| 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 |
1,330.6 |
1,351.3 |
20.7 |
1.6% |
1,326.0 |
| High |
1,355.3 |
1,352.2 |
-3.1 |
-0.2% |
1,345.9 |
| Low |
1,330.6 |
1,331.9 |
1.3 |
0.1% |
1,319.6 |
| Close |
1,350.6 |
1,338.2 |
-12.4 |
-0.9% |
1,321.9 |
| Range |
24.7 |
20.3 |
-4.4 |
-17.8% |
26.3 |
| ATR |
18.0 |
18.1 |
0.2 |
0.9% |
0.0 |
| Volume |
13,721 |
9,343 |
-4,378 |
-31.9% |
42,922 |
|
| Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,401.7 |
1,390.2 |
1,349.4 |
|
| R3 |
1,381.4 |
1,369.9 |
1,343.8 |
|
| R2 |
1,361.1 |
1,361.1 |
1,341.9 |
|
| R1 |
1,349.6 |
1,349.6 |
1,340.1 |
1,345.2 |
| PP |
1,340.8 |
1,340.8 |
1,340.8 |
1,338.6 |
| S1 |
1,329.3 |
1,329.3 |
1,336.3 |
1,324.9 |
| S2 |
1,320.5 |
1,320.5 |
1,334.5 |
|
| S3 |
1,300.2 |
1,309.0 |
1,332.6 |
|
| S4 |
1,279.9 |
1,288.7 |
1,327.0 |
|
|
| 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% |
18.7 |
1.4% |
52% |
False |
False |
8,884 |
| 10 |
1,355.3 |
1,307.2 |
48.1 |
3.6% |
16.8 |
1.3% |
64% |
False |
False |
8,530 |
| 20 |
1,355.3 |
1,247.5 |
107.8 |
8.1% |
16.3 |
1.2% |
84% |
False |
False |
5,704 |
| 40 |
1,355.3 |
1,219.8 |
135.5 |
10.1% |
16.7 |
1.2% |
87% |
False |
False |
4,894 |
| 60 |
1,355.3 |
1,186.7 |
168.6 |
12.6% |
17.9 |
1.3% |
90% |
False |
False |
3,577 |
| 80 |
1,355.3 |
1,186.7 |
168.6 |
12.6% |
17.6 |
1.3% |
90% |
False |
False |
3,060 |
| 100 |
1,362.0 |
1,186.7 |
175.3 |
13.1% |
17.7 |
1.3% |
86% |
False |
False |
2,574 |
| 120 |
1,376.1 |
1,186.7 |
189.4 |
14.2% |
17.9 |
1.3% |
80% |
False |
False |
2,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,438.5 |
|
2.618 |
1,405.3 |
|
1.618 |
1,385.0 |
|
1.000 |
1,372.5 |
|
0.618 |
1,364.7 |
|
HIGH |
1,352.2 |
|
0.618 |
1,344.4 |
|
0.500 |
1,342.1 |
|
0.382 |
1,339.7 |
|
LOW |
1,331.9 |
|
0.618 |
1,319.4 |
|
1.000 |
1,311.6 |
|
1.618 |
1,299.1 |
|
2.618 |
1,278.8 |
|
4.250 |
1,245.6 |
|
|
| Fisher Pivots for day following 04-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,342.1 |
1,338.0 |
| PP |
1,340.8 |
1,337.8 |
| S1 |
1,339.5 |
1,337.6 |
|