 |
ATR |
44.36 |
43.19 |
-1.17 |
-2.6% |
0.00 |
Volume |
205,524 |
217,906 |
12,382 |
6.0% |
1,303,898 |
|
Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,806.75 |
3,792.50 |
3,737.50 |
|
R3 |
3,778.75 |
3,764.50 |
3,729.75 |
|
R2 |
3,750.75 |
3,750.75 |
3,727.25 |
|
R1 |
3,736.50 |
3,736.50 |
3,724.50 |
3,729.50 |
PP |
3,722.75 |
3,722.75 |
3,722.75 |
3,719.50 |
S1 |
3,708.50 |
3,708.50 |
3,719.50 |
3,701.50 |
S2 |
3,694.75 |
3,694.75 |
3,716.75 |
|
S3 |
3,666.75 |
3,680.50 |
3,714.25 |
|
S4 |
3,638.75 |
3,652.50 |
3,706.50 |
|
|
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 |
3,737.25 |
3,637.00 |
100.25 |
2.7% |
40.25 |
1.1% |
85% |
True |
False |
277,805 |
10 |
3,737.25 |
3,637.00 |
100.25 |
2.7% |
38.75 |
1.0% |
85% |
True |
False |
255,421 |
20 |
3,737.25 |
3,447.75 |
289.50 |
7.8% |
40.75 |
1.1% |
95% |
True |
False |
258,244 |
40 |
3,737.25 |
3,412.00 |
325.25 |
8.7% |
47.00 |
1.3% |
95% |
True |
False |
277,305 |
60 |
3,737.25 |
3,412.00 |
325.25 |
8.7% |
42.50 |
1.1% |
95% |
True |
False |
237,075 |
80 |
3,737.25 |
3,308.50 |
428.75 |
11.5% |
39.00 |
1.0% |
96% |
True |
False |
178,019 |
100 |
3,737.25 |
3,188.75 |
548.50 |
14.7% |
37.50 |
1.0% |
97% |
True |
False |
142,445 |
120 |
3,737.25 |
3,110.00 |
627.25 |
16.9% |
35.25 |
1.0% |
98% |
True |
False |
118,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,856.25 |
2.618 |
3,810.50 |
1.618 |
3,782.50 |
1.000 |
3,765.25 |
0.618 |
3,754.50 |
HIGH |
3,737.25 |
0.618 |
3,726.50 |
0.500 |
3,723.25 |
0.382 |
3,720.00 |
LOW |
3,709.25 |
0.618 |
3,692.00 |
1.000 |
3,681.25 |
1.618 |
3,664.00 |
2.618 |
3,636.00 |
4.250 |
3,590.25 |
|
|
Fisher Pivots for day following 06-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
3,723.25 |
3,715.75 |
PP |
3,722.75 |
3,709.75 |
S1 |
3,722.50 |
3,703.50 |
|