Trading Metrics calculated at close of trading on 03-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2015 |
03-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
3,593.0 |
3,594.0 |
1.0 |
0.0% |
3,524.0 |
High |
3,609.0 |
3,606.0 |
-3.0 |
-0.1% |
3,600.0 |
Low |
3,578.0 |
3,544.0 |
-34.0 |
-1.0% |
3,498.0 |
Close |
3,590.0 |
3,555.0 |
-35.0 |
-1.0% |
3,590.0 |
Range |
31.0 |
62.0 |
31.0 |
100.0% |
102.0 |
ATR |
58.5 |
58.7 |
0.3 |
0.4% |
0.0 |
Volume |
908,835 |
1,125,082 |
216,247 |
23.8% |
4,422,004 |
|
Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,754.3 |
3,716.7 |
3,589.1 |
|
R3 |
3,692.3 |
3,654.7 |
3,572.1 |
|
R2 |
3,630.3 |
3,630.3 |
3,566.4 |
|
R1 |
3,592.7 |
3,592.7 |
3,560.7 |
3,580.5 |
PP |
3,568.3 |
3,568.3 |
3,568.3 |
3,562.3 |
S1 |
3,530.7 |
3,530.7 |
3,549.3 |
3,518.5 |
S2 |
3,506.3 |
3,506.3 |
3,543.6 |
|
S3 |
3,444.3 |
3,468.7 |
3,538.0 |
|
S4 |
3,382.3 |
3,406.7 |
3,520.9 |
|
|
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 |
3,529.0 |
80.0 |
2.3% |
39.2 |
1.1% |
33% |
False |
False |
967,440 |
10 |
3,609.0 |
3,439.0 |
170.0 |
4.8% |
44.5 |
1.3% |
68% |
False |
False |
995,613 |
20 |
3,609.0 |
3,321.0 |
288.0 |
8.1% |
50.2 |
1.4% |
81% |
False |
False |
963,927 |
40 |
3,609.0 |
2,981.0 |
628.0 |
17.7% |
68.0 |
1.9% |
91% |
False |
False |
1,197,093 |
60 |
3,609.0 |
2,913.0 |
696.0 |
19.6% |
69.2 |
1.9% |
92% |
False |
False |
1,030,660 |
80 |
3,609.0 |
2,913.0 |
696.0 |
19.6% |
63.9 |
1.8% |
92% |
False |
False |
778,044 |
100 |
3,609.0 |
2,768.0 |
841.0 |
23.7% |
65.6 |
1.8% |
94% |
False |
False |
625,023 |
120 |
3,609.0 |
2,768.0 |
841.0 |
23.7% |
61.2 |
1.7% |
94% |
False |
False |
521,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,869.5 |
2.618 |
3,768.3 |
1.618 |
3,706.3 |
1.000 |
3,668.0 |
0.618 |
3,644.3 |
HIGH |
3,606.0 |
0.618 |
3,582.3 |
0.500 |
3,575.0 |
0.382 |
3,567.7 |
LOW |
3,544.0 |
0.618 |
3,505.7 |
1.000 |
3,482.0 |
1.618 |
3,443.7 |
2.618 |
3,381.7 |
4.250 |
3,280.5 |
|
|
Fisher Pivots for day following 03-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
3,575.0 |
3,576.5 |
PP |
3,568.3 |
3,569.3 |
S1 |
3,561.7 |
3,562.2 |
|