| 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 |
1,846.00 |
1,843.75 |
-2.25 |
-0.1% |
1,835.25 |
| High |
1,849.50 |
1,874.75 |
25.25 |
1.4% |
1,866.50 |
| Low |
1,832.25 |
1,843.50 |
11.25 |
0.6% |
1,829.25 |
| Close |
1,843.00 |
1,871.50 |
28.50 |
1.5% |
1,857.50 |
| Range |
17.25 |
31.25 |
14.00 |
81.2% |
37.25 |
| ATR |
21.00 |
21.77 |
0.77 |
3.7% |
0.00 |
| Volume |
2,376,689 |
1,750,397 |
-626,292 |
-26.4% |
8,365,183 |
|
| Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,957.00 |
1,945.50 |
1,888.75 |
|
| R3 |
1,925.75 |
1,914.25 |
1,880.00 |
|
| R2 |
1,894.50 |
1,894.50 |
1,877.25 |
|
| R1 |
1,883.00 |
1,883.00 |
1,874.25 |
1,888.75 |
| PP |
1,863.25 |
1,863.25 |
1,863.25 |
1,866.00 |
| S1 |
1,851.75 |
1,851.75 |
1,868.75 |
1,857.50 |
| S2 |
1,832.00 |
1,832.00 |
1,865.75 |
|
| S3 |
1,800.75 |
1,820.50 |
1,863.00 |
|
| S4 |
1,769.50 |
1,789.25 |
1,854.25 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,962.75 |
1,947.50 |
1,878.00 |
|
| R3 |
1,925.50 |
1,910.25 |
1,867.75 |
|
| R2 |
1,888.25 |
1,888.25 |
1,864.25 |
|
| R1 |
1,873.00 |
1,873.00 |
1,861.00 |
1,880.50 |
| PP |
1,851.00 |
1,851.00 |
1,851.00 |
1,855.00 |
| S1 |
1,835.75 |
1,835.75 |
1,854.00 |
1,843.50 |
| S2 |
1,813.75 |
1,813.75 |
1,850.75 |
|
| S3 |
1,776.50 |
1,798.50 |
1,847.25 |
|
| S4 |
1,739.25 |
1,761.25 |
1,837.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,874.75 |
1,832.25 |
42.50 |
2.3% |
21.50 |
1.2% |
92% |
True |
False |
1,862,748 |
| 10 |
1,874.75 |
1,817.25 |
57.50 |
3.1% |
20.50 |
1.1% |
94% |
True |
False |
1,718,859 |
| 20 |
1,874.75 |
1,732.00 |
142.75 |
7.6% |
20.50 |
1.1% |
98% |
True |
False |
1,709,677 |
| 40 |
1,874.75 |
1,732.00 |
142.75 |
7.6% |
21.50 |
1.2% |
98% |
True |
False |
1,716,855 |
| 60 |
1,874.75 |
1,732.00 |
142.75 |
7.6% |
19.50 |
1.0% |
98% |
True |
False |
1,441,467 |
| 80 |
1,874.75 |
1,729.50 |
145.25 |
7.8% |
18.25 |
1.0% |
98% |
True |
False |
1,083,301 |
| 100 |
1,874.75 |
1,633.50 |
241.25 |
12.9% |
18.00 |
1.0% |
99% |
True |
False |
867,721 |
| 120 |
1,874.75 |
1,633.50 |
241.25 |
12.9% |
17.50 |
0.9% |
99% |
True |
False |
723,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,007.50 |
|
2.618 |
1,956.50 |
|
1.618 |
1,925.25 |
|
1.000 |
1,906.00 |
|
0.618 |
1,894.00 |
|
HIGH |
1,874.75 |
|
0.618 |
1,862.75 |
|
0.500 |
1,859.00 |
|
0.382 |
1,855.50 |
|
LOW |
1,843.50 |
|
0.618 |
1,824.25 |
|
1.000 |
1,812.25 |
|
1.618 |
1,793.00 |
|
2.618 |
1,761.75 |
|
4.250 |
1,710.75 |
|
|
| Fisher Pivots for day following 04-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,867.50 |
1,865.50 |
| PP |
1,863.25 |
1,859.50 |
| S1 |
1,859.00 |
1,853.50 |
|