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 |
5,879.0 |
5,926.0 |
47.0 |
0.8% |
5,871.0 |
High |
5,925.0 |
5,967.0 |
42.0 |
0.7% |
5,934.0 |
Low |
5,850.0 |
5,904.0 |
54.0 |
0.9% |
5,825.0 |
Close |
5,914.0 |
5,940.0 |
26.0 |
0.4% |
5,914.0 |
Range |
75.0 |
63.0 |
-12.0 |
-16.0% |
109.0 |
ATR |
64.6 |
64.5 |
-0.1 |
-0.2% |
0.0 |
Volume |
28,106 |
23,006 |
-5,100 |
-18.1% |
115,471 |
|
Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,126.0 |
6,096.0 |
5,974.7 |
|
R3 |
6,063.0 |
6,033.0 |
5,957.3 |
|
R2 |
6,000.0 |
6,000.0 |
5,951.6 |
|
R1 |
5,970.0 |
5,970.0 |
5,945.8 |
5,985.0 |
PP |
5,937.0 |
5,937.0 |
5,937.0 |
5,944.5 |
S1 |
5,907.0 |
5,907.0 |
5,934.2 |
5,922.0 |
S2 |
5,874.0 |
5,874.0 |
5,928.5 |
|
S3 |
5,811.0 |
5,844.0 |
5,922.7 |
|
S4 |
5,748.0 |
5,781.0 |
5,905.4 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,218.0 |
6,175.0 |
5,974.0 |
|
R3 |
6,109.0 |
6,066.0 |
5,944.0 |
|
R2 |
6,000.0 |
6,000.0 |
5,934.0 |
|
R1 |
5,957.0 |
5,957.0 |
5,924.0 |
5,978.5 |
PP |
5,891.0 |
5,891.0 |
5,891.0 |
5,901.8 |
S1 |
5,848.0 |
5,848.0 |
5,904.0 |
5,869.5 |
S2 |
5,782.0 |
5,782.0 |
5,894.0 |
|
S3 |
5,673.0 |
5,739.0 |
5,884.0 |
|
S4 |
5,564.0 |
5,630.0 |
5,854.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,967.0 |
5,848.0 |
119.0 |
2.0% |
55.0 |
0.9% |
77% |
True |
False |
24,316 |
10 |
5,967.0 |
5,793.0 |
174.0 |
2.9% |
57.3 |
1.0% |
84% |
True |
False |
22,376 |
20 |
5,967.0 |
5,577.0 |
390.0 |
6.6% |
62.7 |
1.1% |
93% |
True |
False |
24,946 |
40 |
5,967.0 |
5,213.0 |
754.0 |
12.7% |
58.4 |
1.0% |
96% |
True |
False |
24,206 |
60 |
5,967.0 |
5,081.0 |
886.0 |
14.9% |
61.7 |
1.0% |
97% |
True |
False |
23,863 |
80 |
5,967.0 |
5,081.0 |
886.0 |
14.9% |
49.4 |
0.8% |
97% |
True |
False |
17,905 |
100 |
5,967.0 |
5,081.0 |
886.0 |
14.9% |
40.2 |
0.7% |
97% |
True |
False |
14,337 |
120 |
5,967.0 |
5,081.0 |
886.0 |
14.9% |
33.5 |
0.6% |
97% |
True |
False |
11,948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,234.8 |
2.618 |
6,131.9 |
1.618 |
6,068.9 |
1.000 |
6,030.0 |
0.618 |
6,005.9 |
HIGH |
5,967.0 |
0.618 |
5,942.9 |
0.500 |
5,935.5 |
0.382 |
5,928.1 |
LOW |
5,904.0 |
0.618 |
5,865.1 |
1.000 |
5,841.0 |
1.618 |
5,802.1 |
2.618 |
5,739.1 |
4.250 |
5,636.3 |
|
|
Fisher Pivots for day following 02-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
5,938.5 |
5,929.5 |
PP |
5,937.0 |
5,919.0 |
S1 |
5,935.5 |
5,908.5 |
|