Trading Metrics calculated at close of trading on 05-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,350.5 |
1,336.1 |
-14.4 |
-1.1% |
1,320.5 |
High |
1,351.9 |
1,341.7 |
-10.2 |
-0.8% |
1,344.7 |
Low |
1,333.1 |
1,334.2 |
1.1 |
0.1% |
1,320.5 |
Close |
1,338.5 |
1,340.9 |
2.4 |
0.2% |
1,322.2 |
Range |
18.8 |
7.5 |
-11.3 |
-60.1% |
24.2 |
ATR |
16.2 |
15.6 |
-0.6 |
-3.8% |
0.0 |
Volume |
1,013 |
1,091 |
78 |
7.7% |
9,846 |
|
Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.4 |
1,358.7 |
1,345.0 |
|
R3 |
1,353.9 |
1,351.2 |
1,343.0 |
|
R2 |
1,346.4 |
1,346.4 |
1,342.3 |
|
R1 |
1,343.7 |
1,343.7 |
1,341.6 |
1,345.1 |
PP |
1,338.9 |
1,338.9 |
1,338.9 |
1,339.6 |
S1 |
1,336.2 |
1,336.2 |
1,340.2 |
1,337.6 |
S2 |
1,331.4 |
1,331.4 |
1,339.5 |
|
S3 |
1,323.9 |
1,328.7 |
1,338.8 |
|
S4 |
1,316.4 |
1,321.2 |
1,336.8 |
|
|
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% |
13.4 |
1.0% |
58% |
False |
False |
1,378 |
10 |
1,354.9 |
1,309.5 |
45.4 |
3.4% |
13.5 |
1.0% |
69% |
False |
False |
1,614 |
20 |
1,354.9 |
1,254.7 |
100.2 |
7.5% |
13.6 |
1.0% |
86% |
False |
False |
1,468 |
40 |
1,354.9 |
1,221.9 |
133.0 |
9.9% |
12.5 |
0.9% |
89% |
False |
False |
1,521 |
60 |
1,354.9 |
1,187.2 |
167.7 |
12.5% |
12.9 |
1.0% |
92% |
False |
False |
1,108 |
80 |
1,354.9 |
1,187.2 |
167.7 |
12.5% |
12.1 |
0.9% |
92% |
False |
False |
952 |
100 |
1,359.7 |
1,187.2 |
172.5 |
12.9% |
11.5 |
0.9% |
89% |
False |
False |
796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,373.6 |
2.618 |
1,361.3 |
1.618 |
1,353.8 |
1.000 |
1,349.2 |
0.618 |
1,346.3 |
HIGH |
1,341.7 |
0.618 |
1,338.8 |
0.500 |
1,338.0 |
0.382 |
1,337.1 |
LOW |
1,334.2 |
0.618 |
1,329.6 |
1.000 |
1,326.7 |
1.618 |
1,322.1 |
2.618 |
1,314.6 |
4.250 |
1,302.3 |
|
|
Fisher Pivots for day following 05-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,339.9 |
1,344.0 |
PP |
1,338.9 |
1,343.0 |
S1 |
1,338.0 |
1,341.9 |
|