| 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 |
3,076.0 |
3,030.0 |
-46.0 |
-1.5% |
3,057.0 |
| High |
3,084.0 |
3,034.0 |
-50.0 |
-1.6% |
3,096.0 |
| Low |
3,049.0 |
2,979.0 |
-70.0 |
-2.3% |
3,039.0 |
| Close |
3,072.0 |
2,990.0 |
-82.0 |
-2.7% |
3,072.0 |
| Range |
35.0 |
55.0 |
20.0 |
57.1% |
57.0 |
| ATR |
38.6 |
42.5 |
3.9 |
10.1% |
0.0 |
| Volume |
10,615 |
16,087 |
5,472 |
51.5% |
30,925 |
|
| Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,166.0 |
3,133.0 |
3,020.3 |
|
| R3 |
3,111.0 |
3,078.0 |
3,005.1 |
|
| R2 |
3,056.0 |
3,056.0 |
3,000.1 |
|
| R1 |
3,023.0 |
3,023.0 |
2,995.0 |
3,012.0 |
| PP |
3,001.0 |
3,001.0 |
3,001.0 |
2,995.5 |
| S1 |
2,968.0 |
2,968.0 |
2,985.0 |
2,957.0 |
| S2 |
2,946.0 |
2,946.0 |
2,979.9 |
|
| S3 |
2,891.0 |
2,913.0 |
2,974.9 |
|
| S4 |
2,836.0 |
2,858.0 |
2,959.8 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,240.0 |
3,213.0 |
3,103.4 |
|
| R3 |
3,183.0 |
3,156.0 |
3,087.7 |
|
| R2 |
3,126.0 |
3,126.0 |
3,082.5 |
|
| R1 |
3,099.0 |
3,099.0 |
3,077.2 |
3,112.5 |
| PP |
3,069.0 |
3,069.0 |
3,069.0 |
3,075.8 |
| S1 |
3,042.0 |
3,042.0 |
3,066.8 |
3,055.5 |
| S2 |
3,012.0 |
3,012.0 |
3,061.6 |
|
| S3 |
2,955.0 |
2,985.0 |
3,056.3 |
|
| S4 |
2,898.0 |
2,928.0 |
3,040.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,096.0 |
2,979.0 |
117.0 |
3.9% |
37.6 |
1.3% |
9% |
False |
True |
8,151 |
| 10 |
3,096.0 |
2,979.0 |
117.0 |
3.9% |
35.8 |
1.2% |
9% |
False |
True |
4,776 |
| 20 |
3,096.0 |
2,873.0 |
223.0 |
7.5% |
36.1 |
1.2% |
52% |
False |
False |
3,109 |
| 40 |
3,108.0 |
2,868.0 |
240.0 |
8.0% |
41.1 |
1.4% |
51% |
False |
False |
2,328 |
| 60 |
3,108.0 |
2,847.0 |
261.0 |
8.7% |
37.8 |
1.3% |
55% |
False |
False |
1,669 |
| 80 |
3,108.0 |
2,847.0 |
261.0 |
8.7% |
30.5 |
1.0% |
55% |
False |
False |
1,435 |
| 100 |
3,108.0 |
2,814.0 |
294.0 |
9.8% |
26.7 |
0.9% |
60% |
False |
False |
1,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,267.8 |
|
2.618 |
3,178.0 |
|
1.618 |
3,123.0 |
|
1.000 |
3,089.0 |
|
0.618 |
3,068.0 |
|
HIGH |
3,034.0 |
|
0.618 |
3,013.0 |
|
0.500 |
3,006.5 |
|
0.382 |
3,000.0 |
|
LOW |
2,979.0 |
|
0.618 |
2,945.0 |
|
1.000 |
2,924.0 |
|
1.618 |
2,890.0 |
|
2.618 |
2,835.0 |
|
4.250 |
2,745.3 |
|
|
| Fisher Pivots for day following 03-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,006.5 |
3,031.5 |
| PP |
3,001.0 |
3,017.7 |
| S1 |
2,995.5 |
3,003.8 |
|