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 |
1,350.0 |
1,334.8 |
-15.2 |
-1.1% |
1,325.5 |
High |
1,352.9 |
1,342.0 |
-10.9 |
-0.8% |
1,345.6 |
Low |
1,331.2 |
1,332.7 |
1.5 |
0.1% |
1,318.7 |
Close |
1,337.9 |
1,340.3 |
2.4 |
0.2% |
1,321.6 |
Range |
21.7 |
9.3 |
-12.4 |
-57.1% |
26.9 |
ATR |
19.1 |
18.4 |
-0.7 |
-3.7% |
0.0 |
Volume |
135,598 |
97,109 |
-38,489 |
-28.4% |
658,391 |
|
Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,366.2 |
1,362.6 |
1,345.4 |
|
R3 |
1,356.9 |
1,353.3 |
1,342.9 |
|
R2 |
1,347.6 |
1,347.6 |
1,342.0 |
|
R1 |
1,344.0 |
1,344.0 |
1,341.2 |
1,345.8 |
PP |
1,338.3 |
1,338.3 |
1,338.3 |
1,339.3 |
S1 |
1,334.7 |
1,334.7 |
1,339.4 |
1,336.5 |
S2 |
1,329.0 |
1,329.0 |
1,338.6 |
|
S3 |
1,319.7 |
1,325.4 |
1,337.7 |
|
S4 |
1,310.4 |
1,316.1 |
1,335.2 |
|
|
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% |
16.4 |
1.2% |
59% |
False |
False |
129,079 |
10 |
1,355.0 |
1,307.1 |
47.9 |
3.6% |
17.0 |
1.3% |
69% |
False |
False |
128,996 |
20 |
1,355.0 |
1,252.2 |
102.8 |
7.7% |
17.1 |
1.3% |
86% |
False |
False |
128,767 |
40 |
1,355.0 |
1,218.6 |
136.4 |
10.2% |
17.6 |
1.3% |
89% |
False |
False |
91,136 |
60 |
1,355.0 |
1,182.3 |
172.7 |
12.9% |
19.1 |
1.4% |
91% |
False |
False |
62,152 |
80 |
1,355.0 |
1,182.3 |
172.7 |
12.9% |
19.2 |
1.4% |
91% |
False |
False |
47,668 |
100 |
1,361.1 |
1,182.3 |
178.8 |
13.3% |
19.2 |
1.4% |
88% |
False |
False |
38,405 |
120 |
1,375.3 |
1,182.3 |
193.0 |
14.4% |
20.3 |
1.5% |
82% |
False |
False |
32,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,381.5 |
2.618 |
1,366.3 |
1.618 |
1,357.0 |
1.000 |
1,351.3 |
0.618 |
1,347.7 |
HIGH |
1,342.0 |
0.618 |
1,338.4 |
0.500 |
1,337.4 |
0.382 |
1,336.3 |
LOW |
1,332.7 |
0.618 |
1,327.0 |
1.000 |
1,323.4 |
1.618 |
1,317.7 |
2.618 |
1,308.4 |
4.250 |
1,293.2 |
|
|
Fisher Pivots for day following 05-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,339.3 |
1,342.9 |
PP |
1,338.3 |
1,342.0 |
S1 |
1,337.4 |
1,341.2 |
|