Trading Metrics calculated at close of trading on 02-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
3,491.0 |
3,519.0 |
28.0 |
0.8% |
3,448.0 |
High |
3,523.0 |
3,531.0 |
8.0 |
0.2% |
3,523.0 |
Low |
3,488.0 |
3,503.0 |
15.0 |
0.4% |
3,426.0 |
Close |
3,515.0 |
3,514.0 |
-1.0 |
0.0% |
3,515.0 |
Range |
35.0 |
28.0 |
-7.0 |
-20.0% |
97.0 |
ATR |
55.4 |
53.4 |
-2.0 |
-3.5% |
0.0 |
Volume |
18,275 |
44,084 |
25,809 |
141.2% |
112,575 |
|
Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,600.0 |
3,585.0 |
3,529.4 |
|
R3 |
3,572.0 |
3,557.0 |
3,521.7 |
|
R2 |
3,544.0 |
3,544.0 |
3,519.1 |
|
R1 |
3,529.0 |
3,529.0 |
3,516.6 |
3,522.5 |
PP |
3,516.0 |
3,516.0 |
3,516.0 |
3,512.8 |
S1 |
3,501.0 |
3,501.0 |
3,511.4 |
3,494.5 |
S2 |
3,488.0 |
3,488.0 |
3,508.9 |
|
S3 |
3,460.0 |
3,473.0 |
3,506.3 |
|
S4 |
3,432.0 |
3,445.0 |
3,498.6 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,779.0 |
3,744.0 |
3,568.4 |
|
R3 |
3,682.0 |
3,647.0 |
3,541.7 |
|
R2 |
3,585.0 |
3,585.0 |
3,532.8 |
|
R1 |
3,550.0 |
3,550.0 |
3,523.9 |
3,567.5 |
PP |
3,488.0 |
3,488.0 |
3,488.0 |
3,496.8 |
S1 |
3,453.0 |
3,453.0 |
3,506.1 |
3,470.5 |
S2 |
3,391.0 |
3,391.0 |
3,497.2 |
|
S3 |
3,294.0 |
3,356.0 |
3,488.3 |
|
S4 |
3,197.0 |
3,259.0 |
3,461.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,531.0 |
3,438.0 |
93.0 |
2.6% |
34.0 |
1.0% |
82% |
True |
False |
31,030 |
10 |
3,531.0 |
3,310.0 |
221.0 |
6.3% |
44.5 |
1.3% |
92% |
True |
False |
16,423 |
20 |
3,531.0 |
3,248.0 |
283.0 |
8.1% |
46.1 |
1.3% |
94% |
True |
False |
8,448 |
40 |
3,531.0 |
2,912.0 |
619.0 |
17.6% |
59.8 |
1.7% |
97% |
True |
False |
5,082 |
60 |
3,531.0 |
2,848.0 |
683.0 |
19.4% |
60.2 |
1.7% |
98% |
True |
False |
3,606 |
80 |
3,531.0 |
2,848.0 |
683.0 |
19.4% |
51.0 |
1.5% |
98% |
True |
False |
2,744 |
100 |
3,531.0 |
2,710.0 |
821.0 |
23.4% |
49.3 |
1.4% |
98% |
True |
False |
2,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,650.0 |
2.618 |
3,604.3 |
1.618 |
3,576.3 |
1.000 |
3,559.0 |
0.618 |
3,548.3 |
HIGH |
3,531.0 |
0.618 |
3,520.3 |
0.500 |
3,517.0 |
0.382 |
3,513.7 |
LOW |
3,503.0 |
0.618 |
3,485.7 |
1.000 |
3,475.0 |
1.618 |
3,457.7 |
2.618 |
3,429.7 |
4.250 |
3,384.0 |
|
|
Fisher Pivots for day following 02-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
3,517.0 |
3,508.3 |
PP |
3,516.0 |
3,502.7 |
S1 |
3,515.0 |
3,497.0 |
|