| 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 |
6,790.0 |
6,758.5 |
-31.5 |
-0.5% |
6,791.5 |
| High |
6,800.0 |
6,790.5 |
-9.5 |
-0.1% |
6,858.0 |
| Low |
6,745.0 |
6,749.5 |
4.5 |
0.1% |
6,705.0 |
| Close |
6,750.0 |
6,764.5 |
14.5 |
0.2% |
6,775.5 |
| Range |
55.0 |
41.0 |
-14.0 |
-25.5% |
153.0 |
| ATR |
83.4 |
80.4 |
-3.0 |
-3.6% |
0.0 |
| Volume |
79,440 |
130,065 |
50,625 |
63.7% |
664,558 |
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,891.0 |
6,869.0 |
6,787.0 |
|
| R3 |
6,850.0 |
6,828.0 |
6,776.0 |
|
| R2 |
6,809.0 |
6,809.0 |
6,772.0 |
|
| R1 |
6,787.0 |
6,787.0 |
6,768.5 |
6,798.0 |
| PP |
6,768.0 |
6,768.0 |
6,768.0 |
6,774.0 |
| S1 |
6,746.0 |
6,746.0 |
6,760.5 |
6,757.0 |
| S2 |
6,727.0 |
6,727.0 |
6,757.0 |
|
| S3 |
6,686.0 |
6,705.0 |
6,753.0 |
|
| S4 |
6,645.0 |
6,664.0 |
6,742.0 |
|
|
| 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 |
6,808.0 |
6,643.5 |
164.5 |
2.4% |
72.0 |
1.1% |
74% |
False |
False |
117,691 |
| 10 |
6,858.0 |
6,643.5 |
214.5 |
3.2% |
74.0 |
1.1% |
56% |
False |
False |
121,026 |
| 20 |
6,858.0 |
6,484.0 |
374.0 |
5.5% |
72.5 |
1.1% |
75% |
False |
False |
113,640 |
| 40 |
6,858.0 |
6,344.5 |
513.5 |
7.6% |
79.0 |
1.2% |
82% |
False |
False |
113,186 |
| 60 |
6,858.0 |
6,344.5 |
513.5 |
7.6% |
74.5 |
1.1% |
82% |
False |
False |
105,460 |
| 80 |
6,858.0 |
6,344.5 |
513.5 |
7.6% |
67.0 |
1.0% |
82% |
False |
False |
80,234 |
| 100 |
6,858.0 |
6,344.5 |
513.5 |
7.6% |
61.5 |
0.9% |
82% |
False |
False |
64,267 |
| 120 |
6,858.0 |
6,275.0 |
583.0 |
8.6% |
54.0 |
0.8% |
84% |
False |
False |
53,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,965.0 |
|
2.618 |
6,898.0 |
|
1.618 |
6,857.0 |
|
1.000 |
6,831.5 |
|
0.618 |
6,816.0 |
|
HIGH |
6,790.5 |
|
0.618 |
6,775.0 |
|
0.500 |
6,770.0 |
|
0.382 |
6,765.0 |
|
LOW |
6,749.5 |
|
0.618 |
6,724.0 |
|
1.000 |
6,708.5 |
|
1.618 |
6,683.0 |
|
2.618 |
6,642.0 |
|
4.250 |
6,575.0 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,770.0 |
6,759.0 |
| PP |
6,768.0 |
6,754.0 |
| S1 |
6,766.5 |
6,749.0 |
|