| 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 |
14,955 |
14,905 |
-50 |
-0.3% |
14,815 |
| High |
14,995 |
15,340 |
345 |
2.3% |
15,105 |
| Low |
14,885 |
14,870 |
-15 |
-0.1% |
14,660 |
| Close |
14,900 |
15,300 |
400 |
2.7% |
14,930 |
| Range |
110 |
470 |
360 |
327.3% |
445 |
| ATR |
350 |
359 |
9 |
2.4% |
0 |
| Volume |
11,058 |
27,247 |
16,189 |
146.4% |
76,492 |
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,580 |
16,410 |
15,559 |
|
| R3 |
16,110 |
15,940 |
15,429 |
|
| R2 |
15,640 |
15,640 |
15,386 |
|
| R1 |
15,470 |
15,470 |
15,343 |
15,555 |
| PP |
15,170 |
15,170 |
15,170 |
15,213 |
| S1 |
15,000 |
15,000 |
15,257 |
15,085 |
| S2 |
14,700 |
14,700 |
15,214 |
|
| S3 |
14,230 |
14,530 |
15,171 |
|
| S4 |
13,760 |
14,060 |
15,042 |
|
|
| 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 |
15,340 |
14,440 |
900 |
5.9% |
336 |
2.2% |
96% |
True |
False |
19,044 |
| 10 |
15,340 |
14,440 |
900 |
5.9% |
325 |
2.1% |
96% |
True |
False |
16,787 |
| 20 |
15,340 |
14,135 |
1,205 |
7.9% |
345 |
2.3% |
97% |
True |
False |
17,932 |
| 40 |
16,190 |
13,945 |
2,245 |
14.7% |
367 |
2.4% |
60% |
False |
False |
19,603 |
| 60 |
16,450 |
13,945 |
2,505 |
16.4% |
333 |
2.2% |
54% |
False |
False |
17,129 |
| 80 |
16,450 |
13,945 |
2,505 |
16.4% |
311 |
2.0% |
54% |
False |
False |
13,021 |
| 100 |
16,450 |
13,945 |
2,505 |
16.4% |
264 |
1.7% |
54% |
False |
False |
10,418 |
| 120 |
16,450 |
13,905 |
2,545 |
16.6% |
235 |
1.5% |
55% |
False |
False |
8,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,338 |
|
2.618 |
16,571 |
|
1.618 |
16,101 |
|
1.000 |
15,810 |
|
0.618 |
15,631 |
|
HIGH |
15,340 |
|
0.618 |
15,161 |
|
0.500 |
15,105 |
|
0.382 |
15,050 |
|
LOW |
14,870 |
|
0.618 |
14,580 |
|
1.000 |
14,400 |
|
1.618 |
14,110 |
|
2.618 |
13,640 |
|
4.250 |
12,873 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
15,235 |
15,179 |
| PP |
15,170 |
15,058 |
| S1 |
15,105 |
14,938 |
|