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 |
3,563.0 |
3,595.0 |
32.0 |
0.9% |
3,524.0 |
High |
3,591.0 |
3,628.0 |
37.0 |
1.0% |
3,600.0 |
Low |
3,532.0 |
3,589.0 |
57.0 |
1.6% |
3,498.0 |
Close |
3,577.0 |
3,616.0 |
39.0 |
1.1% |
3,590.0 |
Range |
59.0 |
39.0 |
-20.0 |
-33.9% |
102.0 |
ATR |
58.7 |
58.2 |
-0.6 |
-0.9% |
0.0 |
Volume |
995,495 |
1,011,456 |
15,961 |
1.6% |
4,422,004 |
|
Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,728.0 |
3,711.0 |
3,637.5 |
|
R3 |
3,689.0 |
3,672.0 |
3,626.7 |
|
R2 |
3,650.0 |
3,650.0 |
3,623.2 |
|
R1 |
3,633.0 |
3,633.0 |
3,619.6 |
3,641.5 |
PP |
3,611.0 |
3,611.0 |
3,611.0 |
3,615.3 |
S1 |
3,594.0 |
3,594.0 |
3,612.4 |
3,602.5 |
S2 |
3,572.0 |
3,572.0 |
3,608.9 |
|
S3 |
3,533.0 |
3,555.0 |
3,605.3 |
|
S4 |
3,494.0 |
3,516.0 |
3,594.6 |
|
|
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 |
3,628.0 |
3,532.0 |
96.0 |
2.7% |
45.6 |
1.3% |
88% |
True |
False |
972,871 |
10 |
3,628.0 |
3,454.0 |
174.0 |
4.8% |
46.1 |
1.3% |
93% |
True |
False |
937,000 |
20 |
3,628.0 |
3,321.0 |
307.0 |
8.5% |
49.9 |
1.4% |
96% |
True |
False |
963,921 |
40 |
3,628.0 |
2,994.0 |
634.0 |
17.5% |
65.2 |
1.8% |
98% |
True |
False |
1,178,831 |
60 |
3,628.0 |
2,913.0 |
715.0 |
19.8% |
69.7 |
1.9% |
98% |
True |
False |
1,062,653 |
80 |
3,628.0 |
2,913.0 |
715.0 |
19.8% |
63.8 |
1.8% |
98% |
True |
False |
803,001 |
100 |
3,628.0 |
2,768.0 |
860.0 |
23.8% |
65.2 |
1.8% |
99% |
True |
False |
645,088 |
120 |
3,628.0 |
2,768.0 |
860.0 |
23.8% |
61.7 |
1.7% |
99% |
True |
False |
537,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,793.8 |
2.618 |
3,730.1 |
1.618 |
3,691.1 |
1.000 |
3,667.0 |
0.618 |
3,652.1 |
HIGH |
3,628.0 |
0.618 |
3,613.1 |
0.500 |
3,608.5 |
0.382 |
3,603.9 |
LOW |
3,589.0 |
0.618 |
3,564.9 |
1.000 |
3,550.0 |
1.618 |
3,525.9 |
2.618 |
3,486.9 |
4.250 |
3,423.3 |
|
|
Fisher Pivots for day following 05-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
3,613.5 |
3,604.0 |
PP |
3,611.0 |
3,592.0 |
S1 |
3,608.5 |
3,580.0 |
|