Trading Metrics calculated at close of trading on 02-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
18,885 |
18,865 |
-20 |
-0.1% |
18,520 |
High |
18,890 |
18,995 |
105 |
0.6% |
18,935 |
Low |
18,730 |
18,785 |
55 |
0.3% |
18,425 |
Close |
18,880 |
18,940 |
60 |
0.3% |
18,880 |
Range |
160 |
210 |
50 |
31.3% |
510 |
ATR |
283 |
277 |
-5 |
-1.8% |
0 |
Volume |
11,876 |
9,797 |
-2,079 |
-17.5% |
48,730 |
|
Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,537 |
19,448 |
19,056 |
|
R3 |
19,327 |
19,238 |
18,998 |
|
R2 |
19,117 |
19,117 |
18,979 |
|
R1 |
19,028 |
19,028 |
18,959 |
19,073 |
PP |
18,907 |
18,907 |
18,907 |
18,929 |
S1 |
18,818 |
18,818 |
18,921 |
18,863 |
S2 |
18,697 |
18,697 |
18,902 |
|
S3 |
18,487 |
18,608 |
18,882 |
|
S4 |
18,277 |
18,398 |
18,825 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,277 |
20,088 |
19,161 |
|
R3 |
19,767 |
19,578 |
19,020 |
|
R2 |
19,257 |
19,257 |
18,974 |
|
R1 |
19,068 |
19,068 |
18,927 |
19,163 |
PP |
18,747 |
18,747 |
18,747 |
18,794 |
S1 |
18,558 |
18,558 |
18,833 |
18,653 |
S2 |
18,237 |
18,237 |
18,787 |
|
S3 |
17,727 |
18,048 |
18,740 |
|
S4 |
17,217 |
17,538 |
18,600 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,995 |
18,455 |
540 |
2.9% |
218 |
1.2% |
90% |
True |
False |
10,456 |
10 |
18,995 |
17,920 |
1,075 |
5.7% |
219 |
1.2% |
95% |
True |
False |
10,221 |
20 |
18,995 |
17,305 |
1,690 |
8.9% |
260 |
1.4% |
97% |
True |
False |
11,094 |
40 |
18,995 |
16,580 |
2,415 |
12.8% |
342 |
1.8% |
98% |
True |
False |
15,655 |
60 |
18,995 |
16,525 |
2,470 |
13.0% |
355 |
1.9% |
98% |
True |
False |
15,954 |
80 |
18,995 |
16,525 |
2,470 |
13.0% |
333 |
1.8% |
98% |
True |
False |
12,078 |
100 |
18,995 |
14,600 |
4,395 |
23.2% |
312 |
1.6% |
99% |
True |
False |
9,687 |
120 |
18,995 |
14,600 |
4,395 |
23.2% |
266 |
1.4% |
99% |
True |
False |
8,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,888 |
2.618 |
19,545 |
1.618 |
19,335 |
1.000 |
19,205 |
0.618 |
19,125 |
HIGH |
18,995 |
0.618 |
18,915 |
0.500 |
18,890 |
0.382 |
18,865 |
LOW |
18,785 |
0.618 |
18,655 |
1.000 |
18,575 |
1.618 |
18,445 |
2.618 |
18,235 |
4.250 |
17,893 |
|
|
Fisher Pivots for day following 02-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
18,923 |
18,893 |
PP |
18,907 |
18,845 |
S1 |
18,890 |
18,798 |
|