Trading Metrics calculated at close of trading on 16-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
3,657.0 |
3,668.0 |
11.0 |
0.3% |
3,601.0 |
High |
3,680.0 |
3,717.0 |
37.0 |
1.0% |
3,680.0 |
Low |
3,627.0 |
3,663.0 |
36.0 |
1.0% |
3,551.0 |
Close |
3,654.0 |
3,708.0 |
54.0 |
1.5% |
3,654.0 |
Range |
53.0 |
54.0 |
1.0 |
1.9% |
129.0 |
ATR |
55.8 |
56.3 |
0.5 |
0.9% |
0.0 |
Volume |
1,858,185 |
2,439,174 |
580,989 |
31.3% |
7,009,250 |
|
Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,858.0 |
3,837.0 |
3,737.7 |
|
R3 |
3,804.0 |
3,783.0 |
3,722.9 |
|
R2 |
3,750.0 |
3,750.0 |
3,717.9 |
|
R1 |
3,729.0 |
3,729.0 |
3,713.0 |
3,739.5 |
PP |
3,696.0 |
3,696.0 |
3,696.0 |
3,701.3 |
S1 |
3,675.0 |
3,675.0 |
3,703.1 |
3,685.5 |
S2 |
3,642.0 |
3,642.0 |
3,698.1 |
|
S3 |
3,588.0 |
3,621.0 |
3,693.2 |
|
S4 |
3,534.0 |
3,567.0 |
3,678.3 |
|
|
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 |
3,717.0 |
3,551.0 |
166.0 |
4.5% |
56.0 |
1.5% |
95% |
True |
False |
1,723,675 |
10 |
3,717.0 |
3,532.0 |
185.0 |
5.0% |
51.9 |
1.4% |
95% |
True |
False |
1,341,050 |
20 |
3,717.0 |
3,381.0 |
336.0 |
9.1% |
49.5 |
1.3% |
97% |
True |
False |
1,156,758 |
40 |
3,717.0 |
3,126.0 |
591.0 |
15.9% |
57.9 |
1.6% |
98% |
True |
False |
1,155,641 |
60 |
3,717.0 |
2,913.0 |
804.0 |
21.7% |
68.7 |
1.9% |
99% |
True |
False |
1,209,623 |
80 |
3,717.0 |
2,913.0 |
804.0 |
21.7% |
63.7 |
1.7% |
99% |
True |
False |
930,650 |
100 |
3,717.0 |
2,852.0 |
865.0 |
23.3% |
62.6 |
1.7% |
99% |
True |
False |
747,254 |
120 |
3,717.0 |
2,768.0 |
949.0 |
25.6% |
63.4 |
1.7% |
99% |
True |
False |
623,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,946.5 |
2.618 |
3,858.4 |
1.618 |
3,804.4 |
1.000 |
3,771.0 |
0.618 |
3,750.4 |
HIGH |
3,717.0 |
0.618 |
3,696.4 |
0.500 |
3,690.0 |
0.382 |
3,683.6 |
LOW |
3,663.0 |
0.618 |
3,629.6 |
1.000 |
3,609.0 |
1.618 |
3,575.6 |
2.618 |
3,521.6 |
4.250 |
3,433.5 |
|
|
Fisher Pivots for day following 16-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
3,702.0 |
3,696.0 |
PP |
3,696.0 |
3,684.0 |
S1 |
3,690.0 |
3,672.0 |
|