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 |
9,638.5 |
9,557.5 |
-81.0 |
-0.8% |
9,648.5 |
High |
9,714.0 |
9,557.5 |
-156.5 |
-1.6% |
9,755.5 |
Low |
9,590.0 |
9,347.5 |
-242.5 |
-2.5% |
9,520.0 |
Close |
9,689.5 |
9,397.0 |
-292.5 |
-3.0% |
9,689.5 |
Range |
124.0 |
210.0 |
86.0 |
69.4% |
235.5 |
ATR |
123.1 |
138.7 |
15.6 |
12.7% |
0.0 |
Volume |
1,837 |
3,605 |
1,768 |
96.2% |
3,282 |
|
Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,064.0 |
9,940.5 |
9,512.5 |
|
R3 |
9,854.0 |
9,730.5 |
9,454.8 |
|
R2 |
9,644.0 |
9,644.0 |
9,435.5 |
|
R1 |
9,520.5 |
9,520.5 |
9,416.3 |
9,477.3 |
PP |
9,434.0 |
9,434.0 |
9,434.0 |
9,412.4 |
S1 |
9,310.5 |
9,310.5 |
9,377.8 |
9,267.3 |
S2 |
9,224.0 |
9,224.0 |
9,358.5 |
|
S3 |
9,014.0 |
9,100.5 |
9,339.3 |
|
S4 |
8,804.0 |
8,890.5 |
9,281.5 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,361.5 |
10,261.0 |
9,819.0 |
|
R3 |
10,126.0 |
10,025.5 |
9,754.3 |
|
R2 |
9,890.5 |
9,890.5 |
9,732.7 |
|
R1 |
9,790.0 |
9,790.0 |
9,711.1 |
9,840.3 |
PP |
9,655.0 |
9,655.0 |
9,655.0 |
9,680.1 |
S1 |
9,554.5 |
9,554.5 |
9,667.9 |
9,604.8 |
S2 |
9,419.5 |
9,419.5 |
9,646.3 |
|
S3 |
9,184.0 |
9,319.0 |
9,624.7 |
|
S4 |
8,948.5 |
9,083.5 |
9,560.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,744.0 |
9,347.5 |
396.5 |
4.2% |
138.7 |
1.5% |
12% |
False |
True |
1,325 |
10 |
9,755.5 |
9,347.5 |
408.0 |
4.3% |
119.4 |
1.3% |
12% |
False |
True |
760 |
20 |
9,755.5 |
9,036.0 |
719.5 |
7.7% |
113.9 |
1.2% |
50% |
False |
False |
448 |
40 |
9,819.0 |
9,036.0 |
783.0 |
8.3% |
126.2 |
1.3% |
46% |
False |
False |
301 |
60 |
9,819.0 |
9,020.0 |
799.0 |
8.5% |
114.9 |
1.2% |
47% |
False |
False |
234 |
80 |
9,819.0 |
9,000.0 |
819.0 |
8.7% |
99.5 |
1.1% |
48% |
False |
False |
194 |
100 |
9,819.0 |
8,521.5 |
1,297.5 |
13.8% |
88.9 |
0.9% |
67% |
False |
False |
172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,450.0 |
2.618 |
10,107.3 |
1.618 |
9,897.3 |
1.000 |
9,767.5 |
0.618 |
9,687.3 |
HIGH |
9,557.5 |
0.618 |
9,477.3 |
0.500 |
9,452.5 |
0.382 |
9,427.7 |
LOW |
9,347.5 |
0.618 |
9,217.7 |
1.000 |
9,137.5 |
1.618 |
9,007.7 |
2.618 |
8,797.7 |
4.250 |
8,455.0 |
|
|
Fisher Pivots for day following 03-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
9,452.5 |
9,530.8 |
PP |
9,434.0 |
9,486.2 |
S1 |
9,415.5 |
9,441.6 |
|