Trading Metrics calculated at close of trading on 17-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
3,668.0 |
3,701.0 |
33.0 |
0.9% |
3,601.0 |
High |
3,717.0 |
3,716.0 |
-1.0 |
0.0% |
3,680.0 |
Low |
3,663.0 |
3,654.0 |
-9.0 |
-0.2% |
3,551.0 |
Close |
3,708.0 |
3,672.0 |
-36.0 |
-1.0% |
3,654.0 |
Range |
54.0 |
62.0 |
8.0 |
14.8% |
129.0 |
ATR |
56.3 |
56.7 |
0.4 |
0.7% |
0.0 |
Volume |
2,439,174 |
2,423,086 |
-16,088 |
-0.7% |
7,009,250 |
|
Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,866.7 |
3,831.3 |
3,706.1 |
|
R3 |
3,804.7 |
3,769.3 |
3,689.1 |
|
R2 |
3,742.7 |
3,742.7 |
3,683.4 |
|
R1 |
3,707.3 |
3,707.3 |
3,677.7 |
3,694.0 |
PP |
3,680.7 |
3,680.7 |
3,680.7 |
3,674.0 |
S1 |
3,645.3 |
3,645.3 |
3,666.3 |
3,632.0 |
S2 |
3,618.7 |
3,618.7 |
3,660.6 |
|
S3 |
3,556.7 |
3,583.3 |
3,655.0 |
|
S4 |
3,494.7 |
3,521.3 |
3,637.9 |
|
|
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 |
3,717.0 |
3,576.0 |
141.0 |
3.8% |
56.2 |
1.5% |
68% |
False |
False |
1,939,031 |
10 |
3,717.0 |
3,532.0 |
185.0 |
5.0% |
51.9 |
1.4% |
76% |
False |
False |
1,470,850 |
20 |
3,717.0 |
3,439.0 |
278.0 |
7.6% |
48.2 |
1.3% |
84% |
False |
False |
1,233,231 |
40 |
3,717.0 |
3,206.0 |
511.0 |
13.9% |
56.8 |
1.5% |
91% |
False |
False |
1,196,014 |
60 |
3,717.0 |
2,913.0 |
804.0 |
21.9% |
68.0 |
1.9% |
94% |
False |
False |
1,231,737 |
80 |
3,717.0 |
2,913.0 |
804.0 |
21.9% |
64.0 |
1.7% |
94% |
False |
False |
960,153 |
100 |
3,717.0 |
2,891.0 |
826.0 |
22.5% |
62.3 |
1.7% |
95% |
False |
False |
771,454 |
120 |
3,717.0 |
2,768.0 |
949.0 |
25.8% |
63.5 |
1.7% |
95% |
False |
False |
643,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,979.5 |
2.618 |
3,878.3 |
1.618 |
3,816.3 |
1.000 |
3,778.0 |
0.618 |
3,754.3 |
HIGH |
3,716.0 |
0.618 |
3,692.3 |
0.500 |
3,685.0 |
0.382 |
3,677.7 |
LOW |
3,654.0 |
0.618 |
3,615.7 |
1.000 |
3,592.0 |
1.618 |
3,553.7 |
2.618 |
3,491.7 |
4.250 |
3,390.5 |
|
|
Fisher Pivots for day following 17-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
3,685.0 |
3,672.0 |
PP |
3,680.7 |
3,672.0 |
S1 |
3,676.3 |
3,672.0 |
|