| 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 |
14,805 |
14,545 |
-260 |
-1.8% |
14,815 |
| High |
14,805 |
14,990 |
185 |
1.2% |
15,105 |
| Low |
14,440 |
14,535 |
95 |
0.7% |
14,660 |
| Close |
14,520 |
14,985 |
465 |
3.2% |
14,930 |
| Range |
365 |
455 |
90 |
24.7% |
445 |
| ATR |
361 |
369 |
8 |
2.2% |
0 |
| Volume |
24,541 |
16,621 |
-7,920 |
-32.3% |
76,492 |
|
| Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,202 |
16,048 |
15,235 |
|
| R3 |
15,747 |
15,593 |
15,110 |
|
| R2 |
15,292 |
15,292 |
15,069 |
|
| R1 |
15,138 |
15,138 |
15,027 |
15,215 |
| PP |
14,837 |
14,837 |
14,837 |
14,875 |
| S1 |
14,683 |
14,683 |
14,943 |
14,760 |
| S2 |
14,382 |
14,382 |
14,902 |
|
| S3 |
13,927 |
14,228 |
14,860 |
|
| S4 |
13,472 |
13,773 |
14,735 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,233 |
16,027 |
15,175 |
|
| R3 |
15,788 |
15,582 |
15,053 |
|
| R2 |
15,343 |
15,343 |
15,012 |
|
| R1 |
15,137 |
15,137 |
14,971 |
15,240 |
| PP |
14,898 |
14,898 |
14,898 |
14,950 |
| S1 |
14,692 |
14,692 |
14,889 |
14,795 |
| S2 |
14,453 |
14,453 |
14,849 |
|
| S3 |
14,008 |
14,247 |
14,808 |
|
| S4 |
13,563 |
13,802 |
14,685 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,090 |
14,440 |
650 |
4.3% |
327 |
2.2% |
84% |
False |
False |
18,242 |
| 10 |
15,105 |
14,385 |
720 |
4.8% |
320 |
2.1% |
83% |
False |
False |
16,112 |
| 20 |
15,105 |
13,945 |
1,160 |
7.7% |
354 |
2.4% |
90% |
False |
False |
18,979 |
| 40 |
16,205 |
13,945 |
2,260 |
15.1% |
368 |
2.5% |
46% |
False |
False |
19,400 |
| 60 |
16,450 |
13,945 |
2,505 |
16.7% |
339 |
2.3% |
42% |
False |
False |
16,642 |
| 80 |
16,450 |
13,945 |
2,505 |
16.7% |
306 |
2.0% |
42% |
False |
False |
12,542 |
| 100 |
16,450 |
13,945 |
2,505 |
16.7% |
262 |
1.7% |
42% |
False |
False |
10,035 |
| 120 |
16,450 |
13,905 |
2,545 |
17.0% |
230 |
1.5% |
42% |
False |
False |
8,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,924 |
|
2.618 |
16,181 |
|
1.618 |
15,726 |
|
1.000 |
15,445 |
|
0.618 |
15,271 |
|
HIGH |
14,990 |
|
0.618 |
14,816 |
|
0.500 |
14,763 |
|
0.382 |
14,709 |
|
LOW |
14,535 |
|
0.618 |
14,254 |
|
1.000 |
14,080 |
|
1.618 |
13,799 |
|
2.618 |
13,344 |
|
4.250 |
12,601 |
|
|
| Fisher Pivots for day following 04-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
14,911 |
14,900 |
| PP |
14,837 |
14,815 |
| S1 |
14,763 |
14,730 |
|