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 |
18,745 |
18,725 |
-20 |
-0.1% |
18,520 |
High |
18,745 |
18,930 |
185 |
1.0% |
18,935 |
Low |
18,575 |
18,660 |
85 |
0.5% |
18,425 |
Close |
18,700 |
18,870 |
170 |
0.9% |
18,880 |
Range |
170 |
270 |
100 |
58.8% |
510 |
ATR |
270 |
270 |
0 |
0.0% |
0 |
Volume |
11,492 |
19,692 |
8,200 |
71.4% |
48,730 |
|
Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,630 |
19,520 |
19,019 |
|
R3 |
19,360 |
19,250 |
18,944 |
|
R2 |
19,090 |
19,090 |
18,920 |
|
R1 |
18,980 |
18,980 |
18,895 |
19,035 |
PP |
18,820 |
18,820 |
18,820 |
18,848 |
S1 |
18,710 |
18,710 |
18,845 |
18,765 |
S2 |
18,550 |
18,550 |
18,821 |
|
S3 |
18,280 |
18,440 |
18,796 |
|
S4 |
18,010 |
18,170 |
18,722 |
|
|
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% |
218 |
1.2% |
70% |
False |
False |
12,853 |
10 |
18,995 |
18,285 |
710 |
3.8% |
221 |
1.2% |
82% |
False |
False |
11,394 |
20 |
18,995 |
17,485 |
1,510 |
8.0% |
249 |
1.3% |
92% |
False |
False |
11,190 |
40 |
18,995 |
16,580 |
2,415 |
12.8% |
325 |
1.7% |
95% |
False |
False |
15,124 |
60 |
18,995 |
16,525 |
2,470 |
13.1% |
355 |
1.9% |
95% |
False |
False |
16,527 |
80 |
18,995 |
16,525 |
2,470 |
13.1% |
332 |
1.8% |
95% |
False |
False |
12,591 |
100 |
18,995 |
14,600 |
4,395 |
23.3% |
310 |
1.6% |
97% |
False |
False |
10,112 |
120 |
18,995 |
14,600 |
4,395 |
23.3% |
272 |
1.4% |
97% |
False |
False |
8,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,078 |
2.618 |
19,637 |
1.618 |
19,367 |
1.000 |
19,200 |
0.618 |
19,097 |
HIGH |
18,930 |
0.618 |
18,827 |
0.500 |
18,795 |
0.382 |
18,763 |
LOW |
18,660 |
0.618 |
18,493 |
1.000 |
18,390 |
1.618 |
18,223 |
2.618 |
17,953 |
4.250 |
17,513 |
|
|
Fisher Pivots for day following 05-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
18,845 |
18,833 |
PP |
18,820 |
18,795 |
S1 |
18,795 |
18,758 |
|