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 |
5,915.0 |
5,872.0 |
-43.0 |
-0.7% |
5,871.0 |
High |
5,944.0 |
5,899.0 |
-45.0 |
-0.8% |
5,934.0 |
Low |
5,881.0 |
5,856.0 |
-25.0 |
-0.4% |
5,825.0 |
Close |
5,883.0 |
5,890.0 |
7.0 |
0.1% |
5,914.0 |
Range |
63.0 |
43.0 |
-20.0 |
-31.7% |
109.0 |
ATR |
66.6 |
64.9 |
-1.7 |
-2.5% |
0.0 |
Volume |
21,038 |
23,418 |
2,380 |
11.3% |
115,471 |
|
Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,010.7 |
5,993.3 |
5,913.7 |
|
R3 |
5,967.7 |
5,950.3 |
5,901.8 |
|
R2 |
5,924.7 |
5,924.7 |
5,897.9 |
|
R1 |
5,907.3 |
5,907.3 |
5,893.9 |
5,916.0 |
PP |
5,881.7 |
5,881.7 |
5,881.7 |
5,886.0 |
S1 |
5,864.3 |
5,864.3 |
5,886.1 |
5,873.0 |
S2 |
5,838.7 |
5,838.7 |
5,882.1 |
|
S3 |
5,795.7 |
5,821.3 |
5,878.2 |
|
S4 |
5,752.7 |
5,778.3 |
5,866.4 |
|
|
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% |
68.4 |
1.2% |
31% |
False |
False |
24,195 |
10 |
5,981.0 |
5,825.0 |
156.0 |
2.6% |
59.5 |
1.0% |
42% |
False |
False |
22,548 |
20 |
5,981.0 |
5,685.0 |
296.0 |
5.0% |
61.7 |
1.0% |
69% |
False |
False |
23,689 |
40 |
5,981.0 |
5,213.0 |
768.0 |
13.0% |
58.8 |
1.0% |
88% |
False |
False |
24,010 |
60 |
5,981.0 |
5,081.0 |
900.0 |
15.3% |
62.2 |
1.1% |
90% |
False |
False |
25,017 |
80 |
5,981.0 |
5,081.0 |
900.0 |
15.3% |
51.9 |
0.9% |
90% |
False |
False |
18,777 |
100 |
5,981.0 |
5,081.0 |
900.0 |
15.3% |
42.1 |
0.7% |
90% |
False |
False |
15,033 |
120 |
5,981.0 |
5,081.0 |
900.0 |
15.3% |
35.2 |
0.6% |
90% |
False |
False |
12,530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,081.8 |
2.618 |
6,011.6 |
1.618 |
5,968.6 |
1.000 |
5,942.0 |
0.618 |
5,925.6 |
HIGH |
5,899.0 |
0.618 |
5,882.6 |
0.500 |
5,877.5 |
0.382 |
5,872.4 |
LOW |
5,856.0 |
0.618 |
5,829.4 |
1.000 |
5,813.0 |
1.618 |
5,786.4 |
2.618 |
5,743.4 |
4.250 |
5,673.3 |
|
|
Fisher Pivots for day following 05-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
5,885.8 |
5,918.5 |
PP |
5,881.7 |
5,909.0 |
S1 |
5,877.5 |
5,899.5 |
|