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 |
1,332.0 |
1,334.8 |
2.8 |
0.2% |
1,320.5 |
High |
1,333.7 |
1,354.9 |
21.2 |
1.6% |
1,344.7 |
Low |
1,321.8 |
1,334.8 |
13.0 |
1.0% |
1,320.5 |
Close |
1,322.2 |
1,350.9 |
28.7 |
2.2% |
1,322.2 |
Range |
11.9 |
20.1 |
8.2 |
68.9% |
24.2 |
ATR |
14.7 |
16.0 |
1.3 |
8.7% |
0.0 |
Volume |
2,440 |
1,442 |
-998 |
-40.9% |
9,846 |
|
Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,407.2 |
1,399.1 |
1,362.0 |
|
R3 |
1,387.1 |
1,379.0 |
1,356.4 |
|
R2 |
1,367.0 |
1,367.0 |
1,354.6 |
|
R1 |
1,358.9 |
1,358.9 |
1,352.7 |
1,363.0 |
PP |
1,346.9 |
1,346.9 |
1,346.9 |
1,348.9 |
S1 |
1,338.8 |
1,338.8 |
1,349.1 |
1,342.9 |
S2 |
1,326.8 |
1,326.8 |
1,347.2 |
|
S3 |
1,306.7 |
1,318.7 |
1,345.4 |
|
S4 |
1,286.6 |
1,298.6 |
1,339.8 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,401.7 |
1,386.2 |
1,335.5 |
|
R3 |
1,377.5 |
1,362.0 |
1,328.9 |
|
R2 |
1,353.3 |
1,353.3 |
1,326.6 |
|
R1 |
1,337.8 |
1,337.8 |
1,324.4 |
1,345.6 |
PP |
1,329.1 |
1,329.1 |
1,329.1 |
1,333.0 |
S1 |
1,313.6 |
1,313.6 |
1,320.0 |
1,321.4 |
S2 |
1,304.9 |
1,304.9 |
1,317.8 |
|
S3 |
1,280.7 |
1,289.4 |
1,315.5 |
|
S4 |
1,256.5 |
1,265.2 |
1,308.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,354.9 |
1,321.8 |
33.1 |
2.5% |
14.5 |
1.1% |
88% |
True |
False |
1,540 |
10 |
1,354.9 |
1,309.5 |
45.4 |
3.4% |
13.9 |
1.0% |
91% |
True |
False |
1,701 |
20 |
1,354.9 |
1,242.0 |
112.9 |
8.4% |
14.0 |
1.0% |
96% |
True |
False |
1,468 |
40 |
1,354.9 |
1,221.9 |
133.0 |
9.8% |
12.8 |
0.9% |
97% |
True |
False |
1,489 |
60 |
1,354.9 |
1,187.2 |
167.7 |
12.4% |
13.3 |
1.0% |
98% |
True |
False |
1,096 |
80 |
1,354.9 |
1,187.2 |
167.7 |
12.4% |
11.9 |
0.9% |
98% |
True |
False |
934 |
100 |
1,359.7 |
1,187.2 |
172.5 |
12.8% |
11.3 |
0.8% |
95% |
False |
False |
778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,440.3 |
2.618 |
1,407.5 |
1.618 |
1,387.4 |
1.000 |
1,375.0 |
0.618 |
1,367.3 |
HIGH |
1,354.9 |
0.618 |
1,347.2 |
0.500 |
1,344.9 |
0.382 |
1,342.5 |
LOW |
1,334.8 |
0.618 |
1,322.4 |
1.000 |
1,314.7 |
1.618 |
1,302.3 |
2.618 |
1,282.2 |
4.250 |
1,249.4 |
|
|
Fisher Pivots for day following 03-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,348.9 |
1,346.7 |
PP |
1,346.9 |
1,342.5 |
S1 |
1,344.9 |
1,338.4 |
|