Trading Metrics calculated at close of trading on 12-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
17,662.94 |
17,626.84 |
-36.10 |
-0.2% |
18,134.05 |
High |
17,731.78 |
17,900.10 |
168.32 |
0.9% |
18,288.63 |
Low |
17,627.00 |
17,620.49 |
-6.51 |
0.0% |
17,825.15 |
Close |
17,635.39 |
17,895.22 |
259.83 |
1.5% |
17,856.78 |
Range |
104.78 |
279.61 |
174.83 |
166.9% |
463.48 |
ATR |
172.01 |
179.69 |
7.69 |
4.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,644.10 |
18,549.27 |
18,049.01 |
|
R3 |
18,364.49 |
18,269.66 |
17,972.11 |
|
R2 |
18,084.88 |
18,084.88 |
17,946.48 |
|
R1 |
17,990.05 |
17,990.05 |
17,920.85 |
18,037.47 |
PP |
17,805.27 |
17,805.27 |
17,805.27 |
17,828.98 |
S1 |
17,710.44 |
17,710.44 |
17,869.59 |
17,757.86 |
S2 |
17,525.66 |
17,525.66 |
17,843.96 |
|
S3 |
17,246.05 |
17,430.83 |
17,818.33 |
|
S4 |
16,966.44 |
17,151.22 |
17,741.43 |
|
|
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 |
18,135.72 |
17,620.49 |
515.23 |
2.9% |
239.21 |
1.3% |
53% |
False |
True |
|
10 |
18,288.63 |
17,620.49 |
668.14 |
3.7% |
183.46 |
1.0% |
41% |
False |
True |
|
20 |
18,288.63 |
17,620.49 |
668.14 |
3.7% |
146.18 |
0.8% |
41% |
False |
True |
|
40 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
192.47 |
1.1% |
69% |
False |
False |
|
60 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
203.91 |
1.1% |
69% |
False |
False |
|
80 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
184.70 |
1.0% |
69% |
False |
False |
|
100 |
18,288.63 |
16,118.39 |
2,170.24 |
12.1% |
178.77 |
1.0% |
82% |
False |
False |
|
120 |
18,288.63 |
15,855.12 |
2,433.51 |
13.6% |
186.56 |
1.0% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,088.44 |
2.618 |
18,632.12 |
1.618 |
18,352.51 |
1.000 |
18,179.71 |
0.618 |
18,072.90 |
HIGH |
17,900.10 |
0.618 |
17,793.29 |
0.500 |
17,760.30 |
0.382 |
17,727.30 |
LOW |
17,620.49 |
0.618 |
17,447.69 |
1.000 |
17,340.88 |
1.618 |
17,168.08 |
2.618 |
16,888.47 |
4.250 |
16,432.15 |
|
|
Fisher Pivots for day following 12-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
17,850.25 |
17,865.16 |
PP |
17,805.27 |
17,835.09 |
S1 |
17,760.30 |
17,805.03 |
|