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 |
18,248 |
18,186 |
-62 |
-0.3% |
18,112 |
High |
18,255 |
18,186 |
-69 |
-0.4% |
18,228 |
Low |
18,120 |
18,013 |
-107 |
-0.6% |
18,034 |
Close |
18,186 |
18,086 |
-100 |
-0.5% |
18,127 |
Range |
135 |
173 |
38 |
28.1% |
194 |
ATR |
178 |
177 |
0 |
-0.2% |
0 |
Volume |
98,213 |
118,085 |
19,872 |
20.2% |
419,837 |
|
Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,614 |
18,523 |
18,181 |
|
R3 |
18,441 |
18,350 |
18,134 |
|
R2 |
18,268 |
18,268 |
18,118 |
|
R1 |
18,177 |
18,177 |
18,102 |
18,136 |
PP |
18,095 |
18,095 |
18,095 |
18,075 |
S1 |
18,004 |
18,004 |
18,070 |
17,963 |
S2 |
17,922 |
17,922 |
18,054 |
|
S3 |
17,749 |
17,831 |
18,039 |
|
S4 |
17,576 |
17,658 |
17,991 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,712 |
18,613 |
18,234 |
|
R3 |
18,518 |
18,419 |
18,180 |
|
R2 |
18,324 |
18,324 |
18,163 |
|
R1 |
18,225 |
18,225 |
18,145 |
18,275 |
PP |
18,130 |
18,130 |
18,130 |
18,154 |
S1 |
18,031 |
18,031 |
18,109 |
18,081 |
S2 |
17,936 |
17,936 |
18,092 |
|
S3 |
17,742 |
17,837 |
18,074 |
|
S4 |
17,548 |
17,643 |
18,020 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,270 |
18,013 |
257 |
1.4% |
125 |
0.7% |
28% |
False |
True |
98,646 |
10 |
18,270 |
17,853 |
417 |
2.3% |
131 |
0.7% |
56% |
False |
False |
99,733 |
20 |
18,270 |
17,492 |
778 |
4.3% |
153 |
0.8% |
76% |
False |
False |
112,154 |
40 |
18,270 |
16,962 |
1,308 |
7.2% |
237 |
1.3% |
86% |
False |
False |
162,400 |
60 |
18,270 |
16,962 |
1,308 |
7.2% |
233 |
1.3% |
86% |
False |
False |
146,090 |
80 |
18,270 |
16,962 |
1,308 |
7.2% |
198 |
1.1% |
86% |
False |
False |
109,653 |
100 |
18,270 |
15,740 |
2,530 |
14.0% |
202 |
1.1% |
93% |
False |
False |
87,730 |
120 |
18,270 |
15,740 |
2,530 |
14.0% |
190 |
1.1% |
93% |
False |
False |
73,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,921 |
2.618 |
18,639 |
1.618 |
18,466 |
1.000 |
18,359 |
0.618 |
18,293 |
HIGH |
18,186 |
0.618 |
18,120 |
0.500 |
18,100 |
0.382 |
18,079 |
LOW |
18,013 |
0.618 |
17,906 |
1.000 |
17,840 |
1.618 |
17,733 |
2.618 |
17,560 |
4.250 |
17,278 |
|
|
Fisher Pivots for day following 04-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
18,100 |
18,142 |
PP |
18,095 |
18,123 |
S1 |
18,091 |
18,105 |
|