| Trading Metrics calculated at close of trading on 05-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
9,446.0 |
9,577.5 |
131.5 |
1.4% |
9,648.5 |
| High |
9,611.0 |
9,620.0 |
9.0 |
0.1% |
9,755.5 |
| Low |
9,446.0 |
9,553.0 |
107.0 |
1.1% |
9,520.0 |
| Close |
9,608.0 |
9,557.0 |
-51.0 |
-0.5% |
9,689.5 |
| Range |
165.0 |
67.0 |
-98.0 |
-59.4% |
235.5 |
| ATR |
144.1 |
138.6 |
-5.5 |
-3.8% |
0.0 |
| Volume |
3,770 |
911 |
-2,859 |
-75.8% |
3,282 |
|
| Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,777.7 |
9,734.3 |
9,593.9 |
|
| R3 |
9,710.7 |
9,667.3 |
9,575.4 |
|
| R2 |
9,643.7 |
9,643.7 |
9,569.3 |
|
| R1 |
9,600.3 |
9,600.3 |
9,563.1 |
9,588.5 |
| PP |
9,576.7 |
9,576.7 |
9,576.7 |
9,570.8 |
| S1 |
9,533.3 |
9,533.3 |
9,550.9 |
9,521.5 |
| S2 |
9,509.7 |
9,509.7 |
9,544.7 |
|
| S3 |
9,442.7 |
9,466.3 |
9,538.6 |
|
| S4 |
9,375.7 |
9,399.3 |
9,520.2 |
|
|
| 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 |
9,714.0 |
9,347.5 |
366.5 |
3.8% |
148.2 |
1.6% |
57% |
False |
False |
2,089 |
| 10 |
9,755.5 |
9,347.5 |
408.0 |
4.3% |
123.9 |
1.3% |
51% |
False |
False |
1,198 |
| 20 |
9,755.5 |
9,036.0 |
719.5 |
7.5% |
118.7 |
1.2% |
72% |
False |
False |
672 |
| 40 |
9,819.0 |
9,036.0 |
783.0 |
8.2% |
128.6 |
1.3% |
67% |
False |
False |
415 |
| 60 |
9,819.0 |
9,020.0 |
799.0 |
8.4% |
112.9 |
1.2% |
67% |
False |
False |
309 |
| 80 |
9,819.0 |
9,016.0 |
803.0 |
8.4% |
101.5 |
1.1% |
67% |
False |
False |
252 |
| 100 |
9,819.0 |
8,624.0 |
1,195.0 |
12.5% |
90.4 |
0.9% |
78% |
False |
False |
219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,904.8 |
|
2.618 |
9,795.4 |
|
1.618 |
9,728.4 |
|
1.000 |
9,687.0 |
|
0.618 |
9,661.4 |
|
HIGH |
9,620.0 |
|
0.618 |
9,594.4 |
|
0.500 |
9,586.5 |
|
0.382 |
9,578.6 |
|
LOW |
9,553.0 |
|
0.618 |
9,511.6 |
|
1.000 |
9,486.0 |
|
1.618 |
9,444.6 |
|
2.618 |
9,377.6 |
|
4.250 |
9,268.3 |
|
|
| Fisher Pivots for day following 05-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,586.5 |
9,532.6 |
| PP |
9,576.7 |
9,508.2 |
| S1 |
9,566.8 |
9,483.8 |
|