| 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 |
3,665.50 |
3,709.50 |
44.00 |
1.2% |
3,658.75 |
| High |
3,715.50 |
3,725.25 |
9.75 |
0.3% |
3,715.50 |
| Low |
3,665.50 |
3,706.00 |
40.50 |
1.1% |
3,648.25 |
| Close |
3,710.00 |
3,721.25 |
11.25 |
0.3% |
3,688.00 |
| Range |
50.00 |
19.25 |
-30.75 |
-61.5% |
67.25 |
| ATR |
42.83 |
41.15 |
-1.68 |
-3.9% |
0.00 |
| Volume |
1,459 |
1,717 |
258 |
17.7% |
6,420 |
|
| Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,775.25 |
3,767.50 |
3,731.75 |
|
| R3 |
3,756.00 |
3,748.25 |
3,726.50 |
|
| R2 |
3,736.75 |
3,736.75 |
3,724.75 |
|
| R1 |
3,729.00 |
3,729.00 |
3,723.00 |
3,733.00 |
| PP |
3,717.50 |
3,717.50 |
3,717.50 |
3,719.50 |
| S1 |
3,709.75 |
3,709.75 |
3,719.50 |
3,713.50 |
| S2 |
3,698.25 |
3,698.25 |
3,717.75 |
|
| S3 |
3,679.00 |
3,690.50 |
3,716.00 |
|
| S4 |
3,659.75 |
3,671.25 |
3,710.75 |
|
|
| 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 |
3,725.25 |
3,630.25 |
95.00 |
2.6% |
43.25 |
1.2% |
96% |
True |
False |
2,136 |
| 10 |
3,725.25 |
3,630.25 |
95.00 |
2.6% |
38.50 |
1.0% |
96% |
True |
False |
1,532 |
| 20 |
3,725.25 |
3,408.00 |
317.25 |
8.5% |
39.25 |
1.1% |
99% |
True |
False |
1,070 |
| 40 |
3,725.25 |
3,408.00 |
317.25 |
8.5% |
41.75 |
1.1% |
99% |
True |
False |
641 |
| 60 |
3,725.25 |
3,408.00 |
317.25 |
8.5% |
32.75 |
0.9% |
99% |
True |
False |
429 |
| 80 |
3,725.25 |
3,307.00 |
418.25 |
11.2% |
25.50 |
0.7% |
99% |
True |
False |
322 |
| 100 |
3,725.25 |
3,179.00 |
546.25 |
14.7% |
21.00 |
0.6% |
99% |
True |
False |
258 |
| 120 |
3,725.25 |
3,119.75 |
605.50 |
16.3% |
17.75 |
0.5% |
99% |
True |
False |
215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,807.00 |
|
2.618 |
3,775.75 |
|
1.618 |
3,756.50 |
|
1.000 |
3,744.50 |
|
0.618 |
3,737.25 |
|
HIGH |
3,725.25 |
|
0.618 |
3,718.00 |
|
0.500 |
3,715.50 |
|
0.382 |
3,713.25 |
|
LOW |
3,706.00 |
|
0.618 |
3,694.00 |
|
1.000 |
3,686.75 |
|
1.618 |
3,674.75 |
|
2.618 |
3,655.50 |
|
4.250 |
3,624.25 |
|
|
| Fisher Pivots for day following 05-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,719.50 |
3,706.75 |
| PP |
3,717.50 |
3,692.25 |
| S1 |
3,715.50 |
3,677.75 |
|