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 |
18,186 |
18,089 |
-97 |
-0.5% |
18,112 |
High |
18,186 |
18,148 |
-38 |
-0.2% |
18,228 |
Low |
18,013 |
18,071 |
58 |
0.3% |
18,034 |
Close |
18,086 |
18,120 |
34 |
0.2% |
18,127 |
Range |
173 |
77 |
-96 |
-55.5% |
194 |
ATR |
177 |
170 |
-7 |
-4.0% |
0 |
Volume |
118,085 |
89,647 |
-28,438 |
-24.1% |
419,837 |
|
Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,344 |
18,309 |
18,162 |
|
R3 |
18,267 |
18,232 |
18,141 |
|
R2 |
18,190 |
18,190 |
18,134 |
|
R1 |
18,155 |
18,155 |
18,127 |
18,173 |
PP |
18,113 |
18,113 |
18,113 |
18,122 |
S1 |
18,078 |
18,078 |
18,113 |
18,096 |
S2 |
18,036 |
18,036 |
18,106 |
|
S3 |
17,959 |
18,001 |
18,099 |
|
S4 |
17,882 |
17,924 |
18,078 |
|
|
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% |
124 |
0.7% |
42% |
False |
False |
97,199 |
10 |
18,270 |
17,853 |
417 |
2.3% |
124 |
0.7% |
64% |
False |
False |
98,285 |
20 |
18,270 |
17,492 |
778 |
4.3% |
146 |
0.8% |
81% |
False |
False |
107,836 |
40 |
18,270 |
16,962 |
1,308 |
7.2% |
231 |
1.3% |
89% |
False |
False |
158,213 |
60 |
18,270 |
16,962 |
1,308 |
7.2% |
233 |
1.3% |
89% |
False |
False |
147,570 |
80 |
18,270 |
16,962 |
1,308 |
7.2% |
197 |
1.1% |
89% |
False |
False |
110,773 |
100 |
18,270 |
15,740 |
2,530 |
14.0% |
199 |
1.1% |
94% |
False |
False |
88,626 |
120 |
18,270 |
15,740 |
2,530 |
14.0% |
190 |
1.0% |
94% |
False |
False |
73,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,475 |
2.618 |
18,350 |
1.618 |
18,273 |
1.000 |
18,225 |
0.618 |
18,196 |
HIGH |
18,148 |
0.618 |
18,119 |
0.500 |
18,110 |
0.382 |
18,101 |
LOW |
18,071 |
0.618 |
18,024 |
1.000 |
17,994 |
1.618 |
17,947 |
2.618 |
17,870 |
4.250 |
17,744 |
|
|
Fisher Pivots for day following 05-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
18,117 |
18,134 |
PP |
18,113 |
18,129 |
S1 |
18,110 |
18,125 |
|