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 |
9,557.5 |
9,446.0 |
-111.5 |
-1.2% |
9,648.5 |
High |
9,557.5 |
9,611.0 |
53.5 |
0.6% |
9,755.5 |
Low |
9,347.5 |
9,446.0 |
98.5 |
1.1% |
9,520.0 |
Close |
9,397.0 |
9,608.0 |
211.0 |
2.2% |
9,689.5 |
Range |
210.0 |
165.0 |
-45.0 |
-21.4% |
235.5 |
ATR |
138.7 |
144.1 |
5.4 |
3.9% |
0.0 |
Volume |
3,605 |
3,770 |
165 |
4.6% |
3,282 |
|
Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,050.0 |
9,994.0 |
9,698.8 |
|
R3 |
9,885.0 |
9,829.0 |
9,653.4 |
|
R2 |
9,720.0 |
9,720.0 |
9,638.3 |
|
R1 |
9,664.0 |
9,664.0 |
9,623.1 |
9,692.0 |
PP |
9,555.0 |
9,555.0 |
9,555.0 |
9,569.0 |
S1 |
9,499.0 |
9,499.0 |
9,592.9 |
9,527.0 |
S2 |
9,390.0 |
9,390.0 |
9,577.8 |
|
S3 |
9,225.0 |
9,334.0 |
9,562.6 |
|
S4 |
9,060.0 |
9,169.0 |
9,517.3 |
|
|
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 |
4.1% |
156.0 |
1.6% |
66% |
False |
False |
2,001 |
10 |
9,755.5 |
9,347.5 |
408.0 |
4.2% |
128.9 |
1.3% |
64% |
False |
False |
1,119 |
20 |
9,755.5 |
9,036.0 |
719.5 |
7.5% |
118.2 |
1.2% |
79% |
False |
False |
632 |
40 |
9,819.0 |
9,036.0 |
783.0 |
8.1% |
128.3 |
1.3% |
73% |
False |
False |
393 |
60 |
9,819.0 |
9,020.0 |
799.0 |
8.3% |
114.4 |
1.2% |
74% |
False |
False |
296 |
80 |
9,819.0 |
9,016.0 |
803.0 |
8.4% |
101.2 |
1.1% |
74% |
False |
False |
241 |
100 |
9,819.0 |
8,521.5 |
1,297.5 |
13.5% |
90.5 |
0.9% |
84% |
False |
False |
210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,312.3 |
2.618 |
10,043.0 |
1.618 |
9,878.0 |
1.000 |
9,776.0 |
0.618 |
9,713.0 |
HIGH |
9,611.0 |
0.618 |
9,548.0 |
0.500 |
9,528.5 |
0.382 |
9,509.0 |
LOW |
9,446.0 |
0.618 |
9,344.0 |
1.000 |
9,281.0 |
1.618 |
9,179.0 |
2.618 |
9,014.0 |
4.250 |
8,744.8 |
|
|
Fisher Pivots for day following 04-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
9,581.5 |
9,582.3 |
PP |
9,555.0 |
9,556.5 |
S1 |
9,528.5 |
9,530.8 |
|