Trading Metrics calculated at close of trading on 02-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
18,213.26 |
18,134.05 |
-79.21 |
-0.4% |
18,140.76 |
High |
18,213.26 |
18,288.63 |
75.37 |
0.4% |
18,244.38 |
Low |
18,132.38 |
18,122.59 |
-9.79 |
-0.1% |
18,054.84 |
Close |
18,132.70 |
18,288.63 |
155.93 |
0.9% |
18,132.70 |
Range |
80.88 |
166.04 |
85.16 |
105.3% |
189.54 |
ATR |
158.31 |
158.86 |
0.55 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,731.40 |
18,676.06 |
18,379.95 |
|
R3 |
18,565.36 |
18,510.02 |
18,334.29 |
|
R2 |
18,399.32 |
18,399.32 |
18,319.07 |
|
R1 |
18,343.98 |
18,343.98 |
18,303.85 |
18,371.65 |
PP |
18,233.28 |
18,233.28 |
18,233.28 |
18,247.12 |
S1 |
18,177.94 |
18,177.94 |
18,273.41 |
18,205.61 |
S2 |
18,067.24 |
18,067.24 |
18,258.19 |
|
S3 |
17,901.20 |
18,011.90 |
18,242.97 |
|
S4 |
17,735.16 |
17,845.86 |
18,197.31 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,712.59 |
18,612.19 |
18,236.95 |
|
R3 |
18,523.05 |
18,422.65 |
18,184.82 |
|
R2 |
18,333.51 |
18,333.51 |
18,167.45 |
|
R1 |
18,233.11 |
18,233.11 |
18,150.07 |
18,188.54 |
PP |
18,143.97 |
18,143.97 |
18,143.97 |
18,121.69 |
S1 |
18,043.57 |
18,043.57 |
18,115.33 |
17,999.00 |
S2 |
17,954.43 |
17,954.43 |
18,097.95 |
|
S3 |
17,764.89 |
17,854.03 |
18,080.58 |
|
S4 |
17,575.35 |
17,664.49 |
18,028.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,288.63 |
18,098.73 |
189.90 |
1.0% |
104.65 |
0.6% |
100% |
True |
False |
|
10 |
18,288.63 |
17,878.37 |
410.26 |
2.2% |
114.67 |
0.6% |
100% |
True |
False |
|
20 |
18,288.63 |
17,037.76 |
1,250.87 |
6.8% |
148.97 |
0.8% |
100% |
True |
False |
|
40 |
18,288.63 |
17,037.76 |
1,250.87 |
6.8% |
210.45 |
1.2% |
100% |
True |
False |
|
60 |
18,288.63 |
17,037.76 |
1,250.87 |
6.8% |
202.07 |
1.1% |
100% |
True |
False |
|
80 |
18,288.63 |
17,037.76 |
1,250.87 |
6.8% |
174.37 |
1.0% |
100% |
True |
False |
|
100 |
18,288.63 |
15,855.12 |
2,433.51 |
13.3% |
186.76 |
1.0% |
100% |
True |
False |
|
120 |
18,288.63 |
15,855.12 |
2,433.51 |
13.3% |
181.07 |
1.0% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,994.30 |
2.618 |
18,723.32 |
1.618 |
18,557.28 |
1.000 |
18,454.67 |
0.618 |
18,391.24 |
HIGH |
18,288.63 |
0.618 |
18,225.20 |
0.500 |
18,205.61 |
0.382 |
18,186.02 |
LOW |
18,122.59 |
0.618 |
18,019.98 |
1.000 |
17,956.55 |
1.618 |
17,853.94 |
2.618 |
17,687.90 |
4.250 |
17,416.92 |
|
|
Fisher Pivots for day following 02-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
18,260.96 |
18,260.96 |
PP |
18,233.28 |
18,233.28 |
S1 |
18,205.61 |
18,205.61 |
|