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 |
3,595.0 |
3,621.0 |
26.0 |
0.7% |
3,593.0 |
High |
3,628.0 |
3,638.0 |
10.0 |
0.3% |
3,638.0 |
Low |
3,589.0 |
3,596.0 |
7.0 |
0.2% |
3,532.0 |
Close |
3,616.0 |
3,619.0 |
3.0 |
0.1% |
3,619.0 |
Range |
39.0 |
42.0 |
3.0 |
7.7% |
106.0 |
ATR |
58.2 |
57.0 |
-1.2 |
-2.0% |
0.0 |
Volume |
1,011,456 |
830,047 |
-181,409 |
-17.9% |
4,870,915 |
|
Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,743.7 |
3,723.3 |
3,642.1 |
|
R3 |
3,701.7 |
3,681.3 |
3,630.6 |
|
R2 |
3,659.7 |
3,659.7 |
3,626.7 |
|
R1 |
3,639.3 |
3,639.3 |
3,622.9 |
3,628.5 |
PP |
3,617.7 |
3,617.7 |
3,617.7 |
3,612.3 |
S1 |
3,597.3 |
3,597.3 |
3,615.2 |
3,586.5 |
S2 |
3,575.7 |
3,575.7 |
3,611.3 |
|
S3 |
3,533.7 |
3,555.3 |
3,607.5 |
|
S4 |
3,491.7 |
3,513.3 |
3,595.9 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,914.3 |
3,872.7 |
3,677.3 |
|
R3 |
3,808.3 |
3,766.7 |
3,648.2 |
|
R2 |
3,702.3 |
3,702.3 |
3,638.4 |
|
R1 |
3,660.7 |
3,660.7 |
3,628.7 |
3,681.5 |
PP |
3,596.3 |
3,596.3 |
3,596.3 |
3,606.8 |
S1 |
3,554.7 |
3,554.7 |
3,609.3 |
3,575.5 |
S2 |
3,490.3 |
3,490.3 |
3,599.6 |
|
S3 |
3,384.3 |
3,448.7 |
3,589.9 |
|
S4 |
3,278.3 |
3,342.7 |
3,560.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,638.0 |
3,532.0 |
106.0 |
2.9% |
46.6 |
1.3% |
82% |
True |
False |
974,183 |
10 |
3,638.0 |
3,498.0 |
140.0 |
3.9% |
41.8 |
1.2% |
86% |
True |
False |
929,291 |
20 |
3,638.0 |
3,321.0 |
317.0 |
8.8% |
49.1 |
1.4% |
94% |
True |
False |
961,655 |
40 |
3,638.0 |
2,996.0 |
642.0 |
17.7% |
64.7 |
1.8% |
97% |
True |
False |
1,165,951 |
60 |
3,638.0 |
2,913.0 |
725.0 |
20.0% |
70.0 |
1.9% |
97% |
True |
False |
1,074,949 |
80 |
3,638.0 |
2,913.0 |
725.0 |
20.0% |
63.8 |
1.8% |
97% |
True |
False |
813,258 |
100 |
3,638.0 |
2,768.0 |
870.0 |
24.0% |
65.1 |
1.8% |
98% |
True |
False |
653,386 |
120 |
3,638.0 |
2,768.0 |
870.0 |
24.0% |
61.8 |
1.7% |
98% |
True |
False |
544,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,816.5 |
2.618 |
3,748.0 |
1.618 |
3,706.0 |
1.000 |
3,680.0 |
0.618 |
3,664.0 |
HIGH |
3,638.0 |
0.618 |
3,622.0 |
0.500 |
3,617.0 |
0.382 |
3,612.0 |
LOW |
3,596.0 |
0.618 |
3,570.0 |
1.000 |
3,554.0 |
1.618 |
3,528.0 |
2.618 |
3,486.0 |
4.250 |
3,417.5 |
|
|
Fisher Pivots for day following 06-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
3,618.3 |
3,607.7 |
PP |
3,617.7 |
3,596.3 |
S1 |
3,617.0 |
3,585.0 |
|