Trading Metrics calculated at close of trading on 10-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
17,856.56 |
17,989.56 |
133.00 |
0.7% |
18,134.05 |
High |
18,031.04 |
17,989.56 |
-41.48 |
-0.2% |
18,288.63 |
Low |
17,856.56 |
17,662.94 |
-193.62 |
-1.1% |
17,825.15 |
Close |
17,995.72 |
17,662.94 |
-332.78 |
-1.8% |
17,856.78 |
Range |
174.48 |
326.62 |
152.14 |
87.2% |
463.48 |
ATR |
165.21 |
177.18 |
11.97 |
7.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,751.67 |
18,533.93 |
17,842.58 |
|
R3 |
18,425.05 |
18,207.31 |
17,752.76 |
|
R2 |
18,098.43 |
18,098.43 |
17,722.82 |
|
R1 |
17,880.69 |
17,880.69 |
17,692.88 |
17,826.25 |
PP |
17,771.81 |
17,771.81 |
17,771.81 |
17,744.60 |
S1 |
17,554.07 |
17,554.07 |
17,633.00 |
17,499.63 |
S2 |
17,445.19 |
17,445.19 |
17,603.06 |
|
S3 |
17,118.57 |
17,227.45 |
17,573.12 |
|
S4 |
16,791.95 |
16,900.83 |
17,483.30 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,380.63 |
19,082.18 |
18,111.69 |
|
R3 |
18,917.15 |
18,618.70 |
17,984.24 |
|
R2 |
18,453.67 |
18,453.67 |
17,941.75 |
|
R1 |
18,155.22 |
18,155.22 |
17,899.27 |
18,072.71 |
PP |
17,990.19 |
17,990.19 |
17,990.19 |
17,948.93 |
S1 |
17,691.74 |
17,691.74 |
17,814.29 |
17,609.23 |
S2 |
17,526.71 |
17,526.71 |
17,771.81 |
|
S3 |
17,063.23 |
17,228.26 |
17,729.32 |
|
S4 |
16,599.75 |
16,764.78 |
17,601.87 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,203.37 |
17,662.94 |
540.43 |
3.1% |
211.65 |
1.2% |
0% |
False |
True |
|
10 |
18,288.63 |
17,662.94 |
625.69 |
3.5% |
159.42 |
0.9% |
0% |
False |
True |
|
20 |
18,288.63 |
17,662.94 |
625.69 |
3.5% |
141.89 |
0.8% |
0% |
False |
True |
|
40 |
18,288.63 |
17,037.76 |
1,250.87 |
7.1% |
199.03 |
1.1% |
50% |
False |
False |
|
60 |
18,288.63 |
17,037.76 |
1,250.87 |
7.1% |
206.39 |
1.2% |
50% |
False |
False |
|
80 |
18,288.63 |
17,037.76 |
1,250.87 |
7.1% |
182.54 |
1.0% |
50% |
False |
False |
|
100 |
18,288.63 |
15,855.12 |
2,433.51 |
13.8% |
182.27 |
1.0% |
74% |
False |
False |
|
120 |
18,288.63 |
15,855.12 |
2,433.51 |
13.8% |
185.38 |
1.0% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,377.70 |
2.618 |
18,844.65 |
1.618 |
18,518.03 |
1.000 |
18,316.18 |
0.618 |
18,191.41 |
HIGH |
17,989.56 |
0.618 |
17,864.79 |
0.500 |
17,826.25 |
0.382 |
17,787.71 |
LOW |
17,662.94 |
0.618 |
17,461.09 |
1.000 |
17,336.32 |
1.618 |
17,134.47 |
2.618 |
16,807.85 |
4.250 |
16,274.81 |
|
|
Fisher Pivots for day following 10-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
17,826.25 |
17,899.33 |
PP |
17,771.81 |
17,820.53 |
S1 |
17,717.38 |
17,741.74 |
|