| Trading Metrics calculated at close of trading on 07-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,077.0 |
3,078.0 |
1.0 |
0.0% |
3,030.0 |
| High |
3,092.0 |
3,083.0 |
-9.0 |
-0.3% |
3,092.0 |
| Low |
3,067.0 |
3,025.0 |
-42.0 |
-1.4% |
2,979.0 |
| Close |
3,075.0 |
3,029.0 |
-46.0 |
-1.5% |
3,029.0 |
| Range |
25.0 |
58.0 |
33.0 |
132.0% |
113.0 |
| ATR |
42.2 |
43.3 |
1.1 |
2.7% |
0.0 |
| Volume |
30,159 |
31,566 |
1,407 |
4.7% |
146,561 |
|
| Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,219.7 |
3,182.3 |
3,060.9 |
|
| R3 |
3,161.7 |
3,124.3 |
3,045.0 |
|
| R2 |
3,103.7 |
3,103.7 |
3,039.6 |
|
| R1 |
3,066.3 |
3,066.3 |
3,034.3 |
3,056.0 |
| PP |
3,045.7 |
3,045.7 |
3,045.7 |
3,040.5 |
| S1 |
3,008.3 |
3,008.3 |
3,023.7 |
2,998.0 |
| S2 |
2,987.7 |
2,987.7 |
3,018.4 |
|
| S3 |
2,929.7 |
2,950.3 |
3,013.1 |
|
| S4 |
2,871.7 |
2,892.3 |
2,997.1 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,372.3 |
3,313.7 |
3,091.2 |
|
| R3 |
3,259.3 |
3,200.7 |
3,060.1 |
|
| R2 |
3,146.3 |
3,146.3 |
3,049.7 |
|
| R1 |
3,087.7 |
3,087.7 |
3,039.4 |
3,060.5 |
| PP |
3,033.3 |
3,033.3 |
3,033.3 |
3,019.8 |
| S1 |
2,974.7 |
2,974.7 |
3,018.6 |
2,947.5 |
| S2 |
2,920.3 |
2,920.3 |
3,008.3 |
|
| S3 |
2,807.3 |
2,861.7 |
2,997.9 |
|
| S4 |
2,694.3 |
2,748.7 |
2,966.9 |
|
|
| 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% |
44.8 |
1.5% |
44% |
False |
False |
29,312 |
| 10 |
3,096.0 |
2,979.0 |
117.0 |
3.9% |
39.8 |
1.3% |
43% |
False |
False |
17,748 |
| 20 |
3,096.0 |
2,962.0 |
134.0 |
4.4% |
35.7 |
1.2% |
50% |
False |
False |
8,965 |
| 40 |
3,108.0 |
2,868.0 |
240.0 |
7.9% |
42.1 |
1.4% |
67% |
False |
False |
5,492 |
| 60 |
3,108.0 |
2,847.0 |
261.0 |
8.6% |
38.4 |
1.3% |
70% |
False |
False |
3,842 |
| 80 |
3,108.0 |
2,847.0 |
261.0 |
8.6% |
31.5 |
1.0% |
70% |
False |
False |
3,066 |
| 100 |
3,108.0 |
2,847.0 |
261.0 |
8.6% |
27.7 |
0.9% |
70% |
False |
False |
2,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,329.5 |
|
2.618 |
3,234.8 |
|
1.618 |
3,176.8 |
|
1.000 |
3,141.0 |
|
0.618 |
3,118.8 |
|
HIGH |
3,083.0 |
|
0.618 |
3,060.8 |
|
0.500 |
3,054.0 |
|
0.382 |
3,047.2 |
|
LOW |
3,025.0 |
|
0.618 |
2,989.2 |
|
1.000 |
2,967.0 |
|
1.618 |
2,931.2 |
|
2.618 |
2,873.2 |
|
4.250 |
2,778.5 |
|
|
| Fisher Pivots for day following 07-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,054.0 |
3,058.5 |
| PP |
3,045.7 |
3,048.7 |
| S1 |
3,037.3 |
3,038.8 |
|