| 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 |
9,577.5 |
9,582.0 |
4.5 |
0.0% |
9,648.5 |
| High |
9,620.0 |
9,608.0 |
-12.0 |
-0.1% |
9,755.5 |
| Low |
9,553.0 |
9,534.0 |
-19.0 |
-0.2% |
9,520.0 |
| Close |
9,557.0 |
9,561.5 |
4.5 |
0.0% |
9,689.5 |
| Range |
67.0 |
74.0 |
7.0 |
10.4% |
235.5 |
| ATR |
138.6 |
134.0 |
-4.6 |
-3.3% |
0.0 |
| Volume |
911 |
2,759 |
1,848 |
202.9% |
3,282 |
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,789.8 |
9,749.7 |
9,602.2 |
|
| R3 |
9,715.8 |
9,675.7 |
9,581.9 |
|
| R2 |
9,641.8 |
9,641.8 |
9,575.1 |
|
| R1 |
9,601.7 |
9,601.7 |
9,568.3 |
9,584.8 |
| PP |
9,567.8 |
9,567.8 |
9,567.8 |
9,559.4 |
| S1 |
9,527.7 |
9,527.7 |
9,554.7 |
9,510.8 |
| S2 |
9,493.8 |
9,493.8 |
9,547.9 |
|
| S3 |
9,419.8 |
9,453.7 |
9,541.2 |
|
| S4 |
9,345.8 |
9,379.7 |
9,520.8 |
|
|
| 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% |
128.0 |
1.3% |
58% |
False |
False |
2,576 |
| 10 |
9,755.5 |
9,347.5 |
408.0 |
4.3% |
119.7 |
1.3% |
52% |
False |
False |
1,444 |
| 20 |
9,755.5 |
9,258.0 |
497.5 |
5.2% |
109.7 |
1.1% |
61% |
False |
False |
801 |
| 40 |
9,819.0 |
9,036.0 |
783.0 |
8.2% |
127.1 |
1.3% |
67% |
False |
False |
482 |
| 60 |
9,819.0 |
9,020.0 |
799.0 |
8.4% |
112.6 |
1.2% |
68% |
False |
False |
354 |
| 80 |
9,819.0 |
9,016.0 |
803.0 |
8.4% |
100.2 |
1.0% |
68% |
False |
False |
286 |
| 100 |
9,819.0 |
8,725.5 |
1,093.5 |
11.4% |
89.7 |
0.9% |
76% |
False |
False |
246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,922.5 |
|
2.618 |
9,801.7 |
|
1.618 |
9,727.7 |
|
1.000 |
9,682.0 |
|
0.618 |
9,653.7 |
|
HIGH |
9,608.0 |
|
0.618 |
9,579.7 |
|
0.500 |
9,571.0 |
|
0.382 |
9,562.3 |
|
LOW |
9,534.0 |
|
0.618 |
9,488.3 |
|
1.000 |
9,460.0 |
|
1.618 |
9,414.3 |
|
2.618 |
9,340.3 |
|
4.250 |
9,219.5 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,571.0 |
9,552.0 |
| PP |
9,567.8 |
9,542.5 |
| S1 |
9,564.7 |
9,533.0 |
|