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 |
3,518.0 |
3,483.0 |
-35.0 |
-1.0% |
3,448.0 |
High |
3,529.0 |
3,515.0 |
-14.0 |
-0.4% |
3,523.0 |
Low |
3,469.0 |
3,457.0 |
-12.0 |
-0.3% |
3,426.0 |
Close |
3,479.0 |
3,501.0 |
22.0 |
0.6% |
3,515.0 |
Range |
60.0 |
58.0 |
-2.0 |
-3.3% |
97.0 |
ATR |
53.9 |
54.2 |
0.3 |
0.5% |
0.0 |
Volume |
11,056 |
101,994 |
90,938 |
822.5% |
112,575 |
|
Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,665.0 |
3,641.0 |
3,532.9 |
|
R3 |
3,607.0 |
3,583.0 |
3,517.0 |
|
R2 |
3,549.0 |
3,549.0 |
3,511.6 |
|
R1 |
3,525.0 |
3,525.0 |
3,506.3 |
3,537.0 |
PP |
3,491.0 |
3,491.0 |
3,491.0 |
3,497.0 |
S1 |
3,467.0 |
3,467.0 |
3,495.7 |
3,479.0 |
S2 |
3,433.0 |
3,433.0 |
3,490.4 |
|
S3 |
3,375.0 |
3,409.0 |
3,485.1 |
|
S4 |
3,317.0 |
3,351.0 |
3,469.1 |
|
|
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 |
3,457.0 |
74.0 |
2.1% |
44.2 |
1.3% |
59% |
False |
True |
50,159 |
10 |
3,531.0 |
3,366.0 |
165.0 |
4.7% |
45.8 |
1.3% |
82% |
False |
False |
27,264 |
20 |
3,531.0 |
3,248.0 |
283.0 |
8.1% |
47.3 |
1.4% |
89% |
False |
False |
14,032 |
40 |
3,531.0 |
2,942.0 |
589.0 |
16.8% |
60.0 |
1.7% |
95% |
False |
False |
7,896 |
60 |
3,531.0 |
2,848.0 |
683.0 |
19.5% |
61.6 |
1.8% |
96% |
False |
False |
5,490 |
80 |
3,531.0 |
2,848.0 |
683.0 |
19.5% |
51.5 |
1.5% |
96% |
False |
False |
4,157 |
100 |
3,531.0 |
2,710.0 |
821.0 |
23.5% |
50.1 |
1.4% |
96% |
False |
False |
3,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,761.5 |
2.618 |
3,666.8 |
1.618 |
3,608.8 |
1.000 |
3,573.0 |
0.618 |
3,550.8 |
HIGH |
3,515.0 |
0.618 |
3,492.8 |
0.500 |
3,486.0 |
0.382 |
3,479.2 |
LOW |
3,457.0 |
0.618 |
3,421.2 |
1.000 |
3,399.0 |
1.618 |
3,363.2 |
2.618 |
3,305.2 |
4.250 |
3,210.5 |
|
|
Fisher Pivots for day following 04-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
3,496.0 |
3,498.7 |
PP |
3,491.0 |
3,496.3 |
S1 |
3,486.0 |
3,494.0 |
|