Trading Metrics calculated at close of trading on 13-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
17,626.84 |
17,889.05 |
262.21 |
1.5% |
17,856.56 |
High |
17,900.10 |
17,889.05 |
-11.05 |
-0.1% |
18,031.04 |
Low |
17,620.49 |
17,629.89 |
9.40 |
0.1% |
17,620.49 |
Close |
17,895.22 |
17,749.31 |
-145.91 |
-0.8% |
17,749.31 |
Range |
279.61 |
259.16 |
-20.45 |
-7.3% |
410.55 |
ATR |
179.69 |
185.81 |
6.12 |
3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,533.56 |
18,400.60 |
17,891.85 |
|
R3 |
18,274.40 |
18,141.44 |
17,820.58 |
|
R2 |
18,015.24 |
18,015.24 |
17,796.82 |
|
R1 |
17,882.28 |
17,882.28 |
17,773.07 |
17,819.18 |
PP |
17,756.08 |
17,756.08 |
17,756.08 |
17,724.54 |
S1 |
17,623.12 |
17,623.12 |
17,725.55 |
17,560.02 |
S2 |
17,496.92 |
17,496.92 |
17,701.80 |
|
S3 |
17,237.76 |
17,363.96 |
17,678.04 |
|
S4 |
16,978.60 |
17,104.80 |
17,606.77 |
|
|
Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,031.93 |
18,801.17 |
17,975.11 |
|
R3 |
18,621.38 |
18,390.62 |
17,862.21 |
|
R2 |
18,210.83 |
18,210.83 |
17,824.58 |
|
R1 |
17,980.07 |
17,980.07 |
17,786.94 |
17,890.18 |
PP |
17,800.28 |
17,800.28 |
17,800.28 |
17,755.33 |
S1 |
17,569.52 |
17,569.52 |
17,711.68 |
17,479.63 |
S2 |
17,389.73 |
17,389.73 |
17,674.04 |
|
S3 |
16,979.18 |
17,158.97 |
17,636.41 |
|
S4 |
16,568.63 |
16,748.42 |
17,523.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,031.04 |
17,620.49 |
410.55 |
2.3% |
228.93 |
1.3% |
31% |
False |
False |
|
10 |
18,288.63 |
17,620.49 |
668.14 |
3.8% |
201.29 |
1.1% |
19% |
False |
False |
|
20 |
18,288.63 |
17,620.49 |
668.14 |
3.8% |
153.46 |
0.9% |
19% |
False |
False |
|
40 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
190.34 |
1.1% |
57% |
False |
False |
|
60 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
203.42 |
1.1% |
57% |
False |
False |
|
80 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
187.30 |
1.1% |
57% |
False |
False |
|
100 |
18,288.63 |
16,260.54 |
2,028.09 |
11.4% |
178.27 |
1.0% |
73% |
False |
False |
|
120 |
18,288.63 |
15,855.12 |
2,433.51 |
13.7% |
187.94 |
1.1% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,990.48 |
2.618 |
18,567.53 |
1.618 |
18,308.37 |
1.000 |
18,148.21 |
0.618 |
18,049.21 |
HIGH |
17,889.05 |
0.618 |
17,790.05 |
0.500 |
17,759.47 |
0.382 |
17,728.89 |
LOW |
17,629.89 |
0.618 |
17,469.73 |
1.000 |
17,370.73 |
1.618 |
17,210.57 |
2.618 |
16,951.41 |
4.250 |
16,528.46 |
|
|
Fisher Pivots for day following 13-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
17,759.47 |
17,760.30 |
PP |
17,756.08 |
17,756.63 |
S1 |
17,752.70 |
17,752.97 |
|