Trading Metrics calculated at close of trading on 06-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1,336.1 |
1,337.8 |
1.7 |
0.1% |
1,320.5 |
High |
1,341.7 |
1,353.0 |
11.3 |
0.8% |
1,344.7 |
Low |
1,334.2 |
1,333.0 |
-1.2 |
-0.1% |
1,320.5 |
Close |
1,340.9 |
1,352.4 |
11.5 |
0.9% |
1,322.2 |
Range |
7.5 |
20.0 |
12.5 |
166.7% |
24.2 |
ATR |
15.6 |
15.9 |
0.3 |
2.0% |
0.0 |
Volume |
1,091 |
937 |
-154 |
-14.1% |
9,846 |
|
Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,406.1 |
1,399.3 |
1,363.4 |
|
R3 |
1,386.1 |
1,379.3 |
1,357.9 |
|
R2 |
1,366.1 |
1,366.1 |
1,356.1 |
|
R1 |
1,359.3 |
1,359.3 |
1,354.2 |
1,362.7 |
PP |
1,346.1 |
1,346.1 |
1,346.1 |
1,347.9 |
S1 |
1,339.3 |
1,339.3 |
1,350.6 |
1,342.7 |
S2 |
1,326.1 |
1,326.1 |
1,348.7 |
|
S3 |
1,306.1 |
1,319.3 |
1,346.9 |
|
S4 |
1,286.1 |
1,299.3 |
1,341.4 |
|
|
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 |
2.4% |
15.7 |
1.2% |
92% |
False |
False |
1,384 |
10 |
1,354.9 |
1,320.2 |
34.7 |
2.6% |
14.5 |
1.1% |
93% |
False |
False |
1,512 |
20 |
1,354.9 |
1,254.7 |
100.2 |
7.4% |
13.8 |
1.0% |
98% |
False |
False |
1,464 |
40 |
1,354.9 |
1,221.9 |
133.0 |
9.8% |
12.8 |
0.9% |
98% |
False |
False |
1,514 |
60 |
1,354.9 |
1,187.2 |
167.7 |
12.4% |
12.9 |
1.0% |
99% |
False |
False |
1,120 |
80 |
1,354.9 |
1,187.2 |
167.7 |
12.4% |
12.3 |
0.9% |
99% |
False |
False |
953 |
100 |
1,359.7 |
1,187.2 |
172.5 |
12.8% |
11.7 |
0.9% |
96% |
False |
False |
805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,438.0 |
2.618 |
1,405.4 |
1.618 |
1,385.4 |
1.000 |
1,373.0 |
0.618 |
1,365.4 |
HIGH |
1,353.0 |
0.618 |
1,345.4 |
0.500 |
1,343.0 |
0.382 |
1,340.6 |
LOW |
1,333.0 |
0.618 |
1,320.6 |
1.000 |
1,313.0 |
1.618 |
1,300.6 |
2.618 |
1,280.6 |
4.250 |
1,248.0 |
|
|
Fisher Pivots for day following 06-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1,349.3 |
1,349.3 |
PP |
1,346.1 |
1,346.1 |
S1 |
1,343.0 |
1,343.0 |
|