| 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 |
18,089 |
18,120 |
31 |
0.2% |
18,144 |
| High |
18,148 |
18,155 |
7 |
0.0% |
18,270 |
| Low |
18,071 |
17,811 |
-260 |
-1.4% |
17,811 |
| Close |
18,120 |
17,861 |
-259 |
-1.4% |
17,861 |
| Range |
77 |
344 |
267 |
346.8% |
459 |
| ATR |
170 |
182 |
12 |
7.3% |
0 |
| Volume |
89,647 |
185,298 |
95,651 |
106.7% |
588,666 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,974 |
18,762 |
18,050 |
|
| R3 |
18,630 |
18,418 |
17,956 |
|
| R2 |
18,286 |
18,286 |
17,924 |
|
| R1 |
18,074 |
18,074 |
17,893 |
18,008 |
| PP |
17,942 |
17,942 |
17,942 |
17,910 |
| S1 |
17,730 |
17,730 |
17,830 |
17,664 |
| S2 |
17,598 |
17,598 |
17,798 |
|
| S3 |
17,254 |
17,386 |
17,767 |
|
| S4 |
16,910 |
17,042 |
17,672 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,358 |
19,068 |
18,114 |
|
| R3 |
18,899 |
18,609 |
17,987 |
|
| R2 |
18,440 |
18,440 |
17,945 |
|
| R1 |
18,150 |
18,150 |
17,903 |
18,066 |
| PP |
17,981 |
17,981 |
17,981 |
17,938 |
| S1 |
17,691 |
17,691 |
17,819 |
17,607 |
| S2 |
17,522 |
17,522 |
17,777 |
|
| S3 |
17,063 |
17,232 |
17,735 |
|
| S4 |
16,604 |
16,773 |
17,609 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,270 |
17,811 |
459 |
2.6% |
175 |
1.0% |
11% |
False |
True |
117,733 |
| 10 |
18,270 |
17,811 |
459 |
2.6% |
132 |
0.7% |
11% |
False |
True |
100,850 |
| 20 |
18,270 |
17,624 |
646 |
3.6% |
147 |
0.8% |
37% |
False |
False |
110,493 |
| 40 |
18,270 |
16,962 |
1,308 |
7.3% |
234 |
1.3% |
69% |
False |
False |
158,256 |
| 60 |
18,270 |
16,962 |
1,308 |
7.3% |
236 |
1.3% |
69% |
False |
False |
150,591 |
| 80 |
18,270 |
16,962 |
1,308 |
7.3% |
201 |
1.1% |
69% |
False |
False |
113,088 |
| 100 |
18,270 |
15,740 |
2,530 |
14.2% |
200 |
1.1% |
84% |
False |
False |
90,479 |
| 120 |
18,270 |
15,740 |
2,530 |
14.2% |
193 |
1.1% |
84% |
False |
False |
75,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,617 |
|
2.618 |
19,056 |
|
1.618 |
18,712 |
|
1.000 |
18,499 |
|
0.618 |
18,368 |
|
HIGH |
18,155 |
|
0.618 |
18,024 |
|
0.500 |
17,983 |
|
0.382 |
17,943 |
|
LOW |
17,811 |
|
0.618 |
17,599 |
|
1.000 |
17,467 |
|
1.618 |
17,255 |
|
2.618 |
16,911 |
|
4.250 |
16,349 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,983 |
17,999 |
| PP |
17,942 |
17,953 |
| S1 |
17,902 |
17,907 |
|