Trading Metrics calculated at close of trading on 13-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
3,657.0 |
3,657.0 |
0.0 |
0.0% |
3,601.0 |
High |
3,660.0 |
3,680.0 |
20.0 |
0.5% |
3,680.0 |
Low |
3,635.0 |
3,627.0 |
-8.0 |
-0.2% |
3,551.0 |
Close |
3,641.0 |
3,654.0 |
13.0 |
0.4% |
3,654.0 |
Range |
25.0 |
53.0 |
28.0 |
112.0% |
129.0 |
ATR |
56.0 |
55.8 |
-0.2 |
-0.4% |
0.0 |
Volume |
1,496,114 |
1,858,185 |
362,071 |
24.2% |
7,009,250 |
|
Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,812.7 |
3,786.3 |
3,683.2 |
|
R3 |
3,759.7 |
3,733.3 |
3,668.6 |
|
R2 |
3,706.7 |
3,706.7 |
3,663.7 |
|
R1 |
3,680.3 |
3,680.3 |
3,658.9 |
3,667.0 |
PP |
3,653.7 |
3,653.7 |
3,653.7 |
3,647.0 |
S1 |
3,627.3 |
3,627.3 |
3,649.1 |
3,614.0 |
S2 |
3,600.7 |
3,600.7 |
3,644.3 |
|
S3 |
3,547.7 |
3,574.3 |
3,639.4 |
|
S4 |
3,494.7 |
3,521.3 |
3,624.9 |
|
|
Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,015.3 |
3,963.7 |
3,725.0 |
|
R3 |
3,886.3 |
3,834.7 |
3,689.5 |
|
R2 |
3,757.3 |
3,757.3 |
3,677.7 |
|
R1 |
3,705.7 |
3,705.7 |
3,665.8 |
3,731.5 |
PP |
3,628.3 |
3,628.3 |
3,628.3 |
3,641.3 |
S1 |
3,576.7 |
3,576.7 |
3,642.2 |
3,602.5 |
S2 |
3,499.3 |
3,499.3 |
3,630.4 |
|
S3 |
3,370.3 |
3,447.7 |
3,618.5 |
|
S4 |
3,241.3 |
3,318.7 |
3,583.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,680.0 |
3,551.0 |
129.0 |
3.5% |
52.6 |
1.4% |
80% |
True |
False |
1,401,850 |
10 |
3,680.0 |
3,532.0 |
148.0 |
4.1% |
49.6 |
1.4% |
82% |
True |
False |
1,188,016 |
20 |
3,680.0 |
3,381.0 |
299.0 |
8.2% |
48.5 |
1.3% |
91% |
True |
False |
1,064,155 |
40 |
3,680.0 |
2,996.0 |
684.0 |
18.7% |
60.8 |
1.7% |
96% |
True |
False |
1,148,518 |
60 |
3,680.0 |
2,913.0 |
767.0 |
21.0% |
68.5 |
1.9% |
97% |
True |
False |
1,176,671 |
80 |
3,680.0 |
2,913.0 |
767.0 |
21.0% |
63.7 |
1.7% |
97% |
True |
False |
900,257 |
100 |
3,680.0 |
2,768.0 |
912.0 |
25.0% |
63.5 |
1.7% |
97% |
True |
False |
723,334 |
120 |
3,680.0 |
2,768.0 |
912.0 |
25.0% |
63.1 |
1.7% |
97% |
True |
False |
603,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,905.3 |
2.618 |
3,818.8 |
1.618 |
3,765.8 |
1.000 |
3,733.0 |
0.618 |
3,712.8 |
HIGH |
3,680.0 |
0.618 |
3,659.8 |
0.500 |
3,653.5 |
0.382 |
3,647.2 |
LOW |
3,627.0 |
0.618 |
3,594.2 |
1.000 |
3,574.0 |
1.618 |
3,541.2 |
2.618 |
3,488.2 |
4.250 |
3,401.8 |
|
|
Fisher Pivots for day following 13-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
3,653.8 |
3,645.3 |
PP |
3,653.7 |
3,636.7 |
S1 |
3,653.5 |
3,628.0 |
|