| 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 |
3,030.0 |
3,005.0 |
-25.0 |
-0.8% |
3,057.0 |
| High |
3,034.0 |
3,069.0 |
35.0 |
1.2% |
3,096.0 |
| Low |
2,979.0 |
3,005.0 |
26.0 |
0.9% |
3,039.0 |
| Close |
2,990.0 |
3,068.0 |
78.0 |
2.6% |
3,072.0 |
| Range |
55.0 |
64.0 |
9.0 |
16.4% |
57.0 |
| ATR |
42.5 |
45.1 |
2.6 |
6.1% |
0.0 |
| Volume |
16,087 |
34,968 |
18,881 |
117.4% |
30,925 |
|
| Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,239.3 |
3,217.7 |
3,103.2 |
|
| R3 |
3,175.3 |
3,153.7 |
3,085.6 |
|
| R2 |
3,111.3 |
3,111.3 |
3,079.7 |
|
| R1 |
3,089.7 |
3,089.7 |
3,073.9 |
3,100.5 |
| PP |
3,047.3 |
3,047.3 |
3,047.3 |
3,052.8 |
| S1 |
3,025.7 |
3,025.7 |
3,062.1 |
3,036.5 |
| S2 |
2,983.3 |
2,983.3 |
3,056.3 |
|
| S3 |
2,919.3 |
2,961.7 |
3,050.4 |
|
| S4 |
2,855.3 |
2,897.7 |
3,032.8 |
|
|
| 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 |
3.8% |
45.2 |
1.5% |
76% |
False |
False |
14,574 |
| 10 |
3,096.0 |
2,979.0 |
117.0 |
3.8% |
39.3 |
1.3% |
76% |
False |
False |
8,251 |
| 20 |
3,096.0 |
2,880.0 |
216.0 |
7.0% |
37.6 |
1.2% |
87% |
False |
False |
4,843 |
| 40 |
3,108.0 |
2,868.0 |
240.0 |
7.8% |
41.6 |
1.4% |
83% |
False |
False |
3,197 |
| 60 |
3,108.0 |
2,847.0 |
261.0 |
8.5% |
38.1 |
1.2% |
85% |
False |
False |
2,251 |
| 80 |
3,108.0 |
2,847.0 |
261.0 |
8.5% |
30.9 |
1.0% |
85% |
False |
False |
1,872 |
| 100 |
3,108.0 |
2,819.0 |
289.0 |
9.4% |
27.3 |
0.9% |
86% |
False |
False |
1,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,341.0 |
|
2.618 |
3,236.6 |
|
1.618 |
3,172.6 |
|
1.000 |
3,133.0 |
|
0.618 |
3,108.6 |
|
HIGH |
3,069.0 |
|
0.618 |
3,044.6 |
|
0.500 |
3,037.0 |
|
0.382 |
3,029.4 |
|
LOW |
3,005.0 |
|
0.618 |
2,965.4 |
|
1.000 |
2,941.0 |
|
1.618 |
2,901.4 |
|
2.618 |
2,837.4 |
|
4.250 |
2,733.0 |
|
|
| Fisher Pivots for day following 04-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,057.7 |
3,055.8 |
| PP |
3,047.3 |
3,043.7 |
| S1 |
3,037.0 |
3,031.5 |
|