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 |
18,088 |
17,995 |
-93 |
-0.5% |
18,029 |
High |
18,093 |
18,065 |
-28 |
-0.2% |
18,147 |
Low |
17,915 |
17,993 |
78 |
0.4% |
17,947 |
Close |
18,006 |
18,039 |
33 |
0.2% |
18,046 |
Range |
178 |
72 |
-106 |
-59.6% |
200 |
ATR |
157 |
151 |
-6 |
-3.9% |
0 |
Volume |
537 |
173 |
-364 |
-67.8% |
349 |
|
Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,248 |
18,216 |
18,079 |
|
R3 |
18,176 |
18,144 |
18,059 |
|
R2 |
18,104 |
18,104 |
18,052 |
|
R1 |
18,072 |
18,072 |
18,046 |
18,088 |
PP |
18,032 |
18,032 |
18,032 |
18,041 |
S1 |
18,000 |
18,000 |
18,033 |
18,016 |
S2 |
17,960 |
17,960 |
18,026 |
|
S3 |
17,888 |
17,928 |
18,019 |
|
S4 |
17,816 |
17,856 |
18,000 |
|
|
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% |
117 |
0.6% |
45% |
False |
False |
217 |
10 |
18,188 |
17,785 |
403 |
2.2% |
120 |
0.7% |
63% |
False |
False |
143 |
20 |
18,188 |
17,410 |
778 |
4.3% |
125 |
0.7% |
81% |
False |
False |
88 |
40 |
18,188 |
16,880 |
1,308 |
7.3% |
187 |
1.0% |
89% |
False |
False |
67 |
60 |
18,188 |
16,880 |
1,308 |
7.3% |
180 |
1.0% |
89% |
False |
False |
54 |
80 |
18,188 |
16,880 |
1,308 |
7.3% |
138 |
0.8% |
89% |
False |
False |
40 |
100 |
18,188 |
15,850 |
2,338 |
13.0% |
123 |
0.7% |
94% |
False |
False |
35 |
120 |
18,188 |
15,850 |
2,338 |
13.0% |
105 |
0.6% |
94% |
False |
False |
29 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,371 |
2.618 |
18,254 |
1.618 |
18,182 |
1.000 |
18,137 |
0.618 |
18,110 |
HIGH |
18,065 |
0.618 |
18,038 |
0.500 |
18,029 |
0.382 |
18,021 |
LOW |
17,993 |
0.618 |
17,949 |
1.000 |
17,921 |
1.618 |
17,877 |
2.618 |
17,805 |
4.250 |
17,687 |
|
|
Fisher Pivots for day following 05-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
18,036 |
18,046 |
PP |
18,032 |
18,043 |
S1 |
18,029 |
18,041 |
|