Trading Metrics calculated at close of trading on 04-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2015 |
04-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
18,281.95 |
18,203.37 |
-78.58 |
-0.4% |
18,140.76 |
High |
18,281.95 |
18,203.37 |
-78.58 |
-0.4% |
18,244.38 |
Low |
18,136.88 |
18,029.50 |
-107.38 |
-0.6% |
18,054.84 |
Close |
18,203.37 |
18,096.90 |
-106.47 |
-0.6% |
18,132.70 |
Range |
145.07 |
173.87 |
28.80 |
19.9% |
189.54 |
ATR |
158.35 |
159.46 |
1.11 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,631.53 |
18,538.09 |
18,192.53 |
|
R3 |
18,457.66 |
18,364.22 |
18,144.71 |
|
R2 |
18,283.79 |
18,283.79 |
18,128.78 |
|
R1 |
18,190.35 |
18,190.35 |
18,112.84 |
18,150.14 |
PP |
18,109.92 |
18,109.92 |
18,109.92 |
18,089.82 |
S1 |
18,016.48 |
18,016.48 |
18,080.96 |
17,976.27 |
S2 |
17,936.05 |
17,936.05 |
18,065.02 |
|
S3 |
17,762.18 |
17,842.61 |
18,049.09 |
|
S4 |
17,588.31 |
17,668.74 |
18,001.27 |
|
|
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 |
18,029.50 |
259.13 |
1.4% |
129.64 |
0.7% |
26% |
False |
True |
|
10 |
18,288.63 |
17,878.37 |
410.26 |
2.3% |
129.86 |
0.7% |
53% |
False |
False |
|
20 |
18,288.63 |
17,603.21 |
685.42 |
3.8% |
133.38 |
0.7% |
72% |
False |
False |
|
40 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
204.28 |
1.1% |
85% |
False |
False |
|
60 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
204.19 |
1.1% |
85% |
False |
False |
|
80 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
175.61 |
1.0% |
85% |
False |
False |
|
100 |
18,288.63 |
15,855.12 |
2,433.51 |
13.4% |
183.78 |
1.0% |
92% |
False |
False |
|
120 |
18,288.63 |
15,855.12 |
2,433.51 |
13.4% |
181.86 |
1.0% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,942.32 |
2.618 |
18,658.56 |
1.618 |
18,484.69 |
1.000 |
18,377.24 |
0.618 |
18,310.82 |
HIGH |
18,203.37 |
0.618 |
18,136.95 |
0.500 |
18,116.44 |
0.382 |
18,095.92 |
LOW |
18,029.50 |
0.618 |
17,922.05 |
1.000 |
17,855.63 |
1.618 |
17,748.18 |
2.618 |
17,574.31 |
4.250 |
17,290.55 |
|
|
Fisher Pivots for day following 04-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
18,116.44 |
18,159.07 |
PP |
18,109.92 |
18,138.34 |
S1 |
18,103.41 |
18,117.62 |
|