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 |
1,331.3 |
1,332.4 |
1.1 |
0.1% |
1,325.5 |
High |
1,333.6 |
1,355.0 |
21.4 |
1.6% |
1,345.6 |
Low |
1,319.3 |
1,330.7 |
11.4 |
0.9% |
1,318.7 |
Close |
1,321.6 |
1,350.3 |
28.7 |
2.2% |
1,321.6 |
Range |
14.3 |
24.3 |
10.0 |
69.9% |
26.9 |
ATR |
17.8 |
18.9 |
1.1 |
6.3% |
0.0 |
Volume |
132,783 |
159,743 |
26,960 |
20.3% |
658,391 |
|
Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,418.2 |
1,408.6 |
1,363.7 |
|
R3 |
1,393.9 |
1,384.3 |
1,357.0 |
|
R2 |
1,369.6 |
1,369.6 |
1,354.8 |
|
R1 |
1,360.0 |
1,360.0 |
1,352.5 |
1,364.8 |
PP |
1,345.3 |
1,345.3 |
1,345.3 |
1,347.8 |
S1 |
1,335.7 |
1,335.7 |
1,348.1 |
1,340.5 |
S2 |
1,321.0 |
1,321.0 |
1,345.8 |
|
S3 |
1,296.7 |
1,311.4 |
1,343.6 |
|
S4 |
1,272.4 |
1,287.1 |
1,336.9 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,409.3 |
1,392.4 |
1,336.4 |
|
R3 |
1,382.4 |
1,365.5 |
1,329.0 |
|
R2 |
1,355.5 |
1,355.5 |
1,326.5 |
|
R1 |
1,338.6 |
1,338.6 |
1,324.1 |
1,333.6 |
PP |
1,328.6 |
1,328.6 |
1,328.6 |
1,326.2 |
S1 |
1,311.7 |
1,311.7 |
1,319.1 |
1,306.7 |
S2 |
1,301.7 |
1,301.7 |
1,316.7 |
|
S3 |
1,274.8 |
1,284.8 |
1,314.2 |
|
S4 |
1,247.9 |
1,257.9 |
1,306.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,355.0 |
1,319.3 |
35.7 |
2.6% |
17.4 |
1.3% |
87% |
True |
False |
137,673 |
10 |
1,355.0 |
1,307.1 |
47.9 |
3.5% |
17.3 |
1.3% |
90% |
True |
False |
135,400 |
20 |
1,355.0 |
1,240.4 |
114.6 |
8.5% |
17.6 |
1.3% |
96% |
True |
False |
128,026 |
40 |
1,355.0 |
1,215.3 |
139.7 |
10.3% |
18.1 |
1.3% |
97% |
True |
False |
85,711 |
60 |
1,355.0 |
1,182.3 |
172.7 |
12.8% |
19.7 |
1.5% |
97% |
True |
False |
58,370 |
80 |
1,355.0 |
1,182.3 |
172.7 |
12.8% |
19.0 |
1.4% |
97% |
True |
False |
44,796 |
100 |
1,361.1 |
1,182.3 |
178.8 |
13.2% |
19.2 |
1.4% |
94% |
False |
False |
36,129 |
120 |
1,385.4 |
1,182.3 |
203.1 |
15.0% |
20.3 |
1.5% |
83% |
False |
False |
30,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,458.3 |
2.618 |
1,418.6 |
1.618 |
1,394.3 |
1.000 |
1,379.3 |
0.618 |
1,370.0 |
HIGH |
1,355.0 |
0.618 |
1,345.7 |
0.500 |
1,342.9 |
0.382 |
1,340.0 |
LOW |
1,330.7 |
0.618 |
1,315.7 |
1.000 |
1,306.4 |
1.618 |
1,291.4 |
2.618 |
1,267.1 |
4.250 |
1,227.4 |
|
|
Fisher Pivots for day following 03-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,347.8 |
1,345.9 |
PP |
1,345.3 |
1,341.5 |
S1 |
1,342.9 |
1,337.2 |
|