Trading Metrics calculated at close of trading on 11-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
3,606.0 |
3,577.0 |
-29.0 |
-0.8% |
3,593.0 |
High |
3,612.0 |
3,663.0 |
51.0 |
1.4% |
3,638.0 |
Low |
3,551.0 |
3,576.0 |
25.0 |
0.7% |
3,532.0 |
Close |
3,573.0 |
3,650.0 |
77.0 |
2.2% |
3,619.0 |
Range |
61.0 |
87.0 |
26.0 |
42.6% |
106.0 |
ATR |
56.0 |
58.4 |
2.4 |
4.3% |
0.0 |
Volume |
1,346,308 |
1,478,596 |
132,288 |
9.8% |
4,870,915 |
|
Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,890.7 |
3,857.3 |
3,697.9 |
|
R3 |
3,803.7 |
3,770.3 |
3,673.9 |
|
R2 |
3,716.7 |
3,716.7 |
3,666.0 |
|
R1 |
3,683.3 |
3,683.3 |
3,658.0 |
3,700.0 |
PP |
3,629.7 |
3,629.7 |
3,629.7 |
3,638.0 |
S1 |
3,596.3 |
3,596.3 |
3,642.0 |
3,613.0 |
S2 |
3,542.7 |
3,542.7 |
3,634.1 |
|
S3 |
3,455.7 |
3,509.3 |
3,626.1 |
|
S4 |
3,368.7 |
3,422.3 |
3,602.2 |
|
|
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 |
3,663.0 |
3,551.0 |
112.0 |
3.1% |
53.2 |
1.5% |
88% |
True |
False |
1,099,290 |
10 |
3,663.0 |
3,532.0 |
131.0 |
3.6% |
49.6 |
1.4% |
90% |
True |
False |
1,038,760 |
20 |
3,663.0 |
3,360.0 |
303.0 |
8.3% |
50.1 |
1.4% |
96% |
True |
False |
1,000,046 |
40 |
3,663.0 |
2,996.0 |
667.0 |
18.3% |
63.0 |
1.7% |
98% |
True |
False |
1,159,024 |
60 |
3,663.0 |
2,913.0 |
750.0 |
20.5% |
69.6 |
1.9% |
98% |
True |
False |
1,132,844 |
80 |
3,663.0 |
2,913.0 |
750.0 |
20.5% |
63.8 |
1.7% |
98% |
True |
False |
858,649 |
100 |
3,663.0 |
2,768.0 |
895.0 |
24.5% |
64.9 |
1.8% |
99% |
True |
False |
689,866 |
120 |
3,663.0 |
2,768.0 |
895.0 |
24.5% |
62.8 |
1.7% |
99% |
True |
False |
575,227 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,032.8 |
2.618 |
3,890.8 |
1.618 |
3,803.8 |
1.000 |
3,750.0 |
0.618 |
3,716.8 |
HIGH |
3,663.0 |
0.618 |
3,629.8 |
0.500 |
3,619.5 |
0.382 |
3,609.2 |
LOW |
3,576.0 |
0.618 |
3,522.2 |
1.000 |
3,489.0 |
1.618 |
3,435.2 |
2.618 |
3,348.2 |
4.250 |
3,206.3 |
|
|
Fisher Pivots for day following 11-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
3,639.8 |
3,635.7 |
PP |
3,629.7 |
3,621.3 |
S1 |
3,619.5 |
3,607.0 |
|