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 |
1,334.8 |
1,337.0 |
2.2 |
0.2% |
1,325.5 |
High |
1,342.0 |
1,353.9 |
11.9 |
0.9% |
1,345.6 |
Low |
1,332.7 |
1,331.3 |
-1.4 |
-0.1% |
1,318.7 |
Close |
1,340.3 |
1,351.8 |
11.5 |
0.9% |
1,321.6 |
Range |
9.3 |
22.6 |
13.3 |
143.0% |
26.9 |
ATR |
18.4 |
18.7 |
0.3 |
1.6% |
0.0 |
Volume |
97,109 |
142,468 |
45,359 |
46.7% |
658,391 |
|
Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,413.5 |
1,405.2 |
1,364.2 |
|
R3 |
1,390.9 |
1,382.6 |
1,358.0 |
|
R2 |
1,368.3 |
1,368.3 |
1,355.9 |
|
R1 |
1,360.0 |
1,360.0 |
1,353.9 |
1,364.2 |
PP |
1,345.7 |
1,345.7 |
1,345.7 |
1,347.7 |
S1 |
1,337.4 |
1,337.4 |
1,349.7 |
1,341.6 |
S2 |
1,323.1 |
1,323.1 |
1,347.7 |
|
S3 |
1,300.5 |
1,314.8 |
1,345.6 |
|
S4 |
1,277.9 |
1,292.2 |
1,339.4 |
|
|
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% |
18.4 |
1.4% |
91% |
False |
False |
133,540 |
10 |
1,355.0 |
1,315.9 |
39.1 |
2.9% |
17.4 |
1.3% |
92% |
False |
False |
130,340 |
20 |
1,355.0 |
1,252.5 |
102.5 |
7.6% |
17.1 |
1.3% |
97% |
False |
False |
129,537 |
40 |
1,355.0 |
1,218.6 |
136.4 |
10.1% |
17.7 |
1.3% |
98% |
False |
False |
94,435 |
60 |
1,355.0 |
1,182.3 |
172.7 |
12.8% |
18.9 |
1.4% |
98% |
False |
False |
64,432 |
80 |
1,355.0 |
1,182.3 |
172.7 |
12.8% |
19.1 |
1.4% |
98% |
False |
False |
49,426 |
100 |
1,361.1 |
1,182.3 |
178.8 |
13.2% |
19.2 |
1.4% |
95% |
False |
False |
39,811 |
120 |
1,375.3 |
1,182.3 |
193.0 |
14.3% |
20.2 |
1.5% |
88% |
False |
False |
33,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,450.0 |
2.618 |
1,413.1 |
1.618 |
1,390.5 |
1.000 |
1,376.5 |
0.618 |
1,367.9 |
HIGH |
1,353.9 |
0.618 |
1,345.3 |
0.500 |
1,342.6 |
0.382 |
1,339.9 |
LOW |
1,331.3 |
0.618 |
1,317.3 |
1.000 |
1,308.7 |
1.618 |
1,294.7 |
2.618 |
1,272.1 |
4.250 |
1,235.3 |
|
|
Fisher Pivots for day following 06-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,348.7 |
1,348.7 |
PP |
1,345.7 |
1,345.6 |
S1 |
1,342.6 |
1,342.6 |
|