| 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 |
16,096 |
16,313 |
217 |
1.3% |
15,995 |
| High |
16,338 |
16,349 |
11 |
0.1% |
16,315 |
| Low |
16,096 |
16,263 |
167 |
1.0% |
15,995 |
| Close |
16,313 |
16,286 |
-27 |
-0.2% |
16,239 |
| Range |
242 |
86 |
-156 |
-64.5% |
320 |
| ATR |
166 |
160 |
-6 |
-3.4% |
0 |
| Volume |
2,013 |
834 |
-1,179 |
-58.6% |
1,738 |
|
| Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,557 |
16,508 |
16,333 |
|
| R3 |
16,471 |
16,422 |
16,310 |
|
| R2 |
16,385 |
16,385 |
16,302 |
|
| R1 |
16,336 |
16,336 |
16,294 |
16,318 |
| PP |
16,299 |
16,299 |
16,299 |
16,290 |
| S1 |
16,250 |
16,250 |
16,278 |
16,232 |
| S2 |
16,213 |
16,213 |
16,270 |
|
| S3 |
16,127 |
16,164 |
16,262 |
|
| S4 |
16,041 |
16,078 |
16,239 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,143 |
17,011 |
16,415 |
|
| R3 |
16,823 |
16,691 |
16,327 |
|
| R2 |
16,503 |
16,503 |
16,298 |
|
| R1 |
16,371 |
16,371 |
16,268 |
16,437 |
| PP |
16,183 |
16,183 |
16,183 |
16,216 |
| S1 |
16,051 |
16,051 |
16,210 |
16,117 |
| S2 |
15,863 |
15,863 |
16,180 |
|
| S3 |
15,543 |
15,731 |
16,151 |
|
| S4 |
15,223 |
15,411 |
16,063 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,349 |
16,000 |
349 |
2.1% |
171 |
1.0% |
82% |
True |
False |
904 |
| 10 |
16,349 |
15,893 |
456 |
2.8% |
151 |
0.9% |
86% |
True |
False |
567 |
| 20 |
16,349 |
15,233 |
1,116 |
6.9% |
154 |
0.9% |
94% |
True |
False |
309 |
| 40 |
16,433 |
15,216 |
1,217 |
7.5% |
153 |
0.9% |
88% |
False |
False |
170 |
| 60 |
16,439 |
15,216 |
1,223 |
7.5% |
124 |
0.8% |
87% |
False |
False |
119 |
| 80 |
16,439 |
15,216 |
1,223 |
7.5% |
97 |
0.6% |
87% |
False |
False |
90 |
| 100 |
16,439 |
14,898 |
1,541 |
9.5% |
81 |
0.5% |
90% |
False |
False |
72 |
| 120 |
16,439 |
14,579 |
1,860 |
11.4% |
71 |
0.4% |
92% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,715 |
|
2.618 |
16,574 |
|
1.618 |
16,488 |
|
1.000 |
16,435 |
|
0.618 |
16,402 |
|
HIGH |
16,349 |
|
0.618 |
16,316 |
|
0.500 |
16,306 |
|
0.382 |
16,296 |
|
LOW |
16,263 |
|
0.618 |
16,210 |
|
1.000 |
16,177 |
|
1.618 |
16,124 |
|
2.618 |
16,038 |
|
4.250 |
15,898 |
|
|
| Fisher Pivots for day following 05-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,306 |
16,249 |
| PP |
16,299 |
16,212 |
| S1 |
16,293 |
16,175 |
|