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 |
17,995 |
18,043 |
48 |
0.3% |
18,080 |
High |
18,065 |
18,069 |
4 |
0.0% |
18,188 |
Low |
17,993 |
17,742 |
-251 |
-1.4% |
17,742 |
Close |
18,039 |
17,786 |
-253 |
-1.4% |
17,786 |
Range |
72 |
327 |
255 |
354.2% |
446 |
ATR |
151 |
164 |
13 |
8.3% |
0 |
Volume |
173 |
2,334 |
2,161 |
1,249.1% |
3,394 |
|
Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,847 |
18,643 |
17,966 |
|
R3 |
18,520 |
18,316 |
17,876 |
|
R2 |
18,193 |
18,193 |
17,846 |
|
R1 |
17,989 |
17,989 |
17,816 |
17,928 |
PP |
17,866 |
17,866 |
17,866 |
17,835 |
S1 |
17,662 |
17,662 |
17,756 |
17,601 |
S2 |
17,539 |
17,539 |
17,726 |
|
S3 |
17,212 |
17,335 |
17,696 |
|
S4 |
16,885 |
17,008 |
17,606 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,243 |
18,961 |
18,031 |
|
R3 |
18,797 |
18,515 |
17,909 |
|
R2 |
18,351 |
18,351 |
17,868 |
|
R1 |
18,069 |
18,069 |
17,827 |
17,987 |
PP |
17,905 |
17,905 |
17,905 |
17,865 |
S1 |
17,623 |
17,623 |
17,745 |
17,541 |
S2 |
17,459 |
17,459 |
17,704 |
|
S3 |
17,013 |
17,177 |
17,663 |
|
S4 |
16,567 |
16,731 |
17,541 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,188 |
17,742 |
446 |
2.5% |
169 |
1.0% |
10% |
False |
True |
678 |
10 |
18,188 |
17,742 |
446 |
2.5% |
127 |
0.7% |
10% |
False |
True |
374 |
20 |
18,188 |
17,585 |
603 |
3.4% |
125 |
0.7% |
33% |
False |
False |
202 |
40 |
18,188 |
16,880 |
1,308 |
7.4% |
190 |
1.1% |
69% |
False |
False |
122 |
60 |
18,188 |
16,880 |
1,308 |
7.4% |
184 |
1.0% |
69% |
False |
False |
92 |
80 |
18,188 |
16,880 |
1,308 |
7.4% |
142 |
0.8% |
69% |
False |
False |
69 |
100 |
18,188 |
15,850 |
2,338 |
13.1% |
125 |
0.7% |
83% |
False |
False |
58 |
120 |
18,188 |
15,850 |
2,338 |
13.1% |
108 |
0.6% |
83% |
False |
False |
49 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,459 |
2.618 |
18,925 |
1.618 |
18,598 |
1.000 |
18,396 |
0.618 |
18,271 |
HIGH |
18,069 |
0.618 |
17,944 |
0.500 |
17,906 |
0.382 |
17,867 |
LOW |
17,742 |
0.618 |
17,540 |
1.000 |
17,415 |
1.618 |
17,213 |
2.618 |
16,886 |
4.250 |
16,352 |
|
|
Fisher Pivots for day following 06-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
17,906 |
17,918 |
PP |
17,866 |
17,874 |
S1 |
17,826 |
17,830 |
|