Trading Metrics calculated at close of trading on 10-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
3,601.0 |
3,606.0 |
5.0 |
0.1% |
3,593.0 |
High |
3,622.0 |
3,612.0 |
-10.0 |
-0.3% |
3,638.0 |
Low |
3,585.0 |
3,551.0 |
-34.0 |
-0.9% |
3,532.0 |
Close |
3,610.0 |
3,573.0 |
-37.0 |
-1.0% |
3,619.0 |
Range |
37.0 |
61.0 |
24.0 |
64.9% |
106.0 |
ATR |
55.6 |
56.0 |
0.4 |
0.7% |
0.0 |
Volume |
830,047 |
1,346,308 |
516,261 |
62.2% |
4,870,915 |
|
Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,761.7 |
3,728.3 |
3,606.6 |
|
R3 |
3,700.7 |
3,667.3 |
3,589.8 |
|
R2 |
3,639.7 |
3,639.7 |
3,584.2 |
|
R1 |
3,606.3 |
3,606.3 |
3,578.6 |
3,592.5 |
PP |
3,578.7 |
3,578.7 |
3,578.7 |
3,571.8 |
S1 |
3,545.3 |
3,545.3 |
3,567.4 |
3,531.5 |
S2 |
3,517.7 |
3,517.7 |
3,561.8 |
|
S3 |
3,456.7 |
3,484.3 |
3,556.2 |
|
S4 |
3,395.7 |
3,423.3 |
3,539.5 |
|
|
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 |
3.0% |
47.6 |
1.3% |
39% |
False |
False |
1,002,670 |
10 |
3,638.0 |
3,529.0 |
109.0 |
3.1% |
43.4 |
1.2% |
40% |
False |
False |
985,055 |
20 |
3,638.0 |
3,335.0 |
303.0 |
8.5% |
49.2 |
1.4% |
79% |
False |
False |
962,610 |
40 |
3,638.0 |
2,996.0 |
642.0 |
18.0% |
62.4 |
1.7% |
90% |
False |
False |
1,155,326 |
60 |
3,638.0 |
2,913.0 |
725.0 |
20.3% |
68.9 |
1.9% |
91% |
False |
False |
1,109,481 |
80 |
3,638.0 |
2,913.0 |
725.0 |
20.3% |
63.2 |
1.8% |
91% |
False |
False |
840,169 |
100 |
3,638.0 |
2,768.0 |
870.0 |
24.3% |
64.7 |
1.8% |
93% |
False |
False |
675,082 |
120 |
3,638.0 |
2,768.0 |
870.0 |
24.3% |
62.2 |
1.7% |
93% |
False |
False |
562,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,871.3 |
2.618 |
3,771.7 |
1.618 |
3,710.7 |
1.000 |
3,673.0 |
0.618 |
3,649.7 |
HIGH |
3,612.0 |
0.618 |
3,588.7 |
0.500 |
3,581.5 |
0.382 |
3,574.3 |
LOW |
3,551.0 |
0.618 |
3,513.3 |
1.000 |
3,490.0 |
1.618 |
3,452.3 |
2.618 |
3,391.3 |
4.250 |
3,291.8 |
|
|
Fisher Pivots for day following 10-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
3,581.5 |
3,594.5 |
PP |
3,578.7 |
3,587.3 |
S1 |
3,575.8 |
3,580.2 |
|