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 |
4,479.00 |
4,458.25 |
-20.75 |
-0.5% |
4,439.75 |
High |
4,479.00 |
4,458.25 |
-20.75 |
-0.5% |
4,464.75 |
Low |
4,432.50 |
4,419.25 |
-13.25 |
-0.3% |
4,427.00 |
Close |
4,456.50 |
4,444.25 |
-12.25 |
-0.3% |
4,442.50 |
Range |
46.50 |
39.00 |
-7.50 |
-16.1% |
37.75 |
ATR |
49.01 |
48.29 |
-0.71 |
-1.5% |
0.00 |
Volume |
198,589 |
210,995 |
12,406 |
6.2% |
837,035 |
|
Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,557.50 |
4,540.00 |
4,465.75 |
|
R3 |
4,518.50 |
4,501.00 |
4,455.00 |
|
R2 |
4,479.50 |
4,479.50 |
4,451.50 |
|
R1 |
4,462.00 |
4,462.00 |
4,447.75 |
4,451.25 |
PP |
4,440.50 |
4,440.50 |
4,440.50 |
4,435.25 |
S1 |
4,423.00 |
4,423.00 |
4,440.75 |
4,412.25 |
S2 |
4,401.50 |
4,401.50 |
4,437.00 |
|
S3 |
4,362.50 |
4,384.00 |
4,433.50 |
|
S4 |
4,323.50 |
4,345.00 |
4,422.75 |
|
|
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 |
4,419.25 |
64.00 |
1.4% |
36.75 |
0.8% |
39% |
False |
True |
192,365 |
10 |
4,483.25 |
4,376.00 |
107.25 |
2.4% |
35.50 |
0.8% |
64% |
False |
False |
183,533 |
20 |
4,483.25 |
4,181.50 |
301.75 |
6.8% |
42.00 |
0.9% |
87% |
False |
False |
197,030 |
40 |
4,483.25 |
4,041.50 |
441.75 |
9.9% |
63.50 |
1.4% |
91% |
False |
False |
271,676 |
60 |
4,483.25 |
4,041.50 |
441.75 |
9.9% |
63.50 |
1.4% |
91% |
False |
False |
252,771 |
80 |
4,483.25 |
4,041.50 |
441.75 |
9.9% |
56.50 |
1.3% |
91% |
False |
False |
189,827 |
100 |
4,483.25 |
3,687.00 |
796.25 |
17.9% |
59.50 |
1.3% |
95% |
False |
False |
151,921 |
120 |
4,483.25 |
3,687.00 |
796.25 |
17.9% |
58.00 |
1.3% |
95% |
False |
False |
126,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,624.00 |
2.618 |
4,560.25 |
1.618 |
4,521.25 |
1.000 |
4,497.25 |
0.618 |
4,482.25 |
HIGH |
4,458.25 |
0.618 |
4,443.25 |
0.500 |
4,438.75 |
0.382 |
4,434.25 |
LOW |
4,419.25 |
0.618 |
4,395.25 |
1.000 |
4,380.25 |
1.618 |
4,356.25 |
2.618 |
4,317.25 |
4.250 |
4,253.50 |
|
|
Fisher Pivots for day following 04-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
4,442.50 |
4,451.25 |
PP |
4,440.50 |
4,449.00 |
S1 |
4,438.75 |
4,446.50 |
|