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 |
1,213.8 |
1,206.1 |
-7.7 |
-0.6% |
1,203.5 |
High |
1,223.0 |
1,214.4 |
-8.6 |
-0.7% |
1,219.9 |
Low |
1,204.2 |
1,194.6 |
-9.6 |
-0.8% |
1,190.0 |
Close |
1,208.2 |
1,204.4 |
-3.8 |
-0.3% |
1,213.1 |
Range |
18.8 |
19.8 |
1.0 |
5.3% |
29.9 |
ATR |
19.8 |
19.8 |
0.0 |
0.0% |
0.0 |
Volume |
133,100 |
155,655 |
22,555 |
16.9% |
588,951 |
|
Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,263.9 |
1,253.9 |
1,215.3 |
|
R3 |
1,244.1 |
1,234.1 |
1,209.8 |
|
R2 |
1,224.3 |
1,224.3 |
1,208.0 |
|
R1 |
1,214.3 |
1,214.3 |
1,206.2 |
1,209.4 |
PP |
1,204.5 |
1,204.5 |
1,204.5 |
1,202.0 |
S1 |
1,194.5 |
1,194.5 |
1,202.6 |
1,189.6 |
S2 |
1,184.7 |
1,184.7 |
1,200.8 |
|
S3 |
1,164.9 |
1,174.7 |
1,199.0 |
|
S4 |
1,145.1 |
1,154.9 |
1,193.5 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,297.4 |
1,285.1 |
1,229.5 |
|
R3 |
1,267.5 |
1,255.2 |
1,221.3 |
|
R2 |
1,237.6 |
1,237.6 |
1,218.6 |
|
R1 |
1,225.3 |
1,225.3 |
1,215.8 |
1,231.5 |
PP |
1,207.7 |
1,207.7 |
1,207.7 |
1,210.7 |
S1 |
1,195.4 |
1,195.4 |
1,210.4 |
1,201.6 |
S2 |
1,177.8 |
1,177.8 |
1,207.6 |
|
S3 |
1,147.9 |
1,165.5 |
1,204.9 |
|
S4 |
1,118.0 |
1,135.6 |
1,196.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,223.0 |
1,194.6 |
28.4 |
2.4% |
16.2 |
1.3% |
35% |
False |
True |
129,175 |
10 |
1,223.0 |
1,190.0 |
33.0 |
2.7% |
16.7 |
1.4% |
44% |
False |
False |
122,380 |
20 |
1,286.5 |
1,190.0 |
96.5 |
8.0% |
19.0 |
1.6% |
15% |
False |
False |
127,729 |
40 |
1,308.8 |
1,179.3 |
129.5 |
10.8% |
20.6 |
1.7% |
19% |
False |
False |
91,999 |
60 |
1,308.8 |
1,168.3 |
140.5 |
11.7% |
20.7 |
1.7% |
26% |
False |
False |
62,589 |
80 |
1,308.8 |
1,132.1 |
176.7 |
14.7% |
21.4 |
1.8% |
41% |
False |
False |
48,142 |
100 |
1,308.8 |
1,132.1 |
176.7 |
14.7% |
19.6 |
1.6% |
41% |
False |
False |
38,872 |
120 |
1,308.8 |
1,132.1 |
176.7 |
14.7% |
18.4 |
1.5% |
41% |
False |
False |
32,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,298.6 |
2.618 |
1,266.2 |
1.618 |
1,246.4 |
1.000 |
1,234.2 |
0.618 |
1,226.6 |
HIGH |
1,214.4 |
0.618 |
1,206.8 |
0.500 |
1,204.5 |
0.382 |
1,202.2 |
LOW |
1,194.6 |
0.618 |
1,182.4 |
1.000 |
1,174.8 |
1.618 |
1,162.6 |
2.618 |
1,142.8 |
4.250 |
1,110.5 |
|
|
Fisher Pivots for day following 03-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,204.5 |
1,208.8 |
PP |
1,204.5 |
1,207.3 |
S1 |
1,204.4 |
1,205.9 |
|