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 |
1,200.2 |
1,197.5 |
-2.7 |
-0.2% |
1,213.8 |
High |
1,208.9 |
1,200.0 |
-8.9 |
-0.7% |
1,223.0 |
Low |
1,195.8 |
1,162.9 |
-32.9 |
-2.8% |
1,162.9 |
Close |
1,196.2 |
1,164.3 |
-31.9 |
-2.7% |
1,164.3 |
Range |
13.1 |
37.1 |
24.0 |
183.2% |
60.1 |
ATR |
18.7 |
20.0 |
1.3 |
7.0% |
0.0 |
Volume |
131,863 |
214,797 |
82,934 |
62.9% |
742,978 |
|
Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,287.0 |
1,262.8 |
1,184.7 |
|
R3 |
1,249.9 |
1,225.7 |
1,174.5 |
|
R2 |
1,212.8 |
1,212.8 |
1,171.1 |
|
R1 |
1,188.6 |
1,188.6 |
1,167.7 |
1,182.2 |
PP |
1,175.7 |
1,175.7 |
1,175.7 |
1,172.5 |
S1 |
1,151.5 |
1,151.5 |
1,160.9 |
1,145.1 |
S2 |
1,138.6 |
1,138.6 |
1,157.5 |
|
S3 |
1,101.5 |
1,114.4 |
1,154.1 |
|
S4 |
1,064.4 |
1,077.3 |
1,143.9 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,363.7 |
1,324.1 |
1,197.4 |
|
R3 |
1,303.6 |
1,264.0 |
1,180.8 |
|
R2 |
1,243.5 |
1,243.5 |
1,175.3 |
|
R1 |
1,203.9 |
1,203.9 |
1,169.8 |
1,193.7 |
PP |
1,183.4 |
1,183.4 |
1,183.4 |
1,178.3 |
S1 |
1,143.8 |
1,143.8 |
1,158.8 |
1,133.6 |
S2 |
1,123.3 |
1,123.3 |
1,153.3 |
|
S3 |
1,063.2 |
1,083.7 |
1,147.8 |
|
S4 |
1,003.1 |
1,023.6 |
1,131.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,223.0 |
1,162.9 |
60.1 |
5.2% |
19.9 |
1.7% |
2% |
False |
True |
148,595 |
10 |
1,223.0 |
1,162.9 |
60.1 |
5.2% |
17.6 |
1.5% |
2% |
False |
True |
133,192 |
20 |
1,269.0 |
1,162.9 |
106.1 |
9.1% |
18.8 |
1.6% |
1% |
False |
True |
128,840 |
40 |
1,308.8 |
1,162.9 |
145.9 |
12.5% |
20.7 |
1.8% |
1% |
False |
True |
102,464 |
60 |
1,308.8 |
1,162.9 |
145.9 |
12.5% |
20.9 |
1.8% |
1% |
False |
True |
70,031 |
80 |
1,308.8 |
1,143.4 |
165.4 |
14.2% |
21.2 |
1.8% |
13% |
False |
False |
53,738 |
100 |
1,308.8 |
1,132.1 |
176.7 |
15.2% |
19.9 |
1.7% |
18% |
False |
False |
43,355 |
120 |
1,308.8 |
1,132.1 |
176.7 |
15.2% |
18.7 |
1.6% |
18% |
False |
False |
36,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,357.7 |
2.618 |
1,297.1 |
1.618 |
1,260.0 |
1.000 |
1,237.1 |
0.618 |
1,222.9 |
HIGH |
1,200.0 |
0.618 |
1,185.8 |
0.500 |
1,181.5 |
0.382 |
1,177.1 |
LOW |
1,162.9 |
0.618 |
1,140.0 |
1.000 |
1,125.8 |
1.618 |
1,102.9 |
2.618 |
1,065.8 |
4.250 |
1,005.2 |
|
|
Fisher Pivots for day following 06-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,181.5 |
1,185.9 |
PP |
1,175.7 |
1,178.7 |
S1 |
1,170.0 |
1,171.5 |
|