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 |
4,458.25 |
4,444.25 |
-14.00 |
-0.3% |
4,439.75 |
High |
4,458.25 |
4,464.75 |
6.50 |
0.1% |
4,464.75 |
Low |
4,419.25 |
4,432.75 |
13.50 |
0.3% |
4,427.00 |
Close |
4,444.25 |
4,449.50 |
5.25 |
0.1% |
4,442.50 |
Range |
39.00 |
32.00 |
-7.00 |
-17.9% |
37.75 |
ATR |
48.29 |
47.13 |
-1.16 |
-2.4% |
0.00 |
Volume |
210,995 |
185,176 |
-25,819 |
-12.2% |
837,035 |
|
Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,545.00 |
4,529.25 |
4,467.00 |
|
R3 |
4,513.00 |
4,497.25 |
4,458.25 |
|
R2 |
4,481.00 |
4,481.00 |
4,455.25 |
|
R1 |
4,465.25 |
4,465.25 |
4,452.50 |
4,473.00 |
PP |
4,449.00 |
4,449.00 |
4,449.00 |
4,453.00 |
S1 |
4,433.25 |
4,433.25 |
4,446.50 |
4,441.00 |
S2 |
4,417.00 |
4,417.00 |
4,443.75 |
|
S3 |
4,385.00 |
4,401.25 |
4,440.75 |
|
S4 |
4,353.00 |
4,369.25 |
4,432.00 |
|
|
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% |
36.50 |
0.8% |
47% |
False |
False |
190,678 |
10 |
4,483.25 |
4,396.00 |
87.25 |
2.0% |
34.50 |
0.8% |
61% |
False |
False |
185,227 |
20 |
4,483.25 |
4,181.50 |
301.75 |
6.8% |
41.00 |
0.9% |
89% |
False |
False |
192,814 |
40 |
4,483.25 |
4,041.50 |
441.75 |
9.9% |
62.00 |
1.4% |
92% |
False |
False |
265,652 |
60 |
4,483.25 |
4,041.50 |
441.75 |
9.9% |
63.75 |
1.4% |
92% |
False |
False |
255,830 |
80 |
4,483.25 |
4,041.50 |
441.75 |
9.9% |
56.50 |
1.3% |
92% |
False |
False |
192,130 |
100 |
4,483.25 |
3,687.00 |
796.25 |
17.9% |
58.75 |
1.3% |
96% |
False |
False |
153,771 |
120 |
4,483.25 |
3,687.00 |
796.25 |
17.9% |
58.00 |
1.3% |
96% |
False |
False |
128,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,600.75 |
2.618 |
4,548.50 |
1.618 |
4,516.50 |
1.000 |
4,496.75 |
0.618 |
4,484.50 |
HIGH |
4,464.75 |
0.618 |
4,452.50 |
0.500 |
4,448.75 |
0.382 |
4,445.00 |
LOW |
4,432.75 |
0.618 |
4,413.00 |
1.000 |
4,400.75 |
1.618 |
4,381.00 |
2.618 |
4,349.00 |
4.250 |
4,296.75 |
|
|
Fisher Pivots for day following 05-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
4,449.25 |
4,449.50 |
PP |
4,449.00 |
4,449.25 |
S1 |
4,448.75 |
4,449.00 |
|