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 |
18,172 |
18,088 |
-84 |
-0.5% |
18,029 |
High |
18,176 |
18,093 |
-83 |
-0.5% |
18,147 |
Low |
18,051 |
17,915 |
-136 |
-0.8% |
17,947 |
Close |
18,106 |
18,006 |
-100 |
-0.6% |
18,046 |
Range |
125 |
178 |
53 |
42.4% |
200 |
ATR |
155 |
157 |
3 |
1.7% |
0 |
Volume |
237 |
537 |
300 |
126.6% |
349 |
|
Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,539 |
18,450 |
18,104 |
|
R3 |
18,361 |
18,272 |
18,055 |
|
R2 |
18,183 |
18,183 |
18,039 |
|
R1 |
18,094 |
18,094 |
18,022 |
18,050 |
PP |
18,005 |
18,005 |
18,005 |
17,982 |
S1 |
17,916 |
17,916 |
17,990 |
17,872 |
S2 |
17,827 |
17,827 |
17,973 |
|
S3 |
17,649 |
17,738 |
17,957 |
|
S4 |
17,471 |
17,560 |
17,908 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,647 |
18,546 |
18,156 |
|
R3 |
18,447 |
18,346 |
18,101 |
|
R2 |
18,247 |
18,247 |
18,083 |
|
R1 |
18,146 |
18,146 |
18,064 |
18,197 |
PP |
18,047 |
18,047 |
18,047 |
18,072 |
S1 |
17,946 |
17,946 |
18,028 |
17,997 |
S2 |
17,847 |
17,847 |
18,009 |
|
S3 |
17,647 |
17,746 |
17,991 |
|
S4 |
17,447 |
17,546 |
17,936 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,188 |
17,915 |
273 |
1.5% |
118 |
0.7% |
33% |
False |
True |
195 |
10 |
18,188 |
17,785 |
403 |
2.2% |
126 |
0.7% |
55% |
False |
False |
127 |
20 |
18,188 |
17,410 |
778 |
4.3% |
129 |
0.7% |
77% |
False |
False |
87 |
40 |
18,188 |
16,880 |
1,308 |
7.3% |
192 |
1.1% |
86% |
False |
False |
63 |
60 |
18,188 |
16,880 |
1,308 |
7.3% |
179 |
1.0% |
86% |
False |
False |
51 |
80 |
18,188 |
16,880 |
1,308 |
7.3% |
137 |
0.8% |
86% |
False |
False |
38 |
100 |
18,188 |
15,850 |
2,338 |
13.0% |
124 |
0.7% |
92% |
False |
False |
33 |
120 |
18,188 |
15,850 |
2,338 |
13.0% |
105 |
0.6% |
92% |
False |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,850 |
2.618 |
18,559 |
1.618 |
18,381 |
1.000 |
18,271 |
0.618 |
18,203 |
HIGH |
18,093 |
0.618 |
18,025 |
0.500 |
18,004 |
0.382 |
17,983 |
LOW |
17,915 |
0.618 |
17,805 |
1.000 |
17,737 |
1.618 |
17,627 |
2.618 |
17,449 |
4.250 |
17,159 |
|
|
Fisher Pivots for day following 04-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
18,005 |
18,052 |
PP |
18,005 |
18,036 |
S1 |
18,004 |
18,021 |
|