| 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 |
3,678.00 |
3,671.00 |
-7.00 |
-0.2% |
3,665.75 |
| High |
3,679.75 |
3,723.25 |
43.50 |
1.2% |
3,722.50 |
| Low |
3,637.00 |
3,669.75 |
32.75 |
0.9% |
3,655.00 |
| Close |
3,668.75 |
3,716.75 |
48.00 |
1.3% |
3,695.25 |
| Range |
42.75 |
53.50 |
10.75 |
25.1% |
67.50 |
| ATR |
45.59 |
46.23 |
0.64 |
1.4% |
0.00 |
| Volume |
376,912 |
263,175 |
-113,737 |
-30.2% |
1,303,898 |
|
| Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,863.75 |
3,843.75 |
3,746.25 |
|
| R3 |
3,810.25 |
3,790.25 |
3,731.50 |
|
| R2 |
3,756.75 |
3,756.75 |
3,726.50 |
|
| R1 |
3,736.75 |
3,736.75 |
3,721.75 |
3,746.75 |
| PP |
3,703.25 |
3,703.25 |
3,703.25 |
3,708.25 |
| S1 |
3,683.25 |
3,683.25 |
3,711.75 |
3,693.25 |
| S2 |
3,649.75 |
3,649.75 |
3,707.00 |
|
| S3 |
3,596.25 |
3,629.75 |
3,702.00 |
|
| S4 |
3,542.75 |
3,576.25 |
3,687.25 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,893.50 |
3,861.75 |
3,732.50 |
|
| R3 |
3,826.00 |
3,794.25 |
3,713.75 |
|
| R2 |
3,758.50 |
3,758.50 |
3,707.50 |
|
| R1 |
3,726.75 |
3,726.75 |
3,701.50 |
3,742.50 |
| PP |
3,691.00 |
3,691.00 |
3,691.00 |
3,698.75 |
| S1 |
3,659.25 |
3,659.25 |
3,689.00 |
3,675.00 |
| S2 |
3,623.50 |
3,623.50 |
3,683.00 |
|
| S3 |
3,556.00 |
3,591.75 |
3,676.75 |
|
| S4 |
3,488.50 |
3,524.25 |
3,658.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,723.25 |
3,637.00 |
86.25 |
2.3% |
47.75 |
1.3% |
92% |
True |
False |
300,242 |
| 10 |
3,723.25 |
3,637.00 |
86.25 |
2.3% |
41.25 |
1.1% |
92% |
True |
False |
267,786 |
| 20 |
3,723.25 |
3,412.00 |
311.25 |
8.4% |
43.00 |
1.2% |
98% |
True |
False |
271,136 |
| 40 |
3,723.25 |
3,412.00 |
311.25 |
8.4% |
47.75 |
1.3% |
98% |
True |
False |
277,662 |
| 60 |
3,723.25 |
3,412.00 |
311.25 |
8.4% |
42.75 |
1.1% |
98% |
True |
False |
230,150 |
| 80 |
3,723.25 |
3,308.25 |
415.00 |
11.2% |
39.75 |
1.1% |
98% |
True |
False |
172,727 |
| 100 |
3,723.25 |
3,110.00 |
613.25 |
16.5% |
38.25 |
1.0% |
99% |
True |
False |
138,218 |
| 120 |
3,723.25 |
3,110.00 |
613.25 |
16.5% |
35.00 |
0.9% |
99% |
True |
False |
115,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,950.50 |
|
2.618 |
3,863.25 |
|
1.618 |
3,809.75 |
|
1.000 |
3,776.75 |
|
0.618 |
3,756.25 |
|
HIGH |
3,723.25 |
|
0.618 |
3,702.75 |
|
0.500 |
3,696.50 |
|
0.382 |
3,690.25 |
|
LOW |
3,669.75 |
|
0.618 |
3,636.75 |
|
1.000 |
3,616.25 |
|
1.618 |
3,583.25 |
|
2.618 |
3,529.75 |
|
4.250 |
3,442.50 |
|
|
| Fisher Pivots for day following 04-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,710.00 |
3,704.50 |
| PP |
3,703.25 |
3,692.25 |
| S1 |
3,696.50 |
3,680.00 |
|