| 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 |
6,730.5 |
6,693.0 |
-37.5 |
-0.6% |
6,791.5 |
| High |
6,730.5 |
6,804.5 |
74.0 |
1.1% |
6,858.0 |
| Low |
6,643.5 |
6,693.0 |
49.5 |
0.7% |
6,705.0 |
| Close |
6,681.0 |
6,795.0 |
114.0 |
1.7% |
6,775.5 |
| Range |
87.0 |
111.5 |
24.5 |
28.2% |
153.0 |
| ATR |
82.7 |
85.6 |
2.9 |
3.5% |
0.0 |
| Volume |
136,697 |
86,822 |
-49,875 |
-36.5% |
664,558 |
|
| Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,098.5 |
7,058.5 |
6,856.5 |
|
| R3 |
6,987.0 |
6,947.0 |
6,825.5 |
|
| R2 |
6,875.5 |
6,875.5 |
6,815.5 |
|
| R1 |
6,835.5 |
6,835.5 |
6,805.0 |
6,855.5 |
| PP |
6,764.0 |
6,764.0 |
6,764.0 |
6,774.0 |
| S1 |
6,724.0 |
6,724.0 |
6,785.0 |
6,744.0 |
| S2 |
6,652.5 |
6,652.5 |
6,774.5 |
|
| S3 |
6,541.0 |
6,612.5 |
6,764.5 |
|
| S4 |
6,429.5 |
6,501.0 |
6,733.5 |
|
|
| 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 |
6,809.5 |
6,643.5 |
166.0 |
2.4% |
84.5 |
1.2% |
91% |
False |
False |
127,824 |
| 10 |
6,858.0 |
6,643.5 |
214.5 |
3.2% |
80.5 |
1.2% |
71% |
False |
False |
126,292 |
| 20 |
6,858.0 |
6,360.0 |
498.0 |
7.3% |
77.0 |
1.1% |
87% |
False |
False |
115,582 |
| 40 |
6,858.0 |
6,344.5 |
513.5 |
7.6% |
79.5 |
1.2% |
88% |
False |
False |
113,404 |
| 60 |
6,858.0 |
6,344.5 |
513.5 |
7.6% |
74.5 |
1.1% |
88% |
False |
False |
102,234 |
| 80 |
6,858.0 |
6,344.5 |
513.5 |
7.6% |
67.0 |
1.0% |
88% |
False |
False |
77,646 |
| 100 |
6,858.0 |
6,344.5 |
513.5 |
7.6% |
61.0 |
0.9% |
88% |
False |
False |
62,175 |
| 120 |
6,858.0 |
6,275.0 |
583.0 |
8.6% |
53.0 |
0.8% |
89% |
False |
False |
51,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,278.5 |
|
2.618 |
7,096.5 |
|
1.618 |
6,985.0 |
|
1.000 |
6,916.0 |
|
0.618 |
6,873.5 |
|
HIGH |
6,804.5 |
|
0.618 |
6,762.0 |
|
0.500 |
6,749.0 |
|
0.382 |
6,735.5 |
|
LOW |
6,693.0 |
|
0.618 |
6,624.0 |
|
1.000 |
6,581.5 |
|
1.618 |
6,512.5 |
|
2.618 |
6,401.0 |
|
4.250 |
6,219.0 |
|
|
| Fisher Pivots for day following 04-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,779.5 |
6,772.0 |
| PP |
6,764.0 |
6,749.0 |
| S1 |
6,749.0 |
6,726.0 |
|