Trading Metrics calculated at close of trading on 06-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
5,872.0 |
5,890.0 |
18.0 |
0.3% |
5,926.0 |
High |
5,899.0 |
5,907.0 |
8.0 |
0.1% |
5,981.0 |
Low |
5,856.0 |
5,856.0 |
0.0 |
0.0% |
5,856.0 |
Close |
5,890.0 |
5,890.0 |
0.0 |
0.0% |
5,890.0 |
Range |
43.0 |
51.0 |
8.0 |
18.6% |
125.0 |
ATR |
64.9 |
63.9 |
-1.0 |
-1.5% |
0.0 |
Volume |
23,418 |
16,870 |
-6,548 |
-28.0% |
109,739 |
|
Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,037.3 |
6,014.7 |
5,918.1 |
|
R3 |
5,986.3 |
5,963.7 |
5,904.0 |
|
R2 |
5,935.3 |
5,935.3 |
5,899.4 |
|
R1 |
5,912.7 |
5,912.7 |
5,894.7 |
5,915.5 |
PP |
5,884.3 |
5,884.3 |
5,884.3 |
5,885.8 |
S1 |
5,861.7 |
5,861.7 |
5,885.3 |
5,864.5 |
S2 |
5,833.3 |
5,833.3 |
5,880.7 |
|
S3 |
5,782.3 |
5,810.7 |
5,876.0 |
|
S4 |
5,731.3 |
5,759.7 |
5,862.0 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,284.0 |
6,212.0 |
5,958.8 |
|
R3 |
6,159.0 |
6,087.0 |
5,924.4 |
|
R2 |
6,034.0 |
6,034.0 |
5,912.9 |
|
R1 |
5,962.0 |
5,962.0 |
5,901.5 |
5,935.5 |
PP |
5,909.0 |
5,909.0 |
5,909.0 |
5,895.8 |
S1 |
5,837.0 |
5,837.0 |
5,878.5 |
5,810.5 |
S2 |
5,784.0 |
5,784.0 |
5,867.1 |
|
S3 |
5,659.0 |
5,712.0 |
5,855.6 |
|
S4 |
5,534.0 |
5,587.0 |
5,821.3 |
|
|
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 |
5,856.0 |
125.0 |
2.1% |
63.6 |
1.1% |
27% |
False |
True |
21,947 |
10 |
5,981.0 |
5,825.0 |
156.0 |
2.6% |
58.5 |
1.0% |
42% |
False |
False |
22,521 |
20 |
5,981.0 |
5,685.0 |
296.0 |
5.0% |
61.9 |
1.1% |
69% |
False |
False |
23,275 |
40 |
5,981.0 |
5,213.0 |
768.0 |
13.0% |
59.0 |
1.0% |
88% |
False |
False |
23,835 |
60 |
5,981.0 |
5,081.0 |
900.0 |
15.3% |
62.1 |
1.1% |
90% |
False |
False |
25,294 |
80 |
5,981.0 |
5,081.0 |
900.0 |
15.3% |
52.6 |
0.9% |
90% |
False |
False |
18,987 |
100 |
5,981.0 |
5,081.0 |
900.0 |
15.3% |
42.6 |
0.7% |
90% |
False |
False |
15,200 |
120 |
5,981.0 |
5,081.0 |
900.0 |
15.3% |
35.7 |
0.6% |
90% |
False |
False |
12,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,123.8 |
2.618 |
6,040.5 |
1.618 |
5,989.5 |
1.000 |
5,958.0 |
0.618 |
5,938.5 |
HIGH |
5,907.0 |
0.618 |
5,887.5 |
0.500 |
5,881.5 |
0.382 |
5,875.5 |
LOW |
5,856.0 |
0.618 |
5,824.5 |
1.000 |
5,805.0 |
1.618 |
5,773.5 |
2.618 |
5,722.5 |
4.250 |
5,639.3 |
|
|
Fisher Pivots for day following 06-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
5,887.2 |
5,900.0 |
PP |
5,884.3 |
5,896.7 |
S1 |
5,881.5 |
5,893.3 |
|