Trading Metrics calculated at close of trading on 05-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
18,203.37 |
18,096.90 |
-106.47 |
-0.6% |
18,140.76 |
High |
18,203.37 |
18,160.35 |
-43.02 |
-0.2% |
18,244.38 |
Low |
18,029.50 |
18,087.65 |
58.15 |
0.3% |
18,054.84 |
Close |
18,096.90 |
18,135.72 |
38.82 |
0.2% |
18,132.70 |
Range |
173.87 |
72.70 |
-101.17 |
-58.2% |
189.54 |
ATR |
159.46 |
153.26 |
-6.20 |
-3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,346.01 |
18,313.56 |
18,175.71 |
|
R3 |
18,273.31 |
18,240.86 |
18,155.71 |
|
R2 |
18,200.61 |
18,200.61 |
18,149.05 |
|
R1 |
18,168.16 |
18,168.16 |
18,142.38 |
18,184.39 |
PP |
18,127.91 |
18,127.91 |
18,127.91 |
18,136.02 |
S1 |
18,095.46 |
18,095.46 |
18,129.06 |
18,111.69 |
S2 |
18,055.21 |
18,055.21 |
18,122.39 |
|
S3 |
17,982.51 |
18,022.76 |
18,115.73 |
|
S4 |
17,909.81 |
17,950.06 |
18,095.74 |
|
|
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% |
127.71 |
0.7% |
41% |
False |
False |
|
10 |
18,288.63 |
17,878.37 |
410.26 |
2.3% |
126.72 |
0.7% |
63% |
False |
False |
|
20 |
18,288.63 |
17,677.26 |
611.37 |
3.4% |
128.07 |
0.7% |
75% |
False |
False |
|
40 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
198.13 |
1.1% |
88% |
False |
False |
|
60 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
203.93 |
1.1% |
88% |
False |
False |
|
80 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
175.02 |
1.0% |
88% |
False |
False |
|
100 |
18,288.63 |
15,855.12 |
2,433.51 |
13.4% |
181.11 |
1.0% |
94% |
False |
False |
|
120 |
18,288.63 |
15,855.12 |
2,433.51 |
13.4% |
181.86 |
1.0% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,469.33 |
2.618 |
18,350.68 |
1.618 |
18,277.98 |
1.000 |
18,233.05 |
0.618 |
18,205.28 |
HIGH |
18,160.35 |
0.618 |
18,132.58 |
0.500 |
18,124.00 |
0.382 |
18,115.42 |
LOW |
18,087.65 |
0.618 |
18,042.72 |
1.000 |
18,014.95 |
1.618 |
17,970.02 |
2.618 |
17,897.32 |
4.250 |
17,778.68 |
|
|
Fisher Pivots for day following 05-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
18,131.81 |
18,155.73 |
PP |
18,127.91 |
18,149.06 |
S1 |
18,124.00 |
18,142.39 |
|