Trading Metrics calculated at close of trading on 05-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
3,483.0 |
3,518.0 |
35.0 |
1.0% |
3,448.0 |
High |
3,515.0 |
3,551.0 |
36.0 |
1.0% |
3,523.0 |
Low |
3,457.0 |
3,514.0 |
57.0 |
1.6% |
3,426.0 |
Close |
3,501.0 |
3,540.0 |
39.0 |
1.1% |
3,515.0 |
Range |
58.0 |
37.0 |
-21.0 |
-36.2% |
97.0 |
ATR |
54.2 |
53.9 |
-0.3 |
-0.6% |
0.0 |
Volume |
101,994 |
127,339 |
25,345 |
24.8% |
112,575 |
|
Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,646.0 |
3,630.0 |
3,560.4 |
|
R3 |
3,609.0 |
3,593.0 |
3,550.2 |
|
R2 |
3,572.0 |
3,572.0 |
3,546.8 |
|
R1 |
3,556.0 |
3,556.0 |
3,543.4 |
3,564.0 |
PP |
3,535.0 |
3,535.0 |
3,535.0 |
3,539.0 |
S1 |
3,519.0 |
3,519.0 |
3,536.6 |
3,527.0 |
S2 |
3,498.0 |
3,498.0 |
3,533.2 |
|
S3 |
3,461.0 |
3,482.0 |
3,529.8 |
|
S4 |
3,424.0 |
3,445.0 |
3,519.7 |
|
|
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 |
3,551.0 |
3,457.0 |
94.0 |
2.7% |
43.6 |
1.2% |
88% |
True |
False |
60,549 |
10 |
3,551.0 |
3,381.0 |
170.0 |
4.8% |
43.9 |
1.2% |
94% |
True |
False |
39,909 |
20 |
3,551.0 |
3,248.0 |
303.0 |
8.6% |
46.5 |
1.3% |
96% |
True |
False |
20,364 |
40 |
3,551.0 |
2,942.0 |
609.0 |
17.2% |
58.9 |
1.7% |
98% |
True |
False |
10,904 |
60 |
3,551.0 |
2,848.0 |
703.0 |
19.9% |
61.0 |
1.7% |
98% |
True |
False |
7,610 |
80 |
3,551.0 |
2,848.0 |
703.0 |
19.9% |
51.5 |
1.5% |
98% |
True |
False |
5,747 |
100 |
3,551.0 |
2,710.0 |
841.0 |
23.8% |
50.0 |
1.4% |
99% |
True |
False |
4,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,708.3 |
2.618 |
3,647.9 |
1.618 |
3,610.9 |
1.000 |
3,588.0 |
0.618 |
3,573.9 |
HIGH |
3,551.0 |
0.618 |
3,536.9 |
0.500 |
3,532.5 |
0.382 |
3,528.1 |
LOW |
3,514.0 |
0.618 |
3,491.1 |
1.000 |
3,477.0 |
1.618 |
3,454.1 |
2.618 |
3,417.1 |
4.250 |
3,356.8 |
|
|
Fisher Pivots for day following 05-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
3,537.5 |
3,528.0 |
PP |
3,535.0 |
3,516.0 |
S1 |
3,532.5 |
3,504.0 |
|