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 |
3,566.0 |
3,593.0 |
27.0 |
0.8% |
3,524.0 |
High |
3,600.0 |
3,609.0 |
9.0 |
0.3% |
3,600.0 |
Low |
3,563.0 |
3,578.0 |
15.0 |
0.4% |
3,498.0 |
Close |
3,590.0 |
3,590.0 |
0.0 |
0.0% |
3,590.0 |
Range |
37.0 |
31.0 |
-6.0 |
-16.2% |
102.0 |
ATR |
60.6 |
58.5 |
-2.1 |
-3.5% |
0.0 |
Volume |
823,488 |
908,835 |
85,347 |
10.4% |
4,422,004 |
|
Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,685.3 |
3,668.7 |
3,607.1 |
|
R3 |
3,654.3 |
3,637.7 |
3,598.5 |
|
R2 |
3,623.3 |
3,623.3 |
3,595.7 |
|
R1 |
3,606.7 |
3,606.7 |
3,592.8 |
3,599.5 |
PP |
3,592.3 |
3,592.3 |
3,592.3 |
3,588.8 |
S1 |
3,575.7 |
3,575.7 |
3,587.2 |
3,568.5 |
S2 |
3,561.3 |
3,561.3 |
3,584.3 |
|
S3 |
3,530.3 |
3,544.7 |
3,581.5 |
|
S4 |
3,499.3 |
3,513.7 |
3,573.0 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,868.7 |
3,831.3 |
3,646.1 |
|
R3 |
3,766.7 |
3,729.3 |
3,618.1 |
|
R2 |
3,664.7 |
3,664.7 |
3,608.7 |
|
R1 |
3,627.3 |
3,627.3 |
3,599.4 |
3,646.0 |
PP |
3,562.7 |
3,562.7 |
3,562.7 |
3,572.0 |
S1 |
3,525.3 |
3,525.3 |
3,580.7 |
3,544.0 |
S2 |
3,460.7 |
3,460.7 |
3,571.3 |
|
S3 |
3,358.7 |
3,423.3 |
3,562.0 |
|
S4 |
3,256.7 |
3,321.3 |
3,533.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,609.0 |
3,511.0 |
98.0 |
2.7% |
36.2 |
1.0% |
81% |
True |
False |
877,983 |
10 |
3,609.0 |
3,381.0 |
228.0 |
6.4% |
47.1 |
1.3% |
92% |
True |
False |
972,466 |
20 |
3,609.0 |
3,321.0 |
288.0 |
8.0% |
50.5 |
1.4% |
93% |
True |
False |
963,105 |
40 |
3,609.0 |
2,981.0 |
628.0 |
17.5% |
68.2 |
1.9% |
97% |
True |
False |
1,206,439 |
60 |
3,609.0 |
2,913.0 |
696.0 |
19.4% |
68.6 |
1.9% |
97% |
True |
False |
1,012,146 |
80 |
3,609.0 |
2,913.0 |
696.0 |
19.4% |
63.7 |
1.8% |
97% |
True |
False |
763,997 |
100 |
3,609.0 |
2,768.0 |
841.0 |
23.4% |
65.3 |
1.8% |
98% |
True |
False |
613,774 |
120 |
3,609.0 |
2,768.0 |
841.0 |
23.4% |
60.9 |
1.7% |
98% |
True |
False |
511,813 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,740.8 |
2.618 |
3,690.2 |
1.618 |
3,659.2 |
1.000 |
3,640.0 |
0.618 |
3,628.2 |
HIGH |
3,609.0 |
0.618 |
3,597.2 |
0.500 |
3,593.5 |
0.382 |
3,589.8 |
LOW |
3,578.0 |
0.618 |
3,558.8 |
1.000 |
3,547.0 |
1.618 |
3,527.8 |
2.618 |
3,496.8 |
4.250 |
3,446.3 |
|
|
Fisher Pivots for day following 02-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
3,593.5 |
3,584.3 |
PP |
3,592.3 |
3,578.7 |
S1 |
3,591.2 |
3,573.0 |
|