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 |
1,204.6 |
1,201.2 |
-3.4 |
-0.3% |
1,203.0 |
High |
1,208.8 |
1,209.7 |
0.9 |
0.1% |
1,220.7 |
Low |
1,198.9 |
1,196.9 |
-2.0 |
-0.2% |
1,190.8 |
Close |
1,201.9 |
1,197.2 |
-4.7 |
-0.4% |
1,214.0 |
Range |
9.9 |
12.8 |
2.9 |
29.3% |
29.9 |
ATR |
18.5 |
18.1 |
-0.4 |
-2.2% |
0.0 |
Volume |
8,862 |
4,741 |
-4,121 |
-46.5% |
21,606 |
|
Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,239.7 |
1,231.2 |
1,204.2 |
|
R3 |
1,226.9 |
1,218.4 |
1,200.7 |
|
R2 |
1,214.1 |
1,214.1 |
1,199.5 |
|
R1 |
1,205.6 |
1,205.6 |
1,198.4 |
1,203.5 |
PP |
1,201.3 |
1,201.3 |
1,201.3 |
1,200.2 |
S1 |
1,192.8 |
1,192.8 |
1,196.0 |
1,190.7 |
S2 |
1,188.5 |
1,188.5 |
1,194.9 |
|
S3 |
1,175.7 |
1,180.0 |
1,193.7 |
|
S4 |
1,162.9 |
1,167.2 |
1,190.2 |
|
|
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 |
1,196.0 |
27.7 |
2.3% |
15.0 |
1.3% |
4% |
False |
False |
7,043 |
10 |
1,223.7 |
1,190.8 |
32.9 |
2.7% |
14.9 |
1.2% |
19% |
False |
False |
5,191 |
20 |
1,275.0 |
1,190.8 |
84.2 |
7.0% |
17.0 |
1.4% |
8% |
False |
False |
4,241 |
40 |
1,309.0 |
1,190.8 |
118.2 |
9.9% |
19.2 |
1.6% |
5% |
False |
False |
4,453 |
60 |
1,309.0 |
1,169.0 |
140.0 |
11.7% |
19.7 |
1.6% |
20% |
False |
False |
3,749 |
80 |
1,309.0 |
1,134.1 |
174.9 |
14.6% |
20.7 |
1.7% |
36% |
False |
False |
3,692 |
100 |
1,309.0 |
1,134.1 |
174.9 |
14.6% |
19.2 |
1.6% |
36% |
False |
False |
3,256 |
120 |
1,309.0 |
1,134.1 |
174.9 |
14.6% |
18.0 |
1.5% |
36% |
False |
False |
2,860 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,264.1 |
2.618 |
1,243.2 |
1.618 |
1,230.4 |
1.000 |
1,222.5 |
0.618 |
1,217.6 |
HIGH |
1,209.7 |
0.618 |
1,204.8 |
0.500 |
1,203.3 |
0.382 |
1,201.8 |
LOW |
1,196.9 |
0.618 |
1,189.0 |
1.000 |
1,184.1 |
1.618 |
1,176.2 |
2.618 |
1,163.4 |
4.250 |
1,142.5 |
|
|
Fisher Pivots for day following 05-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,203.3 |
1,205.7 |
PP |
1,201.3 |
1,202.8 |
S1 |
1,199.2 |
1,200.0 |
|