| 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 |
16,313 |
16,279 |
-34 |
-0.2% |
15,995 |
| High |
16,349 |
16,366 |
17 |
0.1% |
16,315 |
| Low |
16,263 |
16,279 |
16 |
0.1% |
15,995 |
| Close |
16,286 |
16,343 |
57 |
0.3% |
16,239 |
| Range |
86 |
87 |
1 |
1.2% |
320 |
| ATR |
160 |
155 |
-5 |
-3.3% |
0 |
| Volume |
834 |
2,626 |
1,792 |
214.9% |
1,738 |
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,590 |
16,554 |
16,391 |
|
| R3 |
16,503 |
16,467 |
16,367 |
|
| R2 |
16,416 |
16,416 |
16,359 |
|
| R1 |
16,380 |
16,380 |
16,351 |
16,398 |
| PP |
16,329 |
16,329 |
16,329 |
16,339 |
| S1 |
16,293 |
16,293 |
16,335 |
16,311 |
| S2 |
16,242 |
16,242 |
16,327 |
|
| S3 |
16,155 |
16,206 |
16,319 |
|
| S4 |
16,068 |
16,119 |
16,295 |
|
|
| 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 |
16,366 |
16,000 |
366 |
2.2% |
154 |
0.9% |
94% |
True |
False |
1,338 |
| 10 |
16,366 |
15,995 |
371 |
2.3% |
143 |
0.9% |
94% |
True |
False |
817 |
| 20 |
16,366 |
15,301 |
1,065 |
6.5% |
152 |
0.9% |
98% |
True |
False |
438 |
| 40 |
16,433 |
15,216 |
1,217 |
7.4% |
154 |
0.9% |
93% |
False |
False |
235 |
| 60 |
16,439 |
15,216 |
1,223 |
7.5% |
124 |
0.8% |
92% |
False |
False |
163 |
| 80 |
16,439 |
15,216 |
1,223 |
7.5% |
96 |
0.6% |
92% |
False |
False |
123 |
| 100 |
16,439 |
14,951 |
1,488 |
9.1% |
82 |
0.5% |
94% |
False |
False |
98 |
| 120 |
16,439 |
14,579 |
1,860 |
11.4% |
72 |
0.4% |
95% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,736 |
|
2.618 |
16,594 |
|
1.618 |
16,507 |
|
1.000 |
16,453 |
|
0.618 |
16,420 |
|
HIGH |
16,366 |
|
0.618 |
16,333 |
|
0.500 |
16,323 |
|
0.382 |
16,312 |
|
LOW |
16,279 |
|
0.618 |
16,225 |
|
1.000 |
16,192 |
|
1.618 |
16,138 |
|
2.618 |
16,051 |
|
4.250 |
15,909 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,336 |
16,306 |
| PP |
16,329 |
16,268 |
| S1 |
16,323 |
16,231 |
|