| 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 |
1,840.00 |
1,837.50 |
-2.50 |
-0.1% |
1,828.25 |
| High |
1,842.50 |
1,867.75 |
25.25 |
1.4% |
1,859.25 |
| Low |
1,825.00 |
1,836.75 |
11.75 |
0.6% |
1,822.50 |
| Close |
1,836.00 |
1,864.50 |
28.50 |
1.6% |
1,850.50 |
| Range |
17.50 |
31.00 |
13.50 |
77.1% |
36.75 |
| ATR |
20.53 |
21.33 |
0.80 |
3.9% |
0.00 |
| Volume |
31,822 |
18,028 |
-13,794 |
-43.3% |
53,978 |
|
| Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,949.25 |
1,938.00 |
1,881.50 |
|
| R3 |
1,918.25 |
1,907.00 |
1,873.00 |
|
| R2 |
1,887.25 |
1,887.25 |
1,870.25 |
|
| R1 |
1,876.00 |
1,876.00 |
1,867.25 |
1,881.50 |
| PP |
1,856.25 |
1,856.25 |
1,856.25 |
1,859.25 |
| S1 |
1,845.00 |
1,845.00 |
1,861.75 |
1,850.50 |
| S2 |
1,825.25 |
1,825.25 |
1,858.75 |
|
| S3 |
1,794.25 |
1,814.00 |
1,856.00 |
|
| S4 |
1,763.25 |
1,783.00 |
1,847.50 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,954.25 |
1,939.25 |
1,870.75 |
|
| R3 |
1,917.50 |
1,902.50 |
1,860.50 |
|
| R2 |
1,880.75 |
1,880.75 |
1,857.25 |
|
| R1 |
1,865.75 |
1,865.75 |
1,853.75 |
1,873.25 |
| PP |
1,844.00 |
1,844.00 |
1,844.00 |
1,848.00 |
| S1 |
1,829.00 |
1,829.00 |
1,847.25 |
1,836.50 |
| S2 |
1,807.25 |
1,807.25 |
1,843.75 |
|
| S3 |
1,770.50 |
1,792.25 |
1,840.50 |
|
| S4 |
1,733.75 |
1,755.50 |
1,830.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,867.75 |
1,825.00 |
42.75 |
2.3% |
21.25 |
1.1% |
92% |
True |
False |
17,795 |
| 10 |
1,867.75 |
1,810.50 |
57.25 |
3.1% |
20.00 |
1.1% |
94% |
True |
False |
12,525 |
| 20 |
1,867.75 |
1,725.25 |
142.50 |
7.6% |
20.00 |
1.1% |
98% |
True |
False |
10,411 |
| 40 |
1,867.75 |
1,725.25 |
142.50 |
7.6% |
21.00 |
1.1% |
98% |
True |
False |
7,639 |
| 60 |
1,867.75 |
1,725.25 |
142.50 |
7.6% |
18.75 |
1.0% |
98% |
True |
False |
5,473 |
| 80 |
1,867.75 |
1,725.25 |
142.50 |
7.6% |
17.25 |
0.9% |
98% |
True |
False |
4,133 |
| 100 |
1,867.75 |
1,631.50 |
236.25 |
12.7% |
16.00 |
0.9% |
99% |
True |
False |
3,319 |
| 120 |
1,867.75 |
1,631.50 |
236.25 |
12.7% |
15.00 |
0.8% |
99% |
True |
False |
2,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,999.50 |
|
2.618 |
1,949.00 |
|
1.618 |
1,918.00 |
|
1.000 |
1,898.75 |
|
0.618 |
1,887.00 |
|
HIGH |
1,867.75 |
|
0.618 |
1,856.00 |
|
0.500 |
1,852.25 |
|
0.382 |
1,848.50 |
|
LOW |
1,836.75 |
|
0.618 |
1,817.50 |
|
1.000 |
1,805.75 |
|
1.618 |
1,786.50 |
|
2.618 |
1,755.50 |
|
4.250 |
1,705.00 |
|
|
| Fisher Pivots for day following 04-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,860.50 |
1,858.50 |
| PP |
1,856.25 |
1,852.50 |
| S1 |
1,852.25 |
1,846.50 |
|