Trading Metrics calculated at close of trading on 17-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
17,751.24 |
17,972.22 |
220.98 |
1.2% |
17,856.56 |
High |
17,988.50 |
17,972.22 |
-16.28 |
-0.1% |
18,031.04 |
Low |
17,751.24 |
17,785.79 |
34.55 |
0.2% |
17,620.49 |
Close |
17,977.42 |
17,849.08 |
-128.34 |
-0.7% |
17,749.31 |
Range |
237.26 |
186.43 |
-50.83 |
-21.4% |
410.55 |
ATR |
189.62 |
189.77 |
0.14 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,428.32 |
18,325.13 |
17,951.62 |
|
R3 |
18,241.89 |
18,138.70 |
17,900.35 |
|
R2 |
18,055.46 |
18,055.46 |
17,883.26 |
|
R1 |
17,952.27 |
17,952.27 |
17,866.17 |
17,910.65 |
PP |
17,869.03 |
17,869.03 |
17,869.03 |
17,848.22 |
S1 |
17,765.84 |
17,765.84 |
17,831.99 |
17,724.22 |
S2 |
17,682.60 |
17,682.60 |
17,814.90 |
|
S3 |
17,496.17 |
17,579.41 |
17,797.81 |
|
S4 |
17,309.74 |
17,392.98 |
17,746.54 |
|
|
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 |
17,988.50 |
17,620.49 |
368.01 |
2.1% |
213.45 |
1.2% |
62% |
False |
False |
|
10 |
18,203.37 |
17,620.49 |
582.88 |
3.3% |
212.55 |
1.2% |
39% |
False |
False |
|
20 |
18,288.63 |
17,620.49 |
668.14 |
3.7% |
165.83 |
0.9% |
34% |
False |
False |
|
40 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
188.33 |
1.1% |
65% |
False |
False |
|
60 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
199.15 |
1.1% |
65% |
False |
False |
|
80 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
190.57 |
1.1% |
65% |
False |
False |
|
100 |
18,288.63 |
16,459.85 |
1,828.78 |
10.2% |
178.95 |
1.0% |
76% |
False |
False |
|
120 |
18,288.63 |
15,855.12 |
2,433.51 |
13.6% |
189.52 |
1.1% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,764.55 |
2.618 |
18,460.29 |
1.618 |
18,273.86 |
1.000 |
18,158.65 |
0.618 |
18,087.43 |
HIGH |
17,972.22 |
0.618 |
17,901.00 |
0.500 |
17,879.01 |
0.382 |
17,857.01 |
LOW |
17,785.79 |
0.618 |
17,670.58 |
1.000 |
17,599.36 |
1.618 |
17,484.15 |
2.618 |
17,297.72 |
4.250 |
16,993.46 |
|
|
Fisher Pivots for day following 17-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
17,879.01 |
17,835.79 |
PP |
17,869.03 |
17,822.49 |
S1 |
17,859.06 |
17,809.20 |
|