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 |
4,444.25 |
4,451.50 |
7.25 |
0.2% |
4,447.00 |
High |
4,464.75 |
4,460.50 |
-4.25 |
-0.1% |
4,483.25 |
Low |
4,432.75 |
4,389.25 |
-43.50 |
-1.0% |
4,389.25 |
Close |
4,449.50 |
4,405.00 |
-44.50 |
-1.0% |
4,405.00 |
Range |
32.00 |
71.25 |
39.25 |
122.7% |
94.00 |
ATR |
47.13 |
48.85 |
1.72 |
3.7% |
0.00 |
Volume |
185,176 |
296,605 |
111,429 |
60.2% |
1,076,695 |
|
Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,632.00 |
4,589.75 |
4,444.25 |
|
R3 |
4,560.75 |
4,518.50 |
4,424.50 |
|
R2 |
4,489.50 |
4,489.50 |
4,418.00 |
|
R1 |
4,447.25 |
4,447.25 |
4,411.50 |
4,432.75 |
PP |
4,418.25 |
4,418.25 |
4,418.25 |
4,411.00 |
S1 |
4,376.00 |
4,376.00 |
4,398.50 |
4,361.50 |
S2 |
4,347.00 |
4,347.00 |
4,392.00 |
|
S3 |
4,275.75 |
4,304.75 |
4,385.50 |
|
S4 |
4,204.50 |
4,233.50 |
4,365.75 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,707.75 |
4,650.50 |
4,456.75 |
|
R3 |
4,613.75 |
4,556.50 |
4,430.75 |
|
R2 |
4,519.75 |
4,519.75 |
4,422.25 |
|
R1 |
4,462.50 |
4,462.50 |
4,413.50 |
4,444.00 |
PP |
4,425.75 |
4,425.75 |
4,425.75 |
4,416.75 |
S1 |
4,368.50 |
4,368.50 |
4,396.50 |
4,350.00 |
S2 |
4,331.75 |
4,331.75 |
4,387.75 |
|
S3 |
4,237.75 |
4,274.50 |
4,379.25 |
|
S4 |
4,143.75 |
4,180.50 |
4,353.25 |
|
|
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 |
4,389.25 |
94.00 |
2.1% |
45.25 |
1.0% |
17% |
False |
True |
215,339 |
10 |
4,483.25 |
4,389.25 |
94.00 |
2.1% |
36.75 |
0.8% |
17% |
False |
True |
191,373 |
20 |
4,483.25 |
4,201.50 |
281.75 |
6.4% |
40.75 |
0.9% |
72% |
False |
False |
197,616 |
40 |
4,483.25 |
4,041.50 |
441.75 |
10.0% |
62.25 |
1.4% |
82% |
False |
False |
264,862 |
60 |
4,483.25 |
4,041.50 |
441.75 |
10.0% |
63.75 |
1.4% |
82% |
False |
False |
260,702 |
80 |
4,483.25 |
4,041.50 |
441.75 |
10.0% |
56.75 |
1.3% |
82% |
False |
False |
195,834 |
100 |
4,483.25 |
3,687.00 |
796.25 |
18.1% |
58.25 |
1.3% |
90% |
False |
False |
156,736 |
120 |
4,483.25 |
3,687.00 |
796.25 |
18.1% |
58.25 |
1.3% |
90% |
False |
False |
130,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,763.25 |
2.618 |
4,647.00 |
1.618 |
4,575.75 |
1.000 |
4,531.75 |
0.618 |
4,504.50 |
HIGH |
4,460.50 |
0.618 |
4,433.25 |
0.500 |
4,425.00 |
0.382 |
4,416.50 |
LOW |
4,389.25 |
0.618 |
4,345.25 |
1.000 |
4,318.00 |
1.618 |
4,274.00 |
2.618 |
4,202.75 |
4.250 |
4,086.50 |
|
|
Fisher Pivots for day following 06-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
4,425.00 |
4,427.00 |
PP |
4,418.25 |
4,419.75 |
S1 |
4,411.50 |
4,412.25 |
|