| Trading Metrics calculated at close of trading on 07-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1,337.3 |
1,350.8 |
13.5 |
1.0% |
1,330.6 |
| High |
1,354.1 |
1,352.5 |
-1.6 |
-0.1% |
1,355.3 |
| Low |
1,331.8 |
1,327.7 |
-4.1 |
-0.3% |
1,327.7 |
| Close |
1,352.1 |
1,338.5 |
-13.6 |
-1.0% |
1,338.5 |
| Range |
22.3 |
24.8 |
2.5 |
11.2% |
27.6 |
| ATR |
17.8 |
18.3 |
0.5 |
2.8% |
0.0 |
| Volume |
6,897 |
23,699 |
16,802 |
243.6% |
61,334 |
|
| Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,414.0 |
1,401.0 |
1,352.1 |
|
| R3 |
1,389.2 |
1,376.2 |
1,345.3 |
|
| R2 |
1,364.4 |
1,364.4 |
1,343.0 |
|
| R1 |
1,351.4 |
1,351.4 |
1,340.8 |
1,345.5 |
| PP |
1,339.6 |
1,339.6 |
1,339.6 |
1,336.6 |
| S1 |
1,326.6 |
1,326.6 |
1,336.2 |
1,320.7 |
| S2 |
1,314.8 |
1,314.8 |
1,334.0 |
|
| S3 |
1,290.0 |
1,301.8 |
1,331.7 |
|
| S4 |
1,265.2 |
1,277.0 |
1,324.9 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,423.3 |
1,408.5 |
1,353.7 |
|
| R3 |
1,395.7 |
1,380.9 |
1,346.1 |
|
| R2 |
1,368.1 |
1,368.1 |
1,343.6 |
|
| R1 |
1,353.3 |
1,353.3 |
1,341.0 |
1,360.7 |
| PP |
1,340.5 |
1,340.5 |
1,340.5 |
1,344.2 |
| S1 |
1,325.7 |
1,325.7 |
1,336.0 |
1,333.1 |
| S2 |
1,312.9 |
1,312.9 |
1,333.4 |
|
| S3 |
1,285.3 |
1,298.1 |
1,330.9 |
|
| S4 |
1,257.7 |
1,270.5 |
1,323.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,355.3 |
1,327.7 |
27.6 |
2.1% |
20.2 |
1.5% |
39% |
False |
True |
12,266 |
| 10 |
1,355.3 |
1,319.6 |
35.7 |
2.7% |
18.1 |
1.4% |
53% |
False |
False |
10,425 |
| 20 |
1,355.3 |
1,256.0 |
99.3 |
7.4% |
16.8 |
1.3% |
83% |
False |
False |
7,312 |
| 40 |
1,355.3 |
1,225.0 |
130.3 |
9.7% |
16.7 |
1.2% |
87% |
False |
False |
5,657 |
| 60 |
1,355.3 |
1,186.7 |
168.6 |
12.6% |
17.6 |
1.3% |
90% |
False |
False |
4,141 |
| 80 |
1,355.3 |
1,186.7 |
168.6 |
12.6% |
17.6 |
1.3% |
90% |
False |
False |
3,475 |
| 100 |
1,362.0 |
1,186.7 |
175.3 |
13.1% |
17.7 |
1.3% |
87% |
False |
False |
2,933 |
| 120 |
1,376.1 |
1,186.7 |
189.4 |
14.2% |
17.9 |
1.3% |
80% |
False |
False |
2,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,457.9 |
|
2.618 |
1,417.4 |
|
1.618 |
1,392.6 |
|
1.000 |
1,377.3 |
|
0.618 |
1,367.8 |
|
HIGH |
1,352.5 |
|
0.618 |
1,343.0 |
|
0.500 |
1,340.1 |
|
0.382 |
1,337.2 |
|
LOW |
1,327.7 |
|
0.618 |
1,312.4 |
|
1.000 |
1,302.9 |
|
1.618 |
1,287.6 |
|
2.618 |
1,262.8 |
|
4.250 |
1,222.3 |
|
|
| Fisher Pivots for day following 07-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,340.1 |
1,340.9 |
| PP |
1,339.6 |
1,340.1 |
| S1 |
1,339.0 |
1,339.3 |
|