| 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 |
3,677.50 |
3,665.50 |
-12.00 |
-0.3% |
3,658.75 |
| High |
3,677.50 |
3,715.50 |
38.00 |
1.0% |
3,715.50 |
| Low |
3,630.25 |
3,665.50 |
35.25 |
1.0% |
3,648.25 |
| Close |
3,661.75 |
3,710.00 |
48.25 |
1.3% |
3,688.00 |
| Range |
47.25 |
50.00 |
2.75 |
5.8% |
67.25 |
| ATR |
41.99 |
42.83 |
0.84 |
2.0% |
0.00 |
| Volume |
4,579 |
1,459 |
-3,120 |
-68.1% |
6,420 |
|
| Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,847.00 |
3,828.50 |
3,737.50 |
|
| R3 |
3,797.00 |
3,778.50 |
3,723.75 |
|
| R2 |
3,747.00 |
3,747.00 |
3,719.25 |
|
| R1 |
3,728.50 |
3,728.50 |
3,714.50 |
3,737.75 |
| PP |
3,697.00 |
3,697.00 |
3,697.00 |
3,701.50 |
| S1 |
3,678.50 |
3,678.50 |
3,705.50 |
3,687.75 |
| S2 |
3,647.00 |
3,647.00 |
3,700.75 |
|
| S3 |
3,597.00 |
3,628.50 |
3,696.25 |
|
| S4 |
3,547.00 |
3,578.50 |
3,682.50 |
|
|
| 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% |
47.00 |
1.3% |
94% |
True |
False |
1,874 |
| 10 |
3,715.50 |
3,630.25 |
85.25 |
2.3% |
39.75 |
1.1% |
94% |
True |
False |
1,433 |
| 20 |
3,715.50 |
3,408.00 |
307.50 |
8.3% |
40.00 |
1.1% |
98% |
True |
False |
1,027 |
| 40 |
3,715.50 |
3,408.00 |
307.50 |
8.3% |
42.00 |
1.1% |
98% |
True |
False |
598 |
| 60 |
3,715.50 |
3,408.00 |
307.50 |
8.3% |
32.50 |
0.9% |
98% |
True |
False |
400 |
| 80 |
3,715.50 |
3,307.00 |
408.50 |
11.0% |
25.25 |
0.7% |
99% |
True |
False |
301 |
| 100 |
3,715.50 |
3,119.75 |
595.75 |
16.1% |
21.00 |
0.6% |
99% |
True |
False |
241 |
| 120 |
3,715.50 |
3,119.75 |
595.75 |
16.1% |
17.50 |
0.5% |
99% |
True |
False |
201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,928.00 |
|
2.618 |
3,846.50 |
|
1.618 |
3,796.50 |
|
1.000 |
3,765.50 |
|
0.618 |
3,746.50 |
|
HIGH |
3,715.50 |
|
0.618 |
3,696.50 |
|
0.500 |
3,690.50 |
|
0.382 |
3,684.50 |
|
LOW |
3,665.50 |
|
0.618 |
3,634.50 |
|
1.000 |
3,615.50 |
|
1.618 |
3,584.50 |
|
2.618 |
3,534.50 |
|
4.250 |
3,453.00 |
|
|
| Fisher Pivots for day following 04-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,703.50 |
3,697.50 |
| PP |
3,697.00 |
3,685.25 |
| S1 |
3,690.50 |
3,673.00 |
|