| 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 |
18,725 |
18,860 |
135 |
0.7% |
18,865 |
| High |
18,930 |
19,090 |
160 |
0.8% |
19,090 |
| Low |
18,660 |
18,825 |
165 |
0.9% |
18,575 |
| Close |
18,870 |
18,865 |
-5 |
0.0% |
18,865 |
| Range |
270 |
265 |
-5 |
-1.9% |
515 |
| ATR |
270 |
270 |
0 |
-0.1% |
0 |
| Volume |
19,692 |
20,823 |
1,131 |
5.7% |
73,216 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,722 |
19,558 |
19,011 |
|
| R3 |
19,457 |
19,293 |
18,938 |
|
| R2 |
19,192 |
19,192 |
18,914 |
|
| R1 |
19,028 |
19,028 |
18,889 |
19,110 |
| PP |
18,927 |
18,927 |
18,927 |
18,968 |
| S1 |
18,763 |
18,763 |
18,841 |
18,845 |
| S2 |
18,662 |
18,662 |
18,817 |
|
| S3 |
18,397 |
18,498 |
18,792 |
|
| S4 |
18,132 |
18,233 |
18,719 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,388 |
20,142 |
19,148 |
|
| R3 |
19,873 |
19,627 |
19,007 |
|
| R2 |
19,358 |
19,358 |
18,960 |
|
| R1 |
19,112 |
19,112 |
18,912 |
19,123 |
| PP |
18,843 |
18,843 |
18,843 |
18,849 |
| S1 |
18,597 |
18,597 |
18,818 |
18,608 |
| S2 |
18,328 |
18,328 |
18,771 |
|
| S3 |
17,813 |
18,082 |
18,724 |
|
| S4 |
17,298 |
17,567 |
18,582 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,090 |
18,575 |
515 |
2.7% |
239 |
1.3% |
56% |
True |
False |
14,643 |
| 10 |
19,090 |
18,425 |
665 |
3.5% |
219 |
1.2% |
66% |
True |
False |
12,194 |
| 20 |
19,090 |
17,560 |
1,530 |
8.1% |
248 |
1.3% |
85% |
True |
False |
11,681 |
| 40 |
19,090 |
16,580 |
2,510 |
13.3% |
320 |
1.7% |
91% |
True |
False |
15,160 |
| 60 |
19,090 |
16,525 |
2,565 |
13.6% |
353 |
1.9% |
91% |
True |
False |
16,392 |
| 80 |
19,090 |
16,525 |
2,565 |
13.6% |
332 |
1.8% |
91% |
True |
False |
12,851 |
| 100 |
19,090 |
14,600 |
4,490 |
23.8% |
311 |
1.6% |
95% |
True |
False |
10,321 |
| 120 |
19,090 |
14,600 |
4,490 |
23.8% |
275 |
1.5% |
95% |
True |
False |
8,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,216 |
|
2.618 |
19,784 |
|
1.618 |
19,519 |
|
1.000 |
19,355 |
|
0.618 |
19,254 |
|
HIGH |
19,090 |
|
0.618 |
18,989 |
|
0.500 |
18,958 |
|
0.382 |
18,926 |
|
LOW |
18,825 |
|
0.618 |
18,661 |
|
1.000 |
18,560 |
|
1.618 |
18,396 |
|
2.618 |
18,131 |
|
4.250 |
17,699 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
18,958 |
18,854 |
| PP |
18,927 |
18,843 |
| S1 |
18,896 |
18,833 |
|