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 |
1,201.2 |
1,198.7 |
-2.5 |
-0.2% |
1,214.9 |
High |
1,209.7 |
1,201.0 |
-8.7 |
-0.7% |
1,223.7 |
Low |
1,196.9 |
1,164.0 |
-32.9 |
-2.7% |
1,164.0 |
Close |
1,197.2 |
1,165.4 |
-31.8 |
-2.7% |
1,165.4 |
Range |
12.8 |
37.0 |
24.2 |
189.1% |
59.7 |
ATR |
18.1 |
19.4 |
1.4 |
7.5% |
0.0 |
Volume |
4,741 |
19,348 |
14,607 |
308.1% |
45,980 |
|
Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,287.8 |
1,263.6 |
1,185.8 |
|
R3 |
1,250.8 |
1,226.6 |
1,175.6 |
|
R2 |
1,213.8 |
1,213.8 |
1,172.2 |
|
R1 |
1,189.6 |
1,189.6 |
1,168.8 |
1,183.2 |
PP |
1,176.8 |
1,176.8 |
1,176.8 |
1,173.6 |
S1 |
1,152.6 |
1,152.6 |
1,162.0 |
1,146.2 |
S2 |
1,139.8 |
1,139.8 |
1,158.6 |
|
S3 |
1,102.8 |
1,115.6 |
1,155.2 |
|
S4 |
1,065.8 |
1,078.6 |
1,145.1 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,363.5 |
1,324.1 |
1,198.2 |
|
R3 |
1,303.8 |
1,264.4 |
1,181.8 |
|
R2 |
1,244.1 |
1,244.1 |
1,176.3 |
|
R1 |
1,204.7 |
1,204.7 |
1,170.9 |
1,194.6 |
PP |
1,184.4 |
1,184.4 |
1,184.4 |
1,179.3 |
S1 |
1,145.0 |
1,145.0 |
1,159.9 |
1,134.9 |
S2 |
1,124.7 |
1,124.7 |
1,154.5 |
|
S3 |
1,065.0 |
1,085.3 |
1,149.0 |
|
S4 |
1,005.3 |
1,025.6 |
1,132.6 |
|
|
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 |
1,164.0 |
59.7 |
5.1% |
19.4 |
1.7% |
2% |
False |
True |
9,196 |
10 |
1,223.7 |
1,164.0 |
59.7 |
5.1% |
16.9 |
1.5% |
2% |
False |
True |
6,758 |
20 |
1,269.4 |
1,164.0 |
105.4 |
9.0% |
18.0 |
1.5% |
1% |
False |
True |
4,993 |
40 |
1,309.0 |
1,164.0 |
145.0 |
12.4% |
19.9 |
1.7% |
1% |
False |
True |
4,852 |
60 |
1,309.0 |
1,164.0 |
145.0 |
12.4% |
20.0 |
1.7% |
1% |
False |
True |
4,035 |
80 |
1,309.0 |
1,143.2 |
165.8 |
14.2% |
20.6 |
1.8% |
13% |
False |
False |
3,903 |
100 |
1,309.0 |
1,134.1 |
174.9 |
15.0% |
19.5 |
1.7% |
18% |
False |
False |
3,444 |
120 |
1,309.0 |
1,134.1 |
174.9 |
15.0% |
18.3 |
1.6% |
18% |
False |
False |
3,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,358.3 |
2.618 |
1,297.9 |
1.618 |
1,260.9 |
1.000 |
1,238.0 |
0.618 |
1,223.9 |
HIGH |
1,201.0 |
0.618 |
1,186.9 |
0.500 |
1,182.5 |
0.382 |
1,178.1 |
LOW |
1,164.0 |
0.618 |
1,141.1 |
1.000 |
1,127.0 |
1.618 |
1,104.1 |
2.618 |
1,067.1 |
4.250 |
1,006.8 |
|
|
Fisher Pivots for day following 06-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,182.5 |
1,186.9 |
PP |
1,176.8 |
1,179.7 |
S1 |
1,171.1 |
1,172.6 |
|