| 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 |
3,062.0 |
3,077.0 |
15.0 |
0.5% |
3,057.0 |
| High |
3,078.0 |
3,092.0 |
14.0 |
0.5% |
3,096.0 |
| Low |
3,056.0 |
3,067.0 |
11.0 |
0.4% |
3,039.0 |
| Close |
3,067.0 |
3,075.0 |
8.0 |
0.3% |
3,072.0 |
| Range |
22.0 |
25.0 |
3.0 |
13.6% |
57.0 |
| ATR |
43.5 |
42.2 |
-1.3 |
-3.0% |
0.0 |
| Volume |
33,781 |
30,159 |
-3,622 |
-10.7% |
30,925 |
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,153.0 |
3,139.0 |
3,088.8 |
|
| R3 |
3,128.0 |
3,114.0 |
3,081.9 |
|
| R2 |
3,103.0 |
3,103.0 |
3,079.6 |
|
| R1 |
3,089.0 |
3,089.0 |
3,077.3 |
3,083.5 |
| PP |
3,078.0 |
3,078.0 |
3,078.0 |
3,075.3 |
| S1 |
3,064.0 |
3,064.0 |
3,072.7 |
3,058.5 |
| S2 |
3,053.0 |
3,053.0 |
3,070.4 |
|
| S3 |
3,028.0 |
3,039.0 |
3,068.1 |
|
| S4 |
3,003.0 |
3,014.0 |
3,061.3 |
|
|
| 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 |
3,092.0 |
2,979.0 |
113.0 |
3.7% |
40.2 |
1.3% |
85% |
True |
False |
25,122 |
| 10 |
3,096.0 |
2,979.0 |
117.0 |
3.8% |
36.1 |
1.2% |
82% |
False |
False |
14,605 |
| 20 |
3,096.0 |
2,931.0 |
165.0 |
5.4% |
35.8 |
1.2% |
87% |
False |
False |
7,896 |
| 40 |
3,108.0 |
2,868.0 |
240.0 |
7.8% |
41.2 |
1.3% |
86% |
False |
False |
4,781 |
| 60 |
3,108.0 |
2,847.0 |
261.0 |
8.5% |
37.8 |
1.2% |
87% |
False |
False |
3,316 |
| 80 |
3,108.0 |
2,847.0 |
261.0 |
8.5% |
30.8 |
1.0% |
87% |
False |
False |
2,672 |
| 100 |
3,108.0 |
2,847.0 |
261.0 |
8.5% |
27.2 |
0.9% |
87% |
False |
False |
2,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,198.3 |
|
2.618 |
3,157.5 |
|
1.618 |
3,132.5 |
|
1.000 |
3,117.0 |
|
0.618 |
3,107.5 |
|
HIGH |
3,092.0 |
|
0.618 |
3,082.5 |
|
0.500 |
3,079.5 |
|
0.382 |
3,076.6 |
|
LOW |
3,067.0 |
|
0.618 |
3,051.6 |
|
1.000 |
3,042.0 |
|
1.618 |
3,026.6 |
|
2.618 |
3,001.6 |
|
4.250 |
2,960.8 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,079.5 |
3,066.2 |
| PP |
3,078.0 |
3,057.3 |
| S1 |
3,076.5 |
3,048.5 |
|