| 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 |
16,185 |
16,096 |
-89 |
-0.5% |
15,995 |
| High |
16,185 |
16,338 |
153 |
0.9% |
16,315 |
| Low |
16,000 |
16,096 |
96 |
0.6% |
15,995 |
| Close |
16,079 |
16,313 |
234 |
1.5% |
16,239 |
| Range |
185 |
242 |
57 |
30.8% |
320 |
| ATR |
159 |
166 |
7 |
4.5% |
0 |
| Volume |
868 |
2,013 |
1,145 |
131.9% |
1,738 |
|
| Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,975 |
16,886 |
16,446 |
|
| R3 |
16,733 |
16,644 |
16,380 |
|
| R2 |
16,491 |
16,491 |
16,357 |
|
| R1 |
16,402 |
16,402 |
16,335 |
16,447 |
| PP |
16,249 |
16,249 |
16,249 |
16,271 |
| S1 |
16,160 |
16,160 |
16,291 |
16,205 |
| S2 |
16,007 |
16,007 |
16,269 |
|
| S3 |
15,765 |
15,918 |
16,247 |
|
| S4 |
15,523 |
15,676 |
16,180 |
|
|
| 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 |
16,338 |
16,000 |
338 |
2.1% |
173 |
1.1% |
93% |
True |
False |
801 |
| 10 |
16,338 |
15,893 |
445 |
2.7% |
162 |
1.0% |
94% |
True |
False |
492 |
| 20 |
16,338 |
15,228 |
1,110 |
6.8% |
155 |
0.9% |
98% |
True |
False |
271 |
| 40 |
16,433 |
15,216 |
1,217 |
7.5% |
152 |
0.9% |
90% |
False |
False |
150 |
| 60 |
16,439 |
15,216 |
1,223 |
7.5% |
122 |
0.7% |
90% |
False |
False |
105 |
| 80 |
16,439 |
15,216 |
1,223 |
7.5% |
96 |
0.6% |
90% |
False |
False |
79 |
| 100 |
16,439 |
14,580 |
1,859 |
11.4% |
81 |
0.5% |
93% |
False |
False |
64 |
| 120 |
16,439 |
14,579 |
1,860 |
11.4% |
71 |
0.4% |
93% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,367 |
|
2.618 |
16,972 |
|
1.618 |
16,730 |
|
1.000 |
16,580 |
|
0.618 |
16,488 |
|
HIGH |
16,338 |
|
0.618 |
16,246 |
|
0.500 |
16,217 |
|
0.382 |
16,189 |
|
LOW |
16,096 |
|
0.618 |
15,947 |
|
1.000 |
15,854 |
|
1.618 |
15,705 |
|
2.618 |
15,463 |
|
4.250 |
15,068 |
|
|
| Fisher Pivots for day following 04-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,281 |
16,265 |
| PP |
16,249 |
16,217 |
| S1 |
16,217 |
16,169 |
|