Trading Metrics calculated at close of trading on 06-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
18,096.90 |
18,135.72 |
38.82 |
0.2% |
18,134.05 |
High |
18,160.35 |
18,135.72 |
-24.63 |
-0.1% |
18,288.63 |
Low |
18,087.65 |
17,825.15 |
-262.50 |
-1.5% |
17,825.15 |
Close |
18,135.72 |
17,856.78 |
-278.94 |
-1.5% |
17,856.78 |
Range |
72.70 |
310.57 |
237.87 |
327.2% |
463.48 |
ATR |
153.26 |
164.50 |
11.24 |
7.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,870.93 |
18,674.42 |
18,027.59 |
|
R3 |
18,560.36 |
18,363.85 |
17,942.19 |
|
R2 |
18,249.79 |
18,249.79 |
17,913.72 |
|
R1 |
18,053.28 |
18,053.28 |
17,885.25 |
17,996.25 |
PP |
17,939.22 |
17,939.22 |
17,939.22 |
17,910.70 |
S1 |
17,742.71 |
17,742.71 |
17,828.31 |
17,685.68 |
S2 |
17,628.65 |
17,628.65 |
17,799.84 |
|
S3 |
17,318.08 |
17,432.14 |
17,771.37 |
|
S4 |
17,007.51 |
17,121.57 |
17,685.97 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,380.63 |
19,082.18 |
18,111.69 |
|
R3 |
18,917.15 |
18,618.70 |
17,984.24 |
|
R2 |
18,453.67 |
18,453.67 |
17,941.75 |
|
R1 |
18,155.22 |
18,155.22 |
17,899.27 |
18,072.71 |
PP |
17,990.19 |
17,990.19 |
17,990.19 |
17,948.93 |
S1 |
17,691.74 |
17,691.74 |
17,814.29 |
17,609.23 |
S2 |
17,526.71 |
17,526.71 |
17,771.81 |
|
S3 |
17,063.23 |
17,228.26 |
17,729.32 |
|
S4 |
16,599.75 |
16,764.78 |
17,601.87 |
|
|
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 |
17,825.15 |
463.48 |
2.6% |
173.65 |
1.0% |
7% |
False |
True |
|
10 |
18,288.63 |
17,825.15 |
463.48 |
2.6% |
131.18 |
0.7% |
7% |
False |
True |
|
20 |
18,288.63 |
17,685.32 |
603.31 |
3.4% |
132.98 |
0.7% |
28% |
False |
False |
|
40 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
200.34 |
1.1% |
65% |
False |
False |
|
60 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
206.50 |
1.2% |
65% |
False |
False |
|
80 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
177.88 |
1.0% |
65% |
False |
False |
|
100 |
18,288.63 |
15,855.12 |
2,433.51 |
13.6% |
182.08 |
1.0% |
82% |
False |
False |
|
120 |
18,288.63 |
15,855.12 |
2,433.51 |
13.6% |
183.56 |
1.0% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,455.64 |
2.618 |
18,948.79 |
1.618 |
18,638.22 |
1.000 |
18,446.29 |
0.618 |
18,327.65 |
HIGH |
18,135.72 |
0.618 |
18,017.08 |
0.500 |
17,980.44 |
0.382 |
17,943.79 |
LOW |
17,825.15 |
0.618 |
17,633.22 |
1.000 |
17,514.58 |
1.618 |
17,322.65 |
2.618 |
17,012.08 |
4.250 |
16,505.23 |
|
|
Fisher Pivots for day following 06-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
17,980.44 |
18,014.26 |
PP |
17,939.22 |
17,961.77 |
S1 |
17,898.00 |
17,909.27 |
|