Trading Metrics calculated at close of trading on 18-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
17,972.22 |
17,846.80 |
-125.42 |
-0.7% |
17,856.56 |
High |
17,972.22 |
18,097.12 |
124.90 |
0.7% |
18,031.04 |
Low |
17,785.79 |
17,697.52 |
-88.27 |
-0.5% |
17,620.49 |
Close |
17,849.08 |
18,076.19 |
227.11 |
1.3% |
17,749.31 |
Range |
186.43 |
399.60 |
213.17 |
114.3% |
410.55 |
ATR |
189.77 |
204.76 |
14.99 |
7.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,155.74 |
19,015.57 |
18,295.97 |
|
R3 |
18,756.14 |
18,615.97 |
18,186.08 |
|
R2 |
18,356.54 |
18,356.54 |
18,149.45 |
|
R1 |
18,216.37 |
18,216.37 |
18,112.82 |
18,286.46 |
PP |
17,956.94 |
17,956.94 |
17,956.94 |
17,991.99 |
S1 |
17,816.77 |
17,816.77 |
18,039.56 |
17,886.86 |
S2 |
17,557.34 |
17,557.34 |
18,002.93 |
|
S3 |
17,157.74 |
17,417.17 |
17,966.30 |
|
S4 |
16,758.14 |
17,017.57 |
17,856.41 |
|
|
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 |
18,097.12 |
17,620.49 |
476.63 |
2.6% |
272.41 |
1.5% |
96% |
True |
False |
|
10 |
18,160.35 |
17,620.49 |
539.86 |
3.0% |
235.12 |
1.3% |
84% |
False |
False |
|
20 |
18,288.63 |
17,620.49 |
668.14 |
3.7% |
182.49 |
1.0% |
68% |
False |
False |
|
40 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
192.27 |
1.1% |
83% |
False |
False |
|
60 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
198.97 |
1.1% |
83% |
False |
False |
|
80 |
18,288.63 |
17,037.76 |
1,250.87 |
6.9% |
194.47 |
1.1% |
83% |
False |
False |
|
100 |
18,288.63 |
16,468.07 |
1,820.56 |
10.1% |
181.00 |
1.0% |
88% |
False |
False |
|
120 |
18,288.63 |
15,855.12 |
2,433.51 |
13.5% |
191.24 |
1.1% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,795.42 |
2.618 |
19,143.27 |
1.618 |
18,743.67 |
1.000 |
18,496.72 |
0.618 |
18,344.07 |
HIGH |
18,097.12 |
0.618 |
17,944.47 |
0.500 |
17,897.32 |
0.382 |
17,850.17 |
LOW |
17,697.52 |
0.618 |
17,450.57 |
1.000 |
17,297.92 |
1.618 |
17,050.97 |
2.618 |
16,651.37 |
4.250 |
15,999.22 |
|
|
Fisher Pivots for day following 18-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
18,016.57 |
18,016.57 |
PP |
17,956.94 |
17,956.94 |
S1 |
17,897.32 |
17,897.32 |
|