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 |
4,460.50 |
4,447.00 |
-13.50 |
-0.3% |
4,439.75 |
High |
4,462.75 |
4,483.25 |
20.50 |
0.5% |
4,464.75 |
Low |
4,435.00 |
4,446.25 |
11.25 |
0.3% |
4,427.00 |
Close |
4,442.50 |
4,477.00 |
34.50 |
0.8% |
4,442.50 |
Range |
27.75 |
37.00 |
9.25 |
33.3% |
37.75 |
ATR |
49.85 |
49.20 |
-0.65 |
-1.3% |
0.00 |
Volume |
173,304 |
185,330 |
12,026 |
6.9% |
837,035 |
|
Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,579.75 |
4,565.50 |
4,497.25 |
|
R3 |
4,542.75 |
4,528.50 |
4,487.25 |
|
R2 |
4,505.75 |
4,505.75 |
4,483.75 |
|
R1 |
4,491.50 |
4,491.50 |
4,480.50 |
4,498.50 |
PP |
4,468.75 |
4,468.75 |
4,468.75 |
4,472.50 |
S1 |
4,454.50 |
4,454.50 |
4,473.50 |
4,461.50 |
S2 |
4,431.75 |
4,431.75 |
4,470.25 |
|
S3 |
4,394.75 |
4,417.50 |
4,466.75 |
|
S4 |
4,357.75 |
4,380.50 |
4,456.75 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,558.00 |
4,538.00 |
4,463.25 |
|
R3 |
4,520.25 |
4,500.25 |
4,453.00 |
|
R2 |
4,482.50 |
4,482.50 |
4,449.50 |
|
R1 |
4,462.50 |
4,462.50 |
4,446.00 |
4,472.50 |
PP |
4,444.75 |
4,444.75 |
4,444.75 |
4,449.75 |
S1 |
4,424.75 |
4,424.75 |
4,439.00 |
4,434.75 |
S2 |
4,407.00 |
4,407.00 |
4,435.50 |
|
S3 |
4,369.25 |
4,387.00 |
4,432.00 |
|
S4 |
4,331.50 |
4,349.25 |
4,421.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,483.25 |
4,427.00 |
56.25 |
1.3% |
31.75 |
0.7% |
89% |
True |
False |
177,846 |
10 |
4,483.25 |
4,364.50 |
118.75 |
2.7% |
31.25 |
0.7% |
95% |
True |
False |
176,684 |
20 |
4,483.25 |
4,085.50 |
397.75 |
8.9% |
45.75 |
1.0% |
98% |
True |
False |
208,412 |
40 |
4,483.25 |
4,041.50 |
441.75 |
9.9% |
65.00 |
1.5% |
99% |
True |
False |
275,020 |
60 |
4,483.25 |
4,041.50 |
441.75 |
9.9% |
63.25 |
1.4% |
99% |
True |
False |
246,015 |
80 |
4,483.25 |
4,041.50 |
441.75 |
9.9% |
56.50 |
1.3% |
99% |
True |
False |
184,712 |
100 |
4,483.25 |
3,687.00 |
796.25 |
17.8% |
60.25 |
1.3% |
99% |
True |
False |
147,827 |
120 |
4,483.25 |
3,687.00 |
796.25 |
17.8% |
57.75 |
1.3% |
99% |
True |
False |
123,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,640.50 |
2.618 |
4,580.00 |
1.618 |
4,543.00 |
1.000 |
4,520.25 |
0.618 |
4,506.00 |
HIGH |
4,483.25 |
0.618 |
4,469.00 |
0.500 |
4,464.75 |
0.382 |
4,460.50 |
LOW |
4,446.25 |
0.618 |
4,423.50 |
1.000 |
4,409.25 |
1.618 |
4,386.50 |
2.618 |
4,349.50 |
4.250 |
4,289.00 |
|
|
Fisher Pivots for day following 02-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
4,473.00 |
4,470.50 |
PP |
4,468.75 |
4,463.75 |
S1 |
4,464.75 |
4,457.00 |
|