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 |
16,273.23 |
16,321.71 |
48.48 |
0.3% |
16,102.27 |
High |
16,398.95 |
16,321.71 |
-77.24 |
-0.5% |
16,398.95 |
Low |
16,226.09 |
16,071.25 |
-154.84 |
-1.0% |
16,102.27 |
Close |
16,321.71 |
16,168.03 |
-153.68 |
-0.9% |
16,321.71 |
Range |
172.86 |
250.46 |
77.60 |
44.9% |
296.68 |
ATR |
149.74 |
156.94 |
7.19 |
4.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,938.38 |
16,803.66 |
16,305.78 |
|
R3 |
16,687.92 |
16,553.20 |
16,236.91 |
|
R2 |
16,437.46 |
16,437.46 |
16,213.95 |
|
R1 |
16,302.74 |
16,302.74 |
16,190.99 |
16,244.87 |
PP |
16,187.00 |
16,187.00 |
16,187.00 |
16,158.06 |
S1 |
16,052.28 |
16,052.28 |
16,145.07 |
15,994.41 |
S2 |
15,936.54 |
15,936.54 |
16,122.11 |
|
S3 |
15,686.08 |
15,801.82 |
16,099.15 |
|
S4 |
15,435.62 |
15,551.36 |
16,030.28 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,164.35 |
17,039.71 |
16,484.88 |
|
R3 |
16,867.67 |
16,743.03 |
16,403.30 |
|
R2 |
16,570.99 |
16,570.99 |
16,376.10 |
|
R1 |
16,446.35 |
16,446.35 |
16,348.91 |
16,508.67 |
PP |
16,274.31 |
16,274.31 |
16,274.31 |
16,305.47 |
S1 |
16,149.67 |
16,149.67 |
16,294.51 |
16,211.99 |
S2 |
15,977.63 |
15,977.63 |
16,267.32 |
|
S3 |
15,680.95 |
15,852.99 |
16,240.12 |
|
S4 |
15,384.27 |
15,556.31 |
16,158.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,398.95 |
16,071.25 |
327.70 |
2.0% |
148.66 |
0.9% |
30% |
False |
True |
|
10 |
16,398.95 |
16,006.59 |
392.36 |
2.4% |
144.86 |
0.9% |
41% |
False |
False |
|
20 |
16,398.95 |
15,340.69 |
1,058.26 |
6.5% |
159.59 |
1.0% |
78% |
False |
False |
|
40 |
16,562.32 |
15,340.69 |
1,221.63 |
7.6% |
158.50 |
1.0% |
68% |
False |
False |
|
60 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
144.64 |
0.9% |
66% |
False |
False |
|
80 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
135.29 |
0.8% |
66% |
False |
False |
|
100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.6% |
133.82 |
0.8% |
78% |
False |
False |
|
120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.6% |
132.41 |
0.8% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,386.17 |
2.618 |
16,977.41 |
1.618 |
16,726.95 |
1.000 |
16,572.17 |
0.618 |
16,476.49 |
HIGH |
16,321.71 |
0.618 |
16,226.03 |
0.500 |
16,196.48 |
0.382 |
16,166.93 |
LOW |
16,071.25 |
0.618 |
15,916.47 |
1.000 |
15,820.79 |
1.618 |
15,666.01 |
2.618 |
15,415.55 |
4.250 |
15,006.80 |
|
|
Fisher Pivots for day following 03-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
16,196.48 |
16,235.10 |
PP |
16,187.00 |
16,212.74 |
S1 |
16,177.51 |
16,190.39 |
|