| 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 |
1,334.8 |
1,350.5 |
15.7 |
1.2% |
1,320.5 |
| High |
1,354.9 |
1,351.9 |
-3.0 |
-0.2% |
1,344.7 |
| Low |
1,334.8 |
1,333.1 |
-1.7 |
-0.1% |
1,320.5 |
| Close |
1,350.9 |
1,338.5 |
-12.4 |
-0.9% |
1,322.2 |
| Range |
20.1 |
18.8 |
-1.3 |
-6.5% |
24.2 |
| ATR |
16.0 |
16.2 |
0.2 |
1.3% |
0.0 |
| Volume |
1,442 |
1,013 |
-429 |
-29.8% |
9,846 |
|
| Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,397.6 |
1,386.8 |
1,348.8 |
|
| R3 |
1,378.8 |
1,368.0 |
1,343.7 |
|
| R2 |
1,360.0 |
1,360.0 |
1,341.9 |
|
| R1 |
1,349.2 |
1,349.2 |
1,340.2 |
1,345.2 |
| PP |
1,341.2 |
1,341.2 |
1,341.2 |
1,339.2 |
| S1 |
1,330.4 |
1,330.4 |
1,336.8 |
1,326.4 |
| S2 |
1,322.4 |
1,322.4 |
1,335.1 |
|
| S3 |
1,303.6 |
1,311.6 |
1,333.3 |
|
| S4 |
1,284.8 |
1,292.8 |
1,328.2 |
|
|
| 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% |
16.1 |
1.2% |
50% |
False |
False |
1,338 |
| 10 |
1,354.9 |
1,309.5 |
45.4 |
3.4% |
14.0 |
1.0% |
64% |
False |
False |
1,705 |
| 20 |
1,354.9 |
1,249.5 |
105.4 |
7.9% |
13.8 |
1.0% |
84% |
False |
False |
1,488 |
| 40 |
1,354.9 |
1,221.9 |
133.0 |
9.9% |
13.0 |
1.0% |
88% |
False |
False |
1,507 |
| 60 |
1,354.9 |
1,187.2 |
167.7 |
12.5% |
13.0 |
1.0% |
90% |
False |
False |
1,104 |
| 80 |
1,354.9 |
1,187.2 |
167.7 |
12.5% |
12.1 |
0.9% |
90% |
False |
False |
943 |
| 100 |
1,359.7 |
1,187.2 |
172.5 |
12.9% |
11.5 |
0.9% |
88% |
False |
False |
788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,431.8 |
|
2.618 |
1,401.1 |
|
1.618 |
1,382.3 |
|
1.000 |
1,370.7 |
|
0.618 |
1,363.5 |
|
HIGH |
1,351.9 |
|
0.618 |
1,344.7 |
|
0.500 |
1,342.5 |
|
0.382 |
1,340.3 |
|
LOW |
1,333.1 |
|
0.618 |
1,321.5 |
|
1.000 |
1,314.3 |
|
1.618 |
1,302.7 |
|
2.618 |
1,283.9 |
|
4.250 |
1,253.2 |
|
|
| Fisher Pivots for day following 04-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,342.5 |
1,338.5 |
| PP |
1,341.2 |
1,338.4 |
| S1 |
1,339.8 |
1,338.4 |
|