Trading Metrics calculated at close of trading on 02-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1,210.2 |
1,214.9 |
4.7 |
0.4% |
1,203.0 |
High |
1,220.0 |
1,223.7 |
3.7 |
0.3% |
1,220.7 |
Low |
1,205.2 |
1,205.6 |
0.4 |
0.0% |
1,190.8 |
Close |
1,214.0 |
1,209.2 |
-4.8 |
-0.4% |
1,214.0 |
Range |
14.8 |
18.1 |
3.3 |
22.3% |
29.9 |
ATR |
19.2 |
19.1 |
-0.1 |
-0.4% |
0.0 |
Volume |
8,585 |
3,389 |
-5,196 |
-60.5% |
21,606 |
|
Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,267.1 |
1,256.3 |
1,219.2 |
|
R3 |
1,249.0 |
1,238.2 |
1,214.2 |
|
R2 |
1,230.9 |
1,230.9 |
1,212.5 |
|
R1 |
1,220.1 |
1,220.1 |
1,210.9 |
1,216.5 |
PP |
1,212.8 |
1,212.8 |
1,212.8 |
1,211.0 |
S1 |
1,202.0 |
1,202.0 |
1,207.5 |
1,198.4 |
S2 |
1,194.7 |
1,194.7 |
1,205.9 |
|
S3 |
1,176.6 |
1,183.9 |
1,204.2 |
|
S4 |
1,158.5 |
1,165.8 |
1,199.2 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,298.2 |
1,286.0 |
1,230.4 |
|
R3 |
1,268.3 |
1,256.1 |
1,222.2 |
|
R2 |
1,238.4 |
1,238.4 |
1,219.5 |
|
R1 |
1,226.2 |
1,226.2 |
1,216.7 |
1,232.3 |
PP |
1,208.5 |
1,208.5 |
1,208.5 |
1,211.6 |
S1 |
1,196.3 |
1,196.3 |
1,211.3 |
1,202.4 |
S2 |
1,178.6 |
1,178.6 |
1,208.5 |
|
S3 |
1,148.7 |
1,166.4 |
1,205.8 |
|
S4 |
1,118.8 |
1,136.5 |
1,197.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,223.7 |
1,190.8 |
32.9 |
2.7% |
14.5 |
1.2% |
56% |
True |
False |
4,669 |
10 |
1,236.0 |
1,190.8 |
45.2 |
3.7% |
17.2 |
1.4% |
41% |
False |
False |
3,786 |
20 |
1,286.5 |
1,190.8 |
95.7 |
7.9% |
18.1 |
1.5% |
19% |
False |
False |
3,675 |
40 |
1,309.0 |
1,169.0 |
140.0 |
11.6% |
19.9 |
1.6% |
29% |
False |
False |
3,981 |
60 |
1,309.0 |
1,169.0 |
140.0 |
11.6% |
19.8 |
1.6% |
29% |
False |
False |
3,433 |
80 |
1,309.0 |
1,134.1 |
174.9 |
14.5% |
20.8 |
1.7% |
43% |
False |
False |
3,537 |
100 |
1,309.0 |
1,134.1 |
174.9 |
14.5% |
19.1 |
1.6% |
43% |
False |
False |
3,089 |
120 |
1,309.0 |
1,134.1 |
174.9 |
14.5% |
17.9 |
1.5% |
43% |
False |
False |
2,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,300.6 |
2.618 |
1,271.1 |
1.618 |
1,253.0 |
1.000 |
1,241.8 |
0.618 |
1,234.9 |
HIGH |
1,223.7 |
0.618 |
1,216.8 |
0.500 |
1,214.7 |
0.382 |
1,212.5 |
LOW |
1,205.6 |
0.618 |
1,194.4 |
1.000 |
1,187.5 |
1.618 |
1,176.3 |
2.618 |
1,158.2 |
4.250 |
1,128.7 |
|
|
Fisher Pivots for day following 02-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,214.7 |
1,214.5 |
PP |
1,212.8 |
1,212.7 |
S1 |
1,211.0 |
1,211.0 |
|