Trading Metrics calculated at close of trading on 03-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2015 |
03-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
5,926.0 |
5,939.0 |
13.0 |
0.2% |
5,871.0 |
High |
5,967.0 |
5,981.0 |
14.0 |
0.2% |
5,934.0 |
Low |
5,904.0 |
5,883.0 |
-21.0 |
-0.4% |
5,825.0 |
Close |
5,940.0 |
5,923.0 |
-17.0 |
-0.3% |
5,914.0 |
Range |
63.0 |
98.0 |
35.0 |
55.6% |
109.0 |
ATR |
64.5 |
66.9 |
2.4 |
3.7% |
0.0 |
Volume |
23,006 |
25,407 |
2,401 |
10.4% |
115,471 |
|
Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,223.0 |
6,171.0 |
5,976.9 |
|
R3 |
6,125.0 |
6,073.0 |
5,950.0 |
|
R2 |
6,027.0 |
6,027.0 |
5,941.0 |
|
R1 |
5,975.0 |
5,975.0 |
5,932.0 |
5,952.0 |
PP |
5,929.0 |
5,929.0 |
5,929.0 |
5,917.5 |
S1 |
5,877.0 |
5,877.0 |
5,914.0 |
5,854.0 |
S2 |
5,831.0 |
5,831.0 |
5,905.0 |
|
S3 |
5,733.0 |
5,779.0 |
5,896.1 |
|
S4 |
5,635.0 |
5,681.0 |
5,869.1 |
|
|
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 |
5,981.0 |
5,850.0 |
131.0 |
2.2% |
64.4 |
1.1% |
56% |
True |
False |
24,565 |
10 |
5,981.0 |
5,808.0 |
173.0 |
2.9% |
62.5 |
1.1% |
66% |
True |
False |
22,883 |
20 |
5,981.0 |
5,683.0 |
298.0 |
5.0% |
63.2 |
1.1% |
81% |
True |
False |
24,648 |
40 |
5,981.0 |
5,213.0 |
768.0 |
13.0% |
59.1 |
1.0% |
92% |
True |
False |
24,287 |
60 |
5,981.0 |
5,081.0 |
900.0 |
15.2% |
62.2 |
1.0% |
94% |
True |
False |
24,285 |
80 |
5,981.0 |
5,081.0 |
900.0 |
15.2% |
50.6 |
0.9% |
94% |
True |
False |
18,221 |
100 |
5,981.0 |
5,081.0 |
900.0 |
15.2% |
41.0 |
0.7% |
94% |
True |
False |
14,590 |
120 |
5,981.0 |
5,081.0 |
900.0 |
15.2% |
34.3 |
0.6% |
94% |
True |
False |
12,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,397.5 |
2.618 |
6,237.6 |
1.618 |
6,139.6 |
1.000 |
6,079.0 |
0.618 |
6,041.6 |
HIGH |
5,981.0 |
0.618 |
5,943.6 |
0.500 |
5,932.0 |
0.382 |
5,920.4 |
LOW |
5,883.0 |
0.618 |
5,822.4 |
1.000 |
5,785.0 |
1.618 |
5,724.4 |
2.618 |
5,626.4 |
4.250 |
5,466.5 |
|
|
Fisher Pivots for day following 03-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
5,932.0 |
5,920.5 |
PP |
5,929.0 |
5,918.0 |
S1 |
5,926.0 |
5,915.5 |
|