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 |
3,594.0 |
3,563.0 |
-31.0 |
-0.9% |
3,524.0 |
High |
3,606.0 |
3,591.0 |
-15.0 |
-0.4% |
3,600.0 |
Low |
3,544.0 |
3,532.0 |
-12.0 |
-0.3% |
3,498.0 |
Close |
3,555.0 |
3,577.0 |
22.0 |
0.6% |
3,590.0 |
Range |
62.0 |
59.0 |
-3.0 |
-4.8% |
102.0 |
ATR |
58.7 |
58.7 |
0.0 |
0.0% |
0.0 |
Volume |
1,125,082 |
995,495 |
-129,587 |
-11.5% |
4,422,004 |
|
Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,743.7 |
3,719.3 |
3,609.5 |
|
R3 |
3,684.7 |
3,660.3 |
3,593.2 |
|
R2 |
3,625.7 |
3,625.7 |
3,587.8 |
|
R1 |
3,601.3 |
3,601.3 |
3,582.4 |
3,613.5 |
PP |
3,566.7 |
3,566.7 |
3,566.7 |
3,572.8 |
S1 |
3,542.3 |
3,542.3 |
3,571.6 |
3,554.5 |
S2 |
3,507.7 |
3,507.7 |
3,566.2 |
|
S3 |
3,448.7 |
3,483.3 |
3,560.8 |
|
S4 |
3,389.7 |
3,424.3 |
3,544.6 |
|
|
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 |
3,532.0 |
77.0 |
2.2% |
46.0 |
1.3% |
58% |
False |
True |
978,230 |
10 |
3,609.0 |
3,439.0 |
170.0 |
4.8% |
47.9 |
1.3% |
81% |
False |
False |
972,286 |
20 |
3,609.0 |
3,321.0 |
288.0 |
8.1% |
50.7 |
1.4% |
89% |
False |
False |
963,094 |
40 |
3,609.0 |
2,981.0 |
628.0 |
17.6% |
66.1 |
1.8% |
95% |
False |
False |
1,183,633 |
60 |
3,609.0 |
2,913.0 |
696.0 |
19.5% |
69.7 |
1.9% |
95% |
False |
False |
1,046,591 |
80 |
3,609.0 |
2,913.0 |
696.0 |
19.5% |
64.1 |
1.8% |
95% |
False |
False |
790,487 |
100 |
3,609.0 |
2,768.0 |
841.0 |
23.5% |
65.5 |
1.8% |
96% |
False |
False |
634,977 |
120 |
3,609.0 |
2,768.0 |
841.0 |
23.5% |
61.5 |
1.7% |
96% |
False |
False |
529,474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,841.8 |
2.618 |
3,745.5 |
1.618 |
3,686.5 |
1.000 |
3,650.0 |
0.618 |
3,627.5 |
HIGH |
3,591.0 |
0.618 |
3,568.5 |
0.500 |
3,561.5 |
0.382 |
3,554.5 |
LOW |
3,532.0 |
0.618 |
3,495.5 |
1.000 |
3,473.0 |
1.618 |
3,436.5 |
2.618 |
3,377.5 |
4.250 |
3,281.3 |
|
|
Fisher Pivots for day following 04-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
3,571.8 |
3,574.8 |
PP |
3,566.7 |
3,572.7 |
S1 |
3,561.5 |
3,570.5 |
|