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 |
5,939.0 |
5,915.0 |
-24.0 |
-0.4% |
5,871.0 |
High |
5,981.0 |
5,944.0 |
-37.0 |
-0.6% |
5,934.0 |
Low |
5,883.0 |
5,881.0 |
-2.0 |
0.0% |
5,825.0 |
Close |
5,923.0 |
5,883.0 |
-40.0 |
-0.7% |
5,914.0 |
Range |
98.0 |
63.0 |
-35.0 |
-35.7% |
109.0 |
ATR |
66.9 |
66.6 |
-0.3 |
-0.4% |
0.0 |
Volume |
25,407 |
21,038 |
-4,369 |
-17.2% |
115,471 |
|
Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,091.7 |
6,050.3 |
5,917.7 |
|
R3 |
6,028.7 |
5,987.3 |
5,900.3 |
|
R2 |
5,965.7 |
5,965.7 |
5,894.6 |
|
R1 |
5,924.3 |
5,924.3 |
5,888.8 |
5,913.5 |
PP |
5,902.7 |
5,902.7 |
5,902.7 |
5,897.3 |
S1 |
5,861.3 |
5,861.3 |
5,877.2 |
5,850.5 |
S2 |
5,839.7 |
5,839.7 |
5,871.5 |
|
S3 |
5,776.7 |
5,798.3 |
5,865.7 |
|
S4 |
5,713.7 |
5,735.3 |
5,848.4 |
|
|
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 |
5,981.0 |
5,850.0 |
131.0 |
2.2% |
67.8 |
1.2% |
25% |
False |
False |
23,420 |
10 |
5,981.0 |
5,825.0 |
156.0 |
2.7% |
61.9 |
1.1% |
37% |
False |
False |
22,422 |
20 |
5,981.0 |
5,685.0 |
296.0 |
5.0% |
62.7 |
1.1% |
67% |
False |
False |
24,098 |
40 |
5,981.0 |
5,213.0 |
768.0 |
13.1% |
59.3 |
1.0% |
87% |
False |
False |
23,978 |
60 |
5,981.0 |
5,081.0 |
900.0 |
15.3% |
62.7 |
1.1% |
89% |
False |
False |
24,627 |
80 |
5,981.0 |
5,081.0 |
900.0 |
15.3% |
51.4 |
0.9% |
89% |
False |
False |
18,484 |
100 |
5,981.0 |
5,081.0 |
900.0 |
15.3% |
41.6 |
0.7% |
89% |
False |
False |
14,800 |
120 |
5,981.0 |
5,081.0 |
900.0 |
15.3% |
34.9 |
0.6% |
89% |
False |
False |
12,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,211.8 |
2.618 |
6,108.9 |
1.618 |
6,045.9 |
1.000 |
6,007.0 |
0.618 |
5,982.9 |
HIGH |
5,944.0 |
0.618 |
5,919.9 |
0.500 |
5,912.5 |
0.382 |
5,905.1 |
LOW |
5,881.0 |
0.618 |
5,842.1 |
1.000 |
5,818.0 |
1.618 |
5,779.1 |
2.618 |
5,716.1 |
4.250 |
5,613.3 |
|
|
Fisher Pivots for day following 04-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
5,912.5 |
5,931.0 |
PP |
5,902.7 |
5,915.0 |
S1 |
5,892.8 |
5,899.0 |
|