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 |
18,940 |
18,745 |
-195 |
-1.0% |
18,520 |
High |
18,940 |
18,745 |
-195 |
-1.0% |
18,935 |
Low |
18,660 |
18,575 |
-85 |
-0.5% |
18,425 |
Close |
18,740 |
18,700 |
-40 |
-0.2% |
18,880 |
Range |
280 |
170 |
-110 |
-39.3% |
510 |
ATR |
278 |
270 |
-8 |
-2.8% |
0 |
Volume |
11,412 |
11,492 |
80 |
0.7% |
48,730 |
|
Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,183 |
19,112 |
18,794 |
|
R3 |
19,013 |
18,942 |
18,747 |
|
R2 |
18,843 |
18,843 |
18,731 |
|
R1 |
18,772 |
18,772 |
18,716 |
18,723 |
PP |
18,673 |
18,673 |
18,673 |
18,649 |
S1 |
18,602 |
18,602 |
18,685 |
18,553 |
S2 |
18,503 |
18,503 |
18,669 |
|
S3 |
18,333 |
18,432 |
18,653 |
|
S4 |
18,163 |
18,262 |
18,607 |
|
|
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 |
18,575 |
420 |
2.2% |
231 |
1.2% |
30% |
False |
True |
11,527 |
10 |
18,995 |
18,235 |
760 |
4.1% |
211 |
1.1% |
61% |
False |
False |
10,191 |
20 |
18,995 |
17,485 |
1,510 |
8.1% |
248 |
1.3% |
80% |
False |
False |
10,808 |
40 |
18,995 |
16,580 |
2,415 |
12.9% |
333 |
1.8% |
88% |
False |
False |
15,415 |
60 |
18,995 |
16,525 |
2,470 |
13.2% |
356 |
1.9% |
88% |
False |
False |
16,254 |
80 |
18,995 |
16,525 |
2,470 |
13.2% |
332 |
1.8% |
88% |
False |
False |
12,345 |
100 |
18,995 |
14,600 |
4,395 |
23.5% |
312 |
1.7% |
93% |
False |
False |
9,916 |
120 |
18,995 |
14,600 |
4,395 |
23.5% |
270 |
1.4% |
93% |
False |
False |
8,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,468 |
2.618 |
19,190 |
1.618 |
19,020 |
1.000 |
18,915 |
0.618 |
18,850 |
HIGH |
18,745 |
0.618 |
18,680 |
0.500 |
18,660 |
0.382 |
18,640 |
LOW |
18,575 |
0.618 |
18,470 |
1.000 |
18,405 |
1.618 |
18,300 |
2.618 |
18,130 |
4.250 |
17,853 |
|
|
Fisher Pivots for day following 04-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
18,687 |
18,785 |
PP |
18,673 |
18,757 |
S1 |
18,660 |
18,728 |
|