| Trading Metrics calculated at close of trading on 06-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,709.50 |
3,722.50 |
13.00 |
0.4% |
3,658.75 |
| High |
3,725.25 |
3,730.00 |
4.75 |
0.1% |
3,715.50 |
| Low |
3,706.00 |
3,702.75 |
-3.25 |
-0.1% |
3,648.25 |
| Close |
3,721.25 |
3,715.00 |
-6.25 |
-0.2% |
3,688.00 |
| Range |
19.25 |
27.25 |
8.00 |
41.6% |
67.25 |
| ATR |
41.15 |
40.16 |
-0.99 |
-2.4% |
0.00 |
| Volume |
1,717 |
1,499 |
-218 |
-12.7% |
6,420 |
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,797.75 |
3,783.50 |
3,730.00 |
|
| R3 |
3,770.50 |
3,756.25 |
3,722.50 |
|
| R2 |
3,743.25 |
3,743.25 |
3,720.00 |
|
| R1 |
3,729.00 |
3,729.00 |
3,717.50 |
3,722.50 |
| PP |
3,716.00 |
3,716.00 |
3,716.00 |
3,712.50 |
| S1 |
3,701.75 |
3,701.75 |
3,712.50 |
3,695.25 |
| S2 |
3,688.75 |
3,688.75 |
3,710.00 |
|
| S3 |
3,661.50 |
3,674.50 |
3,707.50 |
|
| S4 |
3,634.25 |
3,647.25 |
3,700.00 |
|
|
| 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 |
3,730.00 |
3,630.25 |
99.75 |
2.7% |
40.25 |
1.1% |
85% |
True |
False |
2,139 |
| 10 |
3,730.00 |
3,630.25 |
99.75 |
2.7% |
38.00 |
1.0% |
85% |
True |
False |
1,616 |
| 20 |
3,730.00 |
3,447.25 |
282.75 |
7.6% |
38.25 |
1.0% |
95% |
True |
False |
1,080 |
| 40 |
3,730.00 |
3,408.00 |
322.00 |
8.7% |
42.00 |
1.1% |
95% |
True |
False |
678 |
| 60 |
3,730.00 |
3,408.00 |
322.00 |
8.7% |
33.25 |
0.9% |
95% |
True |
False |
454 |
| 80 |
3,730.00 |
3,341.75 |
388.25 |
10.5% |
26.00 |
0.7% |
96% |
True |
False |
341 |
| 100 |
3,730.00 |
3,212.50 |
517.50 |
13.9% |
21.25 |
0.6% |
97% |
True |
False |
273 |
| 120 |
3,730.00 |
3,119.75 |
610.25 |
16.4% |
17.75 |
0.5% |
98% |
True |
False |
227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,845.75 |
|
2.618 |
3,801.25 |
|
1.618 |
3,774.00 |
|
1.000 |
3,757.25 |
|
0.618 |
3,746.75 |
|
HIGH |
3,730.00 |
|
0.618 |
3,719.50 |
|
0.500 |
3,716.50 |
|
0.382 |
3,713.25 |
|
LOW |
3,702.75 |
|
0.618 |
3,686.00 |
|
1.000 |
3,675.50 |
|
1.618 |
3,658.75 |
|
2.618 |
3,631.50 |
|
4.250 |
3,587.00 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,716.50 |
3,709.25 |
| PP |
3,716.00 |
3,703.50 |
| S1 |
3,715.50 |
3,697.75 |
|