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 |
1,847.75 |
1,840.00 |
-7.75 |
-0.4% |
1,828.25 |
High |
1,859.25 |
1,842.50 |
-16.75 |
-0.9% |
1,859.25 |
Low |
1,838.50 |
1,825.00 |
-13.50 |
-0.7% |
1,822.50 |
Close |
1,850.50 |
1,836.00 |
-14.50 |
-0.8% |
1,850.50 |
Range |
20.75 |
17.50 |
-3.25 |
-15.7% |
36.75 |
ATR |
20.15 |
20.53 |
0.38 |
1.9% |
0.00 |
Volume |
19,259 |
31,822 |
12,563 |
65.2% |
53,978 |
|
Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,887.00 |
1,879.00 |
1,845.50 |
|
R3 |
1,869.50 |
1,861.50 |
1,840.75 |
|
R2 |
1,852.00 |
1,852.00 |
1,839.25 |
|
R1 |
1,844.00 |
1,844.00 |
1,837.50 |
1,839.25 |
PP |
1,834.50 |
1,834.50 |
1,834.50 |
1,832.00 |
S1 |
1,826.50 |
1,826.50 |
1,834.50 |
1,821.75 |
S2 |
1,817.00 |
1,817.00 |
1,832.75 |
|
S3 |
1,799.50 |
1,809.00 |
1,831.25 |
|
S4 |
1,782.00 |
1,791.50 |
1,826.50 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,954.25 |
1,939.25 |
1,870.75 |
|
R3 |
1,917.50 |
1,902.50 |
1,860.50 |
|
R2 |
1,880.75 |
1,880.75 |
1,857.25 |
|
R1 |
1,865.75 |
1,865.75 |
1,853.75 |
1,873.25 |
PP |
1,844.00 |
1,844.00 |
1,844.00 |
1,848.00 |
S1 |
1,829.00 |
1,829.00 |
1,847.25 |
1,836.50 |
S2 |
1,807.25 |
1,807.25 |
1,843.75 |
|
S3 |
1,770.50 |
1,792.25 |
1,840.50 |
|
S4 |
1,733.75 |
1,755.50 |
1,830.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,859.25 |
1,825.00 |
34.25 |
1.9% |
17.75 |
1.0% |
32% |
False |
True |
15,821 |
10 |
1,859.25 |
1,810.50 |
48.75 |
2.7% |
17.75 |
1.0% |
52% |
False |
False |
11,382 |
20 |
1,859.25 |
1,725.25 |
134.00 |
7.3% |
21.00 |
1.1% |
83% |
False |
False |
9,859 |
40 |
1,859.25 |
1,725.25 |
134.00 |
7.3% |
20.75 |
1.1% |
83% |
False |
False |
7,419 |
60 |
1,859.25 |
1,725.25 |
134.00 |
7.3% |
18.50 |
1.0% |
83% |
False |
False |
5,174 |
80 |
1,859.25 |
1,725.25 |
134.00 |
7.3% |
17.00 |
0.9% |
83% |
False |
False |
3,908 |
100 |
1,859.25 |
1,631.50 |
227.75 |
12.4% |
16.00 |
0.9% |
90% |
False |
False |
3,139 |
120 |
1,859.25 |
1,631.50 |
227.75 |
12.4% |
14.75 |
0.8% |
90% |
False |
False |
2,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,917.00 |
2.618 |
1,888.25 |
1.618 |
1,870.75 |
1.000 |
1,860.00 |
0.618 |
1,853.25 |
HIGH |
1,842.50 |
0.618 |
1,835.75 |
0.500 |
1,833.75 |
0.382 |
1,831.75 |
LOW |
1,825.00 |
0.618 |
1,814.25 |
1.000 |
1,807.50 |
1.618 |
1,796.75 |
2.618 |
1,779.25 |
4.250 |
1,750.50 |
|
|
Fisher Pivots for day following 03-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,835.25 |
1,842.00 |
PP |
1,834.50 |
1,840.00 |
S1 |
1,833.75 |
1,838.00 |
|