| 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 |
3,692.00 |
3,677.50 |
-14.50 |
-0.4% |
3,658.75 |
| High |
3,715.50 |
3,677.50 |
-38.00 |
-1.0% |
3,715.50 |
| Low |
3,658.00 |
3,630.25 |
-27.75 |
-0.8% |
3,648.25 |
| Close |
3,688.00 |
3,661.75 |
-26.25 |
-0.7% |
3,688.00 |
| Range |
57.50 |
47.25 |
-10.25 |
-17.8% |
67.25 |
| ATR |
40.78 |
41.99 |
1.21 |
3.0% |
0.00 |
| Volume |
1,442 |
4,579 |
3,137 |
217.5% |
6,420 |
|
| Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,798.25 |
3,777.25 |
3,687.75 |
|
| R3 |
3,751.00 |
3,730.00 |
3,674.75 |
|
| R2 |
3,703.75 |
3,703.75 |
3,670.50 |
|
| R1 |
3,682.75 |
3,682.75 |
3,666.00 |
3,669.50 |
| PP |
3,656.50 |
3,656.50 |
3,656.50 |
3,650.00 |
| S1 |
3,635.50 |
3,635.50 |
3,657.50 |
3,622.50 |
| S2 |
3,609.25 |
3,609.25 |
3,653.00 |
|
| S3 |
3,562.00 |
3,588.25 |
3,648.75 |
|
| S4 |
3,514.75 |
3,541.00 |
3,635.75 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,885.75 |
3,854.00 |
3,725.00 |
|
| R3 |
3,818.50 |
3,786.75 |
3,706.50 |
|
| R2 |
3,751.25 |
3,751.25 |
3,700.25 |
|
| R1 |
3,719.50 |
3,719.50 |
3,694.25 |
3,735.50 |
| PP |
3,684.00 |
3,684.00 |
3,684.00 |
3,691.75 |
| S1 |
3,652.25 |
3,652.25 |
3,681.75 |
3,668.00 |
| S2 |
3,616.75 |
3,616.75 |
3,675.75 |
|
| S3 |
3,549.50 |
3,585.00 |
3,669.50 |
|
| S4 |
3,482.25 |
3,517.75 |
3,651.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,715.50 |
3,630.25 |
85.25 |
2.3% |
42.50 |
1.2% |
37% |
False |
True |
1,810 |
| 10 |
3,715.50 |
3,630.25 |
85.25 |
2.3% |
37.25 |
1.0% |
37% |
False |
True |
1,317 |
| 20 |
3,715.50 |
3,408.00 |
307.50 |
8.4% |
42.75 |
1.2% |
83% |
False |
False |
994 |
| 40 |
3,715.50 |
3,408.00 |
307.50 |
8.4% |
41.75 |
1.1% |
83% |
False |
False |
561 |
| 60 |
3,715.50 |
3,408.00 |
307.50 |
8.4% |
31.75 |
0.9% |
83% |
False |
False |
376 |
| 80 |
3,715.50 |
3,307.00 |
408.50 |
11.2% |
24.75 |
0.7% |
87% |
False |
False |
282 |
| 100 |
3,715.50 |
3,119.75 |
595.75 |
16.3% |
20.50 |
0.6% |
91% |
False |
False |
226 |
| 120 |
3,715.50 |
3,119.75 |
595.75 |
16.3% |
17.00 |
0.5% |
91% |
False |
False |
189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,878.25 |
|
2.618 |
3,801.25 |
|
1.618 |
3,754.00 |
|
1.000 |
3,724.75 |
|
0.618 |
3,706.75 |
|
HIGH |
3,677.50 |
|
0.618 |
3,659.50 |
|
0.500 |
3,654.00 |
|
0.382 |
3,648.25 |
|
LOW |
3,630.25 |
|
0.618 |
3,601.00 |
|
1.000 |
3,583.00 |
|
1.618 |
3,553.75 |
|
2.618 |
3,506.50 |
|
4.250 |
3,429.50 |
|
|
| Fisher Pivots for day following 03-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,659.00 |
3,673.00 |
| PP |
3,656.50 |
3,669.25 |
| S1 |
3,654.00 |
3,665.50 |
|