Trading Metrics calculated at close of trading on 06-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
3,518.0 |
3,545.0 |
27.0 |
0.8% |
3,519.0 |
High |
3,551.0 |
3,560.0 |
9.0 |
0.3% |
3,560.0 |
Low |
3,514.0 |
3,521.0 |
7.0 |
0.2% |
3,457.0 |
Close |
3,540.0 |
3,543.0 |
3.0 |
0.1% |
3,543.0 |
Range |
37.0 |
39.0 |
2.0 |
5.4% |
103.0 |
ATR |
53.9 |
52.8 |
-1.1 |
-2.0% |
0.0 |
Volume |
127,339 |
28,639 |
-98,700 |
-77.5% |
313,112 |
|
Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,658.3 |
3,639.7 |
3,564.5 |
|
R3 |
3,619.3 |
3,600.7 |
3,553.7 |
|
R2 |
3,580.3 |
3,580.3 |
3,550.2 |
|
R1 |
3,561.7 |
3,561.7 |
3,546.6 |
3,551.5 |
PP |
3,541.3 |
3,541.3 |
3,541.3 |
3,536.3 |
S1 |
3,522.7 |
3,522.7 |
3,539.4 |
3,512.5 |
S2 |
3,502.3 |
3,502.3 |
3,535.9 |
|
S3 |
3,463.3 |
3,483.7 |
3,532.3 |
|
S4 |
3,424.3 |
3,444.7 |
3,521.6 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,829.0 |
3,789.0 |
3,599.7 |
|
R3 |
3,726.0 |
3,686.0 |
3,571.3 |
|
R2 |
3,623.0 |
3,623.0 |
3,561.9 |
|
R1 |
3,583.0 |
3,583.0 |
3,552.4 |
3,603.0 |
PP |
3,520.0 |
3,520.0 |
3,520.0 |
3,530.0 |
S1 |
3,480.0 |
3,480.0 |
3,533.6 |
3,500.0 |
S2 |
3,417.0 |
3,417.0 |
3,524.1 |
|
S3 |
3,314.0 |
3,377.0 |
3,514.7 |
|
S4 |
3,211.0 |
3,274.0 |
3,486.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,560.0 |
3,457.0 |
103.0 |
2.9% |
44.4 |
1.3% |
83% |
True |
False |
62,622 |
10 |
3,560.0 |
3,426.0 |
134.0 |
3.8% |
39.5 |
1.1% |
87% |
True |
False |
42,568 |
20 |
3,560.0 |
3,248.0 |
312.0 |
8.8% |
46.2 |
1.3% |
95% |
True |
False |
21,792 |
40 |
3,560.0 |
2,942.0 |
618.0 |
17.4% |
57.4 |
1.6% |
97% |
True |
False |
11,605 |
60 |
3,560.0 |
2,848.0 |
712.0 |
20.1% |
61.0 |
1.7% |
98% |
True |
False |
8,087 |
80 |
3,560.0 |
2,848.0 |
712.0 |
20.1% |
51.8 |
1.5% |
98% |
True |
False |
6,104 |
100 |
3,560.0 |
2,710.0 |
850.0 |
24.0% |
50.0 |
1.4% |
98% |
True |
False |
4,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,725.8 |
2.618 |
3,662.1 |
1.618 |
3,623.1 |
1.000 |
3,599.0 |
0.618 |
3,584.1 |
HIGH |
3,560.0 |
0.618 |
3,545.1 |
0.500 |
3,540.5 |
0.382 |
3,535.9 |
LOW |
3,521.0 |
0.618 |
3,496.9 |
1.000 |
3,482.0 |
1.618 |
3,457.9 |
2.618 |
3,418.9 |
4.250 |
3,355.3 |
|
|
Fisher Pivots for day following 06-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
3,542.2 |
3,531.5 |
PP |
3,541.3 |
3,520.0 |
S1 |
3,540.5 |
3,508.5 |
|