| 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 |
6,795.0 |
6,730.5 |
-64.5 |
-0.9% |
6,791.5 |
| High |
6,808.0 |
6,730.5 |
-77.5 |
-1.1% |
6,858.0 |
| Low |
6,743.0 |
6,643.5 |
-99.5 |
-1.5% |
6,705.0 |
| Close |
6,775.5 |
6,681.0 |
-94.5 |
-1.4% |
6,775.5 |
| Range |
65.0 |
87.0 |
22.0 |
33.8% |
153.0 |
| ATR |
78.9 |
82.7 |
3.8 |
4.8% |
0.0 |
| Volume |
155,433 |
136,697 |
-18,736 |
-12.1% |
664,558 |
|
| Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,946.0 |
6,900.5 |
6,729.0 |
|
| R3 |
6,859.0 |
6,813.5 |
6,705.0 |
|
| R2 |
6,772.0 |
6,772.0 |
6,697.0 |
|
| R1 |
6,726.5 |
6,726.5 |
6,689.0 |
6,706.0 |
| PP |
6,685.0 |
6,685.0 |
6,685.0 |
6,674.5 |
| S1 |
6,639.5 |
6,639.5 |
6,673.0 |
6,619.0 |
| S2 |
6,598.0 |
6,598.0 |
6,665.0 |
|
| S3 |
6,511.0 |
6,552.5 |
6,657.0 |
|
| S4 |
6,424.0 |
6,465.5 |
6,633.0 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,238.5 |
7,160.0 |
6,859.5 |
|
| R3 |
7,085.5 |
7,007.0 |
6,817.5 |
|
| R2 |
6,932.5 |
6,932.5 |
6,803.5 |
|
| R1 |
6,854.0 |
6,854.0 |
6,789.5 |
6,817.0 |
| PP |
6,779.5 |
6,779.5 |
6,779.5 |
6,761.0 |
| S1 |
6,701.0 |
6,701.0 |
6,761.5 |
6,664.0 |
| S2 |
6,626.5 |
6,626.5 |
6,747.5 |
|
| S3 |
6,473.5 |
6,548.0 |
6,733.5 |
|
| S4 |
6,320.5 |
6,395.0 |
6,691.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,834.5 |
6,643.5 |
191.0 |
2.9% |
76.5 |
1.1% |
20% |
False |
True |
129,129 |
| 10 |
6,858.0 |
6,643.5 |
214.5 |
3.2% |
78.5 |
1.2% |
17% |
False |
True |
130,997 |
| 20 |
6,858.0 |
6,358.0 |
500.0 |
7.5% |
75.0 |
1.1% |
65% |
False |
False |
116,923 |
| 40 |
6,858.0 |
6,344.5 |
513.5 |
7.7% |
78.0 |
1.2% |
66% |
False |
False |
113,187 |
| 60 |
6,858.0 |
6,344.5 |
513.5 |
7.7% |
73.5 |
1.1% |
66% |
False |
False |
100,896 |
| 80 |
6,858.0 |
6,344.5 |
513.5 |
7.7% |
67.5 |
1.0% |
66% |
False |
False |
76,574 |
| 100 |
6,858.0 |
6,311.0 |
547.0 |
8.2% |
60.5 |
0.9% |
68% |
False |
False |
61,307 |
| 120 |
6,858.0 |
6,275.0 |
583.0 |
8.7% |
52.0 |
0.8% |
70% |
False |
False |
51,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,100.0 |
|
2.618 |
6,958.5 |
|
1.618 |
6,871.5 |
|
1.000 |
6,817.5 |
|
0.618 |
6,784.5 |
|
HIGH |
6,730.5 |
|
0.618 |
6,697.5 |
|
0.500 |
6,687.0 |
|
0.382 |
6,676.5 |
|
LOW |
6,643.5 |
|
0.618 |
6,589.5 |
|
1.000 |
6,556.5 |
|
1.618 |
6,502.5 |
|
2.618 |
6,415.5 |
|
4.250 |
6,274.0 |
|
|
| Fisher Pivots for day following 03-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,687.0 |
6,726.0 |
| PP |
6,685.0 |
6,711.0 |
| S1 |
6,683.0 |
6,696.0 |
|