| 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 |
16,199 |
16,185 |
-14 |
-0.1% |
15,995 |
| High |
16,315 |
16,185 |
-130 |
-0.8% |
16,315 |
| Low |
16,145 |
16,000 |
-145 |
-0.9% |
15,995 |
| Close |
16,239 |
16,079 |
-160 |
-1.0% |
16,239 |
| Range |
170 |
185 |
15 |
8.8% |
320 |
| ATR |
153 |
159 |
6 |
4.0% |
0 |
| Volume |
351 |
868 |
517 |
147.3% |
1,738 |
|
| Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,643 |
16,546 |
16,181 |
|
| R3 |
16,458 |
16,361 |
16,130 |
|
| R2 |
16,273 |
16,273 |
16,113 |
|
| R1 |
16,176 |
16,176 |
16,096 |
16,132 |
| PP |
16,088 |
16,088 |
16,088 |
16,066 |
| S1 |
15,991 |
15,991 |
16,062 |
15,947 |
| S2 |
15,903 |
15,903 |
16,045 |
|
| S3 |
15,718 |
15,806 |
16,028 |
|
| S4 |
15,533 |
15,621 |
15,977 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,143 |
17,011 |
16,415 |
|
| R3 |
16,823 |
16,691 |
16,327 |
|
| R2 |
16,503 |
16,503 |
16,298 |
|
| R1 |
16,371 |
16,371 |
16,268 |
16,437 |
| PP |
16,183 |
16,183 |
16,183 |
16,216 |
| S1 |
16,051 |
16,051 |
16,210 |
16,117 |
| S2 |
15,863 |
15,863 |
16,180 |
|
| S3 |
15,543 |
15,731 |
16,151 |
|
| S4 |
15,223 |
15,411 |
16,063 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,315 |
16,000 |
315 |
2.0% |
142 |
0.9% |
25% |
False |
True |
470 |
| 10 |
16,315 |
15,893 |
422 |
2.6% |
146 |
0.9% |
44% |
False |
False |
295 |
| 20 |
16,315 |
15,216 |
1,099 |
6.8% |
163 |
1.0% |
79% |
False |
False |
174 |
| 40 |
16,433 |
15,216 |
1,217 |
7.6% |
148 |
0.9% |
71% |
False |
False |
100 |
| 60 |
16,439 |
15,216 |
1,223 |
7.6% |
118 |
0.7% |
71% |
False |
False |
72 |
| 80 |
16,439 |
15,216 |
1,223 |
7.6% |
93 |
0.6% |
71% |
False |
False |
54 |
| 100 |
16,439 |
14,579 |
1,860 |
11.6% |
80 |
0.5% |
81% |
False |
False |
44 |
| 120 |
16,439 |
14,579 |
1,860 |
11.6% |
69 |
0.4% |
81% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,971 |
|
2.618 |
16,669 |
|
1.618 |
16,484 |
|
1.000 |
16,370 |
|
0.618 |
16,299 |
|
HIGH |
16,185 |
|
0.618 |
16,114 |
|
0.500 |
16,093 |
|
0.382 |
16,071 |
|
LOW |
16,000 |
|
0.618 |
15,886 |
|
1.000 |
15,815 |
|
1.618 |
15,701 |
|
2.618 |
15,516 |
|
4.250 |
15,214 |
|
|
| Fisher Pivots for day following 03-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,093 |
16,158 |
| PP |
16,088 |
16,131 |
| S1 |
16,084 |
16,105 |
|