| Trading Metrics calculated at close of trading on 05-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,005.0 |
3,062.0 |
57.0 |
1.9% |
3,057.0 |
| High |
3,069.0 |
3,078.0 |
9.0 |
0.3% |
3,096.0 |
| Low |
3,005.0 |
3,056.0 |
51.0 |
1.7% |
3,039.0 |
| Close |
3,068.0 |
3,067.0 |
-1.0 |
0.0% |
3,072.0 |
| Range |
64.0 |
22.0 |
-42.0 |
-65.6% |
57.0 |
| ATR |
45.1 |
43.5 |
-1.7 |
-3.7% |
0.0 |
| Volume |
34,968 |
33,781 |
-1,187 |
-3.4% |
30,925 |
|
| Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,133.0 |
3,122.0 |
3,079.1 |
|
| R3 |
3,111.0 |
3,100.0 |
3,073.1 |
|
| R2 |
3,089.0 |
3,089.0 |
3,071.0 |
|
| R1 |
3,078.0 |
3,078.0 |
3,069.0 |
3,083.5 |
| PP |
3,067.0 |
3,067.0 |
3,067.0 |
3,069.8 |
| S1 |
3,056.0 |
3,056.0 |
3,065.0 |
3,061.5 |
| S2 |
3,045.0 |
3,045.0 |
3,063.0 |
|
| S3 |
3,023.0 |
3,034.0 |
3,061.0 |
|
| S4 |
3,001.0 |
3,012.0 |
3,054.9 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,240.0 |
3,213.0 |
3,103.4 |
|
| R3 |
3,183.0 |
3,156.0 |
3,087.7 |
|
| R2 |
3,126.0 |
3,126.0 |
3,082.5 |
|
| R1 |
3,099.0 |
3,099.0 |
3,077.2 |
3,112.5 |
| PP |
3,069.0 |
3,069.0 |
3,069.0 |
3,075.8 |
| S1 |
3,042.0 |
3,042.0 |
3,066.8 |
3,055.5 |
| S2 |
3,012.0 |
3,012.0 |
3,061.6 |
|
| S3 |
2,955.0 |
2,985.0 |
3,056.3 |
|
| S4 |
2,898.0 |
2,928.0 |
3,040.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,084.0 |
2,979.0 |
105.0 |
3.4% |
44.0 |
1.4% |
84% |
False |
False |
20,650 |
| 10 |
3,096.0 |
2,979.0 |
117.0 |
3.8% |
38.1 |
1.2% |
75% |
False |
False |
11,611 |
| 20 |
3,096.0 |
2,898.0 |
198.0 |
6.5% |
37.2 |
1.2% |
85% |
False |
False |
6,523 |
| 40 |
3,108.0 |
2,868.0 |
240.0 |
7.8% |
41.7 |
1.4% |
83% |
False |
False |
4,030 |
| 60 |
3,108.0 |
2,847.0 |
261.0 |
8.5% |
37.9 |
1.2% |
84% |
False |
False |
2,813 |
| 80 |
3,108.0 |
2,847.0 |
261.0 |
8.5% |
31.1 |
1.0% |
84% |
False |
False |
2,295 |
| 100 |
3,108.0 |
2,845.0 |
263.0 |
8.6% |
27.4 |
0.9% |
84% |
False |
False |
1,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,171.5 |
|
2.618 |
3,135.6 |
|
1.618 |
3,113.6 |
|
1.000 |
3,100.0 |
|
0.618 |
3,091.6 |
|
HIGH |
3,078.0 |
|
0.618 |
3,069.6 |
|
0.500 |
3,067.0 |
|
0.382 |
3,064.4 |
|
LOW |
3,056.0 |
|
0.618 |
3,042.4 |
|
1.000 |
3,034.0 |
|
1.618 |
3,020.4 |
|
2.618 |
2,998.4 |
|
4.250 |
2,962.5 |
|
|
| Fisher Pivots for day following 05-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,067.0 |
3,054.2 |
| PP |
3,067.0 |
3,041.3 |
| S1 |
3,067.0 |
3,028.5 |
|