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 |
1,206.1 |
1,203.8 |
-2.3 |
-0.2% |
1,203.5 |
High |
1,214.4 |
1,208.4 |
-6.0 |
-0.5% |
1,219.9 |
Low |
1,194.6 |
1,197.7 |
3.1 |
0.3% |
1,190.0 |
Close |
1,204.4 |
1,200.9 |
-3.5 |
-0.3% |
1,213.1 |
Range |
19.8 |
10.7 |
-9.1 |
-46.0% |
29.9 |
ATR |
19.8 |
19.1 |
-0.6 |
-3.3% |
0.0 |
Volume |
155,655 |
107,563 |
-48,092 |
-30.9% |
588,951 |
|
Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,234.4 |
1,228.4 |
1,206.8 |
|
R3 |
1,223.7 |
1,217.7 |
1,203.8 |
|
R2 |
1,213.0 |
1,213.0 |
1,202.9 |
|
R1 |
1,207.0 |
1,207.0 |
1,201.9 |
1,204.7 |
PP |
1,202.3 |
1,202.3 |
1,202.3 |
1,201.2 |
S1 |
1,196.3 |
1,196.3 |
1,199.9 |
1,194.0 |
S2 |
1,191.6 |
1,191.6 |
1,198.9 |
|
S3 |
1,180.9 |
1,185.6 |
1,198.0 |
|
S4 |
1,170.2 |
1,174.9 |
1,195.0 |
|
|
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% |
22% |
False |
False |
129,472 |
10 |
1,223.0 |
1,190.0 |
33.0 |
2.7% |
16.1 |
1.3% |
33% |
False |
False |
121,024 |
20 |
1,274.6 |
1,190.0 |
84.6 |
7.0% |
18.0 |
1.5% |
13% |
False |
False |
124,008 |
40 |
1,308.8 |
1,190.0 |
118.8 |
9.9% |
20.2 |
1.7% |
9% |
False |
False |
94,553 |
60 |
1,308.8 |
1,168.3 |
140.5 |
11.7% |
20.7 |
1.7% |
23% |
False |
False |
64,345 |
80 |
1,308.8 |
1,132.1 |
176.7 |
14.7% |
21.2 |
1.8% |
39% |
False |
False |
49,473 |
100 |
1,308.8 |
1,132.1 |
176.7 |
14.7% |
19.6 |
1.6% |
39% |
False |
False |
39,927 |
120 |
1,308.8 |
1,132.1 |
176.7 |
14.7% |
18.4 |
1.5% |
39% |
False |
False |
33,475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,253.9 |
2.618 |
1,236.4 |
1.618 |
1,225.7 |
1.000 |
1,219.1 |
0.618 |
1,215.0 |
HIGH |
1,208.4 |
0.618 |
1,204.3 |
0.500 |
1,203.1 |
0.382 |
1,201.8 |
LOW |
1,197.7 |
0.618 |
1,191.1 |
1.000 |
1,187.0 |
1.618 |
1,180.4 |
2.618 |
1,169.7 |
4.250 |
1,152.2 |
|
|
Fisher Pivots for day following 04-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,203.1 |
1,208.8 |
PP |
1,202.3 |
1,206.2 |
S1 |
1,201.6 |
1,203.5 |
|