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 |
1,207.0 |
1,204.6 |
-2.4 |
-0.2% |
1,203.0 |
High |
1,215.3 |
1,208.8 |
-6.5 |
-0.5% |
1,220.7 |
Low |
1,196.0 |
1,198.9 |
2.9 |
0.2% |
1,190.8 |
Close |
1,205.4 |
1,201.9 |
-3.5 |
-0.3% |
1,214.0 |
Range |
19.3 |
9.9 |
-9.4 |
-48.7% |
29.9 |
ATR |
19.1 |
18.5 |
-0.7 |
-3.4% |
0.0 |
Volume |
9,640 |
8,862 |
-778 |
-8.1% |
21,606 |
|
Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,232.9 |
1,227.3 |
1,207.3 |
|
R3 |
1,223.0 |
1,217.4 |
1,204.6 |
|
R2 |
1,213.1 |
1,213.1 |
1,203.7 |
|
R1 |
1,207.5 |
1,207.5 |
1,202.8 |
1,205.4 |
PP |
1,203.2 |
1,203.2 |
1,203.2 |
1,202.1 |
S1 |
1,197.6 |
1,197.6 |
1,201.0 |
1,195.5 |
S2 |
1,193.3 |
1,193.3 |
1,200.1 |
|
S3 |
1,183.4 |
1,187.7 |
1,199.2 |
|
S4 |
1,173.5 |
1,177.8 |
1,196.5 |
|
|
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 |
1,196.0 |
27.7 |
2.3% |
15.4 |
1.3% |
21% |
False |
False |
7,366 |
10 |
1,223.7 |
1,190.8 |
32.9 |
2.7% |
15.3 |
1.3% |
34% |
False |
False |
5,093 |
20 |
1,275.0 |
1,190.8 |
84.2 |
7.0% |
17.2 |
1.4% |
13% |
False |
False |
4,144 |
40 |
1,309.0 |
1,190.8 |
118.2 |
9.8% |
19.3 |
1.6% |
9% |
False |
False |
4,367 |
60 |
1,309.0 |
1,169.0 |
140.0 |
11.6% |
19.9 |
1.7% |
24% |
False |
False |
3,684 |
80 |
1,309.0 |
1,134.1 |
174.9 |
14.6% |
20.6 |
1.7% |
39% |
False |
False |
3,703 |
100 |
1,309.0 |
1,134.1 |
174.9 |
14.6% |
19.1 |
1.6% |
39% |
False |
False |
3,247 |
120 |
1,309.0 |
1,134.1 |
174.9 |
14.6% |
18.0 |
1.5% |
39% |
False |
False |
2,825 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,250.9 |
2.618 |
1,234.7 |
1.618 |
1,224.8 |
1.000 |
1,218.7 |
0.618 |
1,214.9 |
HIGH |
1,208.8 |
0.618 |
1,205.0 |
0.500 |
1,203.9 |
0.382 |
1,202.7 |
LOW |
1,198.9 |
0.618 |
1,192.8 |
1.000 |
1,189.0 |
1.618 |
1,182.9 |
2.618 |
1,173.0 |
4.250 |
1,156.8 |
|
|
Fisher Pivots for day following 04-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,203.9 |
1,209.9 |
PP |
1,203.2 |
1,207.2 |
S1 |
1,202.6 |
1,204.6 |
|