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 |
1,211.6 |
1,218.6 |
7.0 |
0.6% |
1,200.0 |
High |
1,219.1 |
1,224.0 |
4.9 |
0.4% |
1,221.0 |
Low |
1,206.1 |
1,206.9 |
0.8 |
0.1% |
1,193.9 |
Close |
1,214.7 |
1,210.0 |
-4.7 |
-0.4% |
1,214.7 |
Range |
13.0 |
17.1 |
4.1 |
31.5% |
27.1 |
ATR |
16.4 |
16.4 |
0.1 |
0.3% |
0.0 |
Volume |
2,772 |
1,818 |
-954 |
-34.4% |
7,880 |
|
Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,264.9 |
1,254.6 |
1,219.4 |
|
R3 |
1,247.8 |
1,237.5 |
1,214.7 |
|
R2 |
1,230.7 |
1,230.7 |
1,213.1 |
|
R1 |
1,220.4 |
1,220.4 |
1,211.6 |
1,217.0 |
PP |
1,213.6 |
1,213.6 |
1,213.6 |
1,212.0 |
S1 |
1,203.3 |
1,203.3 |
1,208.4 |
1,199.9 |
S2 |
1,196.5 |
1,196.5 |
1,206.9 |
|
S3 |
1,179.4 |
1,186.2 |
1,205.3 |
|
S4 |
1,162.3 |
1,169.1 |
1,200.6 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,291.2 |
1,280.0 |
1,229.6 |
|
R3 |
1,264.1 |
1,252.9 |
1,222.2 |
|
R2 |
1,237.0 |
1,237.0 |
1,219.7 |
|
R1 |
1,225.8 |
1,225.8 |
1,217.2 |
1,231.4 |
PP |
1,209.9 |
1,209.9 |
1,209.9 |
1,212.7 |
S1 |
1,198.7 |
1,198.7 |
1,212.2 |
1,204.3 |
S2 |
1,182.8 |
1,182.8 |
1,209.7 |
|
S3 |
1,155.7 |
1,171.6 |
1,207.2 |
|
S4 |
1,128.6 |
1,144.5 |
1,199.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,224.0 |
1,193.9 |
30.1 |
2.5% |
12.6 |
1.0% |
53% |
True |
False |
1,786 |
10 |
1,234.8 |
1,193.9 |
40.9 |
3.4% |
14.7 |
1.2% |
39% |
False |
False |
1,697 |
20 |
1,286.0 |
1,193.9 |
92.1 |
7.6% |
14.8 |
1.2% |
17% |
False |
False |
1,566 |
40 |
1,309.0 |
1,173.6 |
135.4 |
11.2% |
16.4 |
1.4% |
27% |
False |
False |
1,344 |
60 |
1,309.0 |
1,173.6 |
135.4 |
11.2% |
14.8 |
1.2% |
27% |
False |
False |
1,132 |
80 |
1,309.0 |
1,135.3 |
173.7 |
14.4% |
14.9 |
1.2% |
43% |
False |
False |
984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,296.7 |
2.618 |
1,268.8 |
1.618 |
1,251.7 |
1.000 |
1,241.1 |
0.618 |
1,234.6 |
HIGH |
1,224.0 |
0.618 |
1,217.5 |
0.500 |
1,215.5 |
0.382 |
1,213.4 |
LOW |
1,206.9 |
0.618 |
1,196.3 |
1.000 |
1,189.8 |
1.618 |
1,179.2 |
2.618 |
1,162.1 |
4.250 |
1,134.2 |
|
|
Fisher Pivots for day following 02-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,215.5 |
1,215.1 |
PP |
1,213.6 |
1,213.4 |
S1 |
1,211.8 |
1,211.7 |
|