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 |
1,330.3 |
1,330.6 |
0.3 |
0.0% |
1,326.0 |
High |
1,333.5 |
1,355.3 |
21.8 |
1.6% |
1,345.9 |
Low |
1,319.9 |
1,330.6 |
10.7 |
0.8% |
1,319.6 |
Close |
1,321.9 |
1,350.6 |
28.7 |
2.2% |
1,321.9 |
Range |
13.6 |
24.7 |
11.1 |
81.6% |
26.3 |
ATR |
16.8 |
18.0 |
1.2 |
7.1% |
0.0 |
Volume |
14,320 |
13,721 |
-599 |
-4.2% |
42,922 |
|
Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,419.6 |
1,409.8 |
1,364.2 |
|
R3 |
1,394.9 |
1,385.1 |
1,357.4 |
|
R2 |
1,370.2 |
1,370.2 |
1,355.1 |
|
R1 |
1,360.4 |
1,360.4 |
1,352.9 |
1,365.3 |
PP |
1,345.5 |
1,345.5 |
1,345.5 |
1,348.0 |
S1 |
1,335.7 |
1,335.7 |
1,348.3 |
1,340.6 |
S2 |
1,320.8 |
1,320.8 |
1,346.1 |
|
S3 |
1,296.1 |
1,311.0 |
1,343.8 |
|
S4 |
1,271.4 |
1,286.3 |
1,337.0 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,408.0 |
1,391.3 |
1,336.4 |
|
R3 |
1,381.7 |
1,365.0 |
1,329.1 |
|
R2 |
1,355.4 |
1,355.4 |
1,326.7 |
|
R1 |
1,338.7 |
1,338.7 |
1,324.3 |
1,333.9 |
PP |
1,329.1 |
1,329.1 |
1,329.1 |
1,326.8 |
S1 |
1,312.4 |
1,312.4 |
1,319.5 |
1,307.6 |
S2 |
1,302.8 |
1,302.8 |
1,317.1 |
|
S3 |
1,276.5 |
1,286.1 |
1,314.7 |
|
S4 |
1,250.2 |
1,259.8 |
1,307.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,355.3 |
1,319.9 |
35.4 |
2.6% |
17.1 |
1.3% |
87% |
True |
False |
8,528 |
10 |
1,355.3 |
1,307.2 |
48.1 |
3.6% |
16.7 |
1.2% |
90% |
True |
False |
8,077 |
20 |
1,355.3 |
1,241.2 |
114.1 |
8.4% |
16.5 |
1.2% |
96% |
True |
False |
5,374 |
40 |
1,355.3 |
1,219.8 |
135.5 |
10.0% |
16.6 |
1.2% |
97% |
True |
False |
4,721 |
60 |
1,355.3 |
1,186.7 |
168.6 |
12.5% |
18.2 |
1.3% |
97% |
True |
False |
3,438 |
80 |
1,355.3 |
1,186.7 |
168.6 |
12.5% |
17.5 |
1.3% |
97% |
True |
False |
2,950 |
100 |
1,362.0 |
1,186.7 |
175.3 |
13.0% |
17.6 |
1.3% |
93% |
False |
False |
2,485 |
120 |
1,387.7 |
1,186.7 |
201.0 |
14.9% |
17.9 |
1.3% |
82% |
False |
False |
2,143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,460.3 |
2.618 |
1,420.0 |
1.618 |
1,395.3 |
1.000 |
1,380.0 |
0.618 |
1,370.6 |
HIGH |
1,355.3 |
0.618 |
1,345.9 |
0.500 |
1,343.0 |
0.382 |
1,340.0 |
LOW |
1,330.6 |
0.618 |
1,315.3 |
1.000 |
1,305.9 |
1.618 |
1,290.6 |
2.618 |
1,265.9 |
4.250 |
1,225.6 |
|
|
Fisher Pivots for day following 03-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,348.1 |
1,346.3 |
PP |
1,345.5 |
1,341.9 |
S1 |
1,343.0 |
1,337.6 |
|