Trading Metrics calculated at close of trading on 16-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
17,889.05 |
17,751.24 |
-137.81 |
-0.8% |
17,856.56 |
High |
17,889.05 |
17,988.50 |
99.45 |
0.6% |
18,031.04 |
Low |
17,629.89 |
17,751.24 |
121.35 |
0.7% |
17,620.49 |
Close |
17,749.31 |
17,977.42 |
228.11 |
1.3% |
17,749.31 |
Range |
259.16 |
237.26 |
-21.90 |
-8.5% |
410.55 |
ATR |
185.81 |
189.62 |
3.81 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,617.50 |
18,534.72 |
18,107.91 |
|
R3 |
18,380.24 |
18,297.46 |
18,042.67 |
|
R2 |
18,142.98 |
18,142.98 |
18,020.92 |
|
R1 |
18,060.20 |
18,060.20 |
17,999.17 |
18,101.59 |
PP |
17,905.72 |
17,905.72 |
17,905.72 |
17,926.42 |
S1 |
17,822.94 |
17,822.94 |
17,955.67 |
17,864.33 |
S2 |
17,668.46 |
17,668.46 |
17,933.92 |
|
S3 |
17,431.20 |
17,585.68 |
17,912.17 |
|
S4 |
17,193.94 |
17,348.42 |
17,846.93 |
|
|
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 |
17,989.56 |
17,620.49 |
369.07 |
2.1% |
241.49 |
1.3% |
97% |
False |
False |
|
10 |
18,281.95 |
17,620.49 |
661.46 |
3.7% |
208.41 |
1.2% |
54% |
False |
False |
|
20 |
18,288.63 |
17,620.49 |
668.14 |
3.7% |
161.54 |
0.9% |
53% |
False |
False |
|
40 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
190.79 |
1.1% |
75% |
False |
False |
|
60 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
201.38 |
1.1% |
75% |
False |
False |
|
80 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
189.41 |
1.1% |
75% |
False |
False |
|
100 |
18,288.63 |
16,405.77 |
1,882.86 |
10.5% |
179.23 |
1.0% |
83% |
False |
False |
|
120 |
18,288.63 |
15,855.12 |
2,433.51 |
13.5% |
188.93 |
1.1% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,996.86 |
2.618 |
18,609.65 |
1.618 |
18,372.39 |
1.000 |
18,225.76 |
0.618 |
18,135.13 |
HIGH |
17,988.50 |
0.618 |
17,897.87 |
0.500 |
17,869.87 |
0.382 |
17,841.87 |
LOW |
17,751.24 |
0.618 |
17,604.61 |
1.000 |
17,513.98 |
1.618 |
17,367.35 |
2.618 |
17,130.09 |
4.250 |
16,742.89 |
|
|
Fisher Pivots for day following 16-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
17,941.57 |
17,919.78 |
PP |
17,905.72 |
17,862.14 |
S1 |
17,869.87 |
17,804.50 |
|