| Trading Metrics calculated at close of trading on 04-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2014 |
04-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1,332.4 |
1,350.0 |
17.6 |
1.3% |
1,325.5 |
| High |
1,355.0 |
1,352.9 |
-2.1 |
-0.2% |
1,345.6 |
| Low |
1,330.7 |
1,331.2 |
0.5 |
0.0% |
1,318.7 |
| Close |
1,350.3 |
1,337.9 |
-12.4 |
-0.9% |
1,321.6 |
| Range |
24.3 |
21.7 |
-2.6 |
-10.7% |
26.9 |
| ATR |
18.9 |
19.1 |
0.2 |
1.1% |
0.0 |
| Volume |
159,743 |
135,598 |
-24,145 |
-15.1% |
658,391 |
|
| Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,405.8 |
1,393.5 |
1,349.8 |
|
| R3 |
1,384.1 |
1,371.8 |
1,343.9 |
|
| R2 |
1,362.4 |
1,362.4 |
1,341.9 |
|
| R1 |
1,350.1 |
1,350.1 |
1,339.9 |
1,345.4 |
| PP |
1,340.7 |
1,340.7 |
1,340.7 |
1,338.3 |
| S1 |
1,328.4 |
1,328.4 |
1,335.9 |
1,323.7 |
| S2 |
1,319.0 |
1,319.0 |
1,333.9 |
|
| S3 |
1,297.3 |
1,306.7 |
1,331.9 |
|
| S4 |
1,275.6 |
1,285.0 |
1,326.0 |
|
|
| 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 |
2.7% |
19.2 |
1.4% |
52% |
False |
False |
139,597 |
| 10 |
1,355.0 |
1,307.1 |
47.9 |
3.6% |
17.4 |
1.3% |
64% |
False |
False |
130,511 |
| 20 |
1,355.0 |
1,246.8 |
108.2 |
8.1% |
17.4 |
1.3% |
84% |
False |
False |
128,569 |
| 40 |
1,355.0 |
1,215.3 |
139.7 |
10.4% |
18.2 |
1.4% |
88% |
False |
False |
88,811 |
| 60 |
1,355.0 |
1,182.3 |
172.7 |
12.9% |
19.4 |
1.4% |
90% |
False |
False |
60,581 |
| 80 |
1,355.0 |
1,182.3 |
172.7 |
12.9% |
19.2 |
1.4% |
90% |
False |
False |
46,475 |
| 100 |
1,361.1 |
1,182.3 |
178.8 |
13.4% |
19.3 |
1.4% |
87% |
False |
False |
37,474 |
| 120 |
1,375.3 |
1,182.3 |
193.0 |
14.4% |
20.3 |
1.5% |
81% |
False |
False |
31,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,445.1 |
|
2.618 |
1,409.7 |
|
1.618 |
1,388.0 |
|
1.000 |
1,374.6 |
|
0.618 |
1,366.3 |
|
HIGH |
1,352.9 |
|
0.618 |
1,344.6 |
|
0.500 |
1,342.1 |
|
0.382 |
1,339.5 |
|
LOW |
1,331.2 |
|
0.618 |
1,317.8 |
|
1.000 |
1,309.5 |
|
1.618 |
1,296.1 |
|
2.618 |
1,274.4 |
|
4.250 |
1,239.0 |
|
|
| Fisher Pivots for day following 04-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,342.1 |
1,337.7 |
| PP |
1,340.7 |
1,337.4 |
| S1 |
1,339.3 |
1,337.2 |
|