Trading Metrics calculated at close of trading on 05-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,837.50 |
1,863.50 |
26.00 |
1.4% |
1,828.25 |
High |
1,867.75 |
1,868.25 |
0.50 |
0.0% |
1,859.25 |
Low |
1,836.75 |
1,860.75 |
24.00 |
1.3% |
1,822.50 |
Close |
1,864.50 |
1,865.25 |
0.75 |
0.0% |
1,850.50 |
Range |
31.00 |
7.50 |
-23.50 |
-75.8% |
36.75 |
ATR |
21.33 |
20.35 |
-0.99 |
-4.6% |
0.00 |
Volume |
18,028 |
27,182 |
9,154 |
50.8% |
53,978 |
|
Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,887.25 |
1,883.75 |
1,869.50 |
|
R3 |
1,879.75 |
1,876.25 |
1,867.25 |
|
R2 |
1,872.25 |
1,872.25 |
1,866.50 |
|
R1 |
1,868.75 |
1,868.75 |
1,866.00 |
1,870.50 |
PP |
1,864.75 |
1,864.75 |
1,864.75 |
1,865.50 |
S1 |
1,861.25 |
1,861.25 |
1,864.50 |
1,863.00 |
S2 |
1,857.25 |
1,857.25 |
1,864.00 |
|
S3 |
1,849.75 |
1,853.75 |
1,863.25 |
|
S4 |
1,842.25 |
1,846.25 |
1,861.00 |
|
|
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 |
1,868.25 |
1,825.00 |
43.25 |
2.3% |
19.75 |
1.1% |
93% |
True |
False |
22,426 |
10 |
1,868.25 |
1,810.50 |
57.75 |
3.1% |
18.75 |
1.0% |
95% |
True |
False |
14,694 |
20 |
1,868.25 |
1,725.25 |
143.00 |
7.7% |
19.25 |
1.0% |
98% |
True |
False |
11,245 |
40 |
1,868.25 |
1,725.25 |
143.00 |
7.7% |
21.00 |
1.1% |
98% |
True |
False |
8,280 |
60 |
1,868.25 |
1,725.25 |
143.00 |
7.7% |
18.75 |
1.0% |
98% |
True |
False |
5,925 |
80 |
1,868.25 |
1,725.25 |
143.00 |
7.7% |
17.25 |
0.9% |
98% |
True |
False |
4,472 |
100 |
1,868.25 |
1,652.00 |
216.25 |
11.6% |
16.00 |
0.9% |
99% |
True |
False |
3,589 |
120 |
1,868.25 |
1,631.50 |
236.75 |
12.7% |
15.00 |
0.8% |
99% |
True |
False |
3,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,900.00 |
2.618 |
1,888.00 |
1.618 |
1,880.50 |
1.000 |
1,875.75 |
0.618 |
1,873.00 |
HIGH |
1,868.25 |
0.618 |
1,865.50 |
0.500 |
1,864.50 |
0.382 |
1,863.50 |
LOW |
1,860.75 |
0.618 |
1,856.00 |
1.000 |
1,853.25 |
1.618 |
1,848.50 |
2.618 |
1,841.00 |
4.250 |
1,829.00 |
|
|
Fisher Pivots for day following 05-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,865.00 |
1,859.00 |
PP |
1,864.75 |
1,852.75 |
S1 |
1,864.50 |
1,846.50 |
|