Trading Metrics calculated at close of trading on 12-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
3,577.0 |
3,657.0 |
80.0 |
2.2% |
3,593.0 |
High |
3,663.0 |
3,660.0 |
-3.0 |
-0.1% |
3,638.0 |
Low |
3,576.0 |
3,635.0 |
59.0 |
1.6% |
3,532.0 |
Close |
3,650.0 |
3,641.0 |
-9.0 |
-0.2% |
3,619.0 |
Range |
87.0 |
25.0 |
-62.0 |
-71.3% |
106.0 |
ATR |
58.4 |
56.0 |
-2.4 |
-4.1% |
0.0 |
Volume |
1,478,596 |
1,496,114 |
17,518 |
1.2% |
4,870,915 |
|
Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,720.3 |
3,705.7 |
3,654.8 |
|
R3 |
3,695.3 |
3,680.7 |
3,647.9 |
|
R2 |
3,670.3 |
3,670.3 |
3,645.6 |
|
R1 |
3,655.7 |
3,655.7 |
3,643.3 |
3,650.5 |
PP |
3,645.3 |
3,645.3 |
3,645.3 |
3,642.8 |
S1 |
3,630.7 |
3,630.7 |
3,638.7 |
3,625.5 |
S2 |
3,620.3 |
3,620.3 |
3,636.4 |
|
S3 |
3,595.3 |
3,605.7 |
3,634.1 |
|
S4 |
3,570.3 |
3,580.7 |
3,627.3 |
|
|
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% |
50.4 |
1.4% |
80% |
False |
False |
1,196,222 |
10 |
3,663.0 |
3,532.0 |
131.0 |
3.6% |
48.0 |
1.3% |
83% |
False |
False |
1,084,546 |
20 |
3,663.0 |
3,363.0 |
300.0 |
8.2% |
49.7 |
1.4% |
93% |
False |
False |
1,020,677 |
40 |
3,663.0 |
2,996.0 |
667.0 |
18.3% |
61.5 |
1.7% |
97% |
False |
False |
1,155,919 |
60 |
3,663.0 |
2,913.0 |
750.0 |
20.6% |
68.9 |
1.9% |
97% |
False |
False |
1,152,916 |
80 |
3,663.0 |
2,913.0 |
750.0 |
20.6% |
63.8 |
1.8% |
97% |
False |
False |
877,037 |
100 |
3,663.0 |
2,768.0 |
895.0 |
24.6% |
64.5 |
1.8% |
98% |
False |
False |
704,809 |
120 |
3,663.0 |
2,768.0 |
895.0 |
24.6% |
62.8 |
1.7% |
98% |
False |
False |
587,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,766.3 |
2.618 |
3,725.5 |
1.618 |
3,700.5 |
1.000 |
3,685.0 |
0.618 |
3,675.5 |
HIGH |
3,660.0 |
0.618 |
3,650.5 |
0.500 |
3,647.5 |
0.382 |
3,644.6 |
LOW |
3,635.0 |
0.618 |
3,619.6 |
1.000 |
3,610.0 |
1.618 |
3,594.6 |
2.618 |
3,569.6 |
4.250 |
3,528.8 |
|
|
Fisher Pivots for day following 12-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
3,647.5 |
3,629.7 |
PP |
3,645.3 |
3,618.3 |
S1 |
3,643.2 |
3,607.0 |
|