Trading Metrics calculated at close of trading on 09-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
3,621.0 |
3,601.0 |
-20.0 |
-0.6% |
3,593.0 |
High |
3,638.0 |
3,622.0 |
-16.0 |
-0.4% |
3,638.0 |
Low |
3,596.0 |
3,585.0 |
-11.0 |
-0.3% |
3,532.0 |
Close |
3,619.0 |
3,610.0 |
-9.0 |
-0.2% |
3,619.0 |
Range |
42.0 |
37.0 |
-5.0 |
-11.9% |
106.0 |
ATR |
57.0 |
55.6 |
-1.4 |
-2.5% |
0.0 |
Volume |
830,047 |
830,047 |
0 |
0.0% |
4,870,915 |
|
Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,716.7 |
3,700.3 |
3,630.4 |
|
R3 |
3,679.7 |
3,663.3 |
3,620.2 |
|
R2 |
3,642.7 |
3,642.7 |
3,616.8 |
|
R1 |
3,626.3 |
3,626.3 |
3,613.4 |
3,634.5 |
PP |
3,605.7 |
3,605.7 |
3,605.7 |
3,609.8 |
S1 |
3,589.3 |
3,589.3 |
3,606.6 |
3,597.5 |
S2 |
3,568.7 |
3,568.7 |
3,603.2 |
|
S3 |
3,531.7 |
3,552.3 |
3,599.8 |
|
S4 |
3,494.7 |
3,515.3 |
3,589.7 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,914.3 |
3,872.7 |
3,677.3 |
|
R3 |
3,808.3 |
3,766.7 |
3,648.2 |
|
R2 |
3,702.3 |
3,702.3 |
3,638.4 |
|
R1 |
3,660.7 |
3,660.7 |
3,628.7 |
3,681.5 |
PP |
3,596.3 |
3,596.3 |
3,596.3 |
3,606.8 |
S1 |
3,554.7 |
3,554.7 |
3,609.3 |
3,575.5 |
S2 |
3,490.3 |
3,490.3 |
3,599.6 |
|
S3 |
3,384.3 |
3,448.7 |
3,589.9 |
|
S4 |
3,278.3 |
3,342.7 |
3,560.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,638.0 |
3,532.0 |
106.0 |
2.9% |
47.8 |
1.3% |
74% |
False |
False |
958,425 |
10 |
3,638.0 |
3,511.0 |
127.0 |
3.5% |
42.0 |
1.2% |
78% |
False |
False |
918,204 |
20 |
3,638.0 |
3,321.0 |
317.0 |
8.8% |
48.5 |
1.3% |
91% |
False |
False |
948,420 |
40 |
3,638.0 |
2,996.0 |
642.0 |
17.8% |
63.6 |
1.8% |
96% |
False |
False |
1,149,873 |
60 |
3,638.0 |
2,913.0 |
725.0 |
20.1% |
69.0 |
1.9% |
96% |
False |
False |
1,087,414 |
80 |
3,638.0 |
2,913.0 |
725.0 |
20.1% |
63.4 |
1.8% |
96% |
False |
False |
823,349 |
100 |
3,638.0 |
2,768.0 |
870.0 |
24.1% |
64.6 |
1.8% |
97% |
False |
False |
661,680 |
120 |
3,638.0 |
2,768.0 |
870.0 |
24.1% |
61.8 |
1.7% |
97% |
False |
False |
551,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,779.3 |
2.618 |
3,718.9 |
1.618 |
3,681.9 |
1.000 |
3,659.0 |
0.618 |
3,644.9 |
HIGH |
3,622.0 |
0.618 |
3,607.9 |
0.500 |
3,603.5 |
0.382 |
3,599.1 |
LOW |
3,585.0 |
0.618 |
3,562.1 |
1.000 |
3,548.0 |
1.618 |
3,525.1 |
2.618 |
3,488.1 |
4.250 |
3,427.8 |
|
|
Fisher Pivots for day following 09-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
3,607.8 |
3,611.5 |
PP |
3,605.7 |
3,611.0 |
S1 |
3,603.5 |
3,610.5 |
|