Trading Metrics calculated at close of trading on 10-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
4,411.75 |
4,415.25 |
3.50 |
0.1% |
4,447.00 |
High |
4,416.00 |
4,415.75 |
-0.25 |
0.0% |
4,483.25 |
Low |
4,391.75 |
4,328.50 |
-63.25 |
-1.4% |
4,389.25 |
Close |
4,413.50 |
4,331.25 |
-82.25 |
-1.9% |
4,405.00 |
Range |
24.25 |
87.25 |
63.00 |
259.8% |
94.00 |
ATR |
47.10 |
49.96 |
2.87 |
6.1% |
0.00 |
Volume |
217,756 |
313,249 |
95,493 |
43.9% |
1,076,695 |
|
Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,620.25 |
4,563.00 |
4,379.25 |
|
R3 |
4,533.00 |
4,475.75 |
4,355.25 |
|
R2 |
4,445.75 |
4,445.75 |
4,347.25 |
|
R1 |
4,388.50 |
4,388.50 |
4,339.25 |
4,373.50 |
PP |
4,358.50 |
4,358.50 |
4,358.50 |
4,351.00 |
S1 |
4,301.25 |
4,301.25 |
4,323.25 |
4,286.25 |
S2 |
4,271.25 |
4,271.25 |
4,315.25 |
|
S3 |
4,184.00 |
4,214.00 |
4,307.25 |
|
S4 |
4,096.75 |
4,126.75 |
4,283.25 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,707.75 |
4,650.50 |
4,456.75 |
|
R3 |
4,613.75 |
4,556.50 |
4,430.75 |
|
R2 |
4,519.75 |
4,519.75 |
4,422.25 |
|
R1 |
4,462.50 |
4,462.50 |
4,413.50 |
4,444.00 |
PP |
4,425.75 |
4,425.75 |
4,425.75 |
4,416.75 |
S1 |
4,368.50 |
4,368.50 |
4,396.50 |
4,350.00 |
S2 |
4,331.75 |
4,331.75 |
4,387.75 |
|
S3 |
4,237.75 |
4,274.50 |
4,379.25 |
|
S4 |
4,143.75 |
4,180.50 |
4,353.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,464.75 |
4,328.50 |
136.25 |
3.1% |
50.75 |
1.2% |
2% |
False |
True |
244,756 |
10 |
4,483.25 |
4,328.50 |
154.75 |
3.6% |
43.00 |
1.0% |
2% |
False |
True |
214,855 |
20 |
4,483.25 |
4,211.00 |
272.25 |
6.3% |
42.00 |
1.0% |
44% |
False |
False |
201,588 |
40 |
4,483.25 |
4,041.50 |
441.75 |
10.2% |
61.00 |
1.4% |
66% |
False |
False |
262,787 |
60 |
4,483.25 |
4,041.50 |
441.75 |
10.2% |
63.00 |
1.5% |
66% |
False |
False |
268,738 |
80 |
4,483.25 |
4,041.50 |
441.75 |
10.2% |
57.50 |
1.3% |
66% |
False |
False |
202,463 |
100 |
4,483.25 |
3,687.00 |
796.25 |
18.4% |
58.00 |
1.3% |
81% |
False |
False |
162,041 |
120 |
4,483.25 |
3,687.00 |
796.25 |
18.4% |
58.25 |
1.3% |
81% |
False |
False |
135,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,786.50 |
2.618 |
4,644.25 |
1.618 |
4,557.00 |
1.000 |
4,503.00 |
0.618 |
4,469.75 |
HIGH |
4,415.75 |
0.618 |
4,382.50 |
0.500 |
4,372.00 |
0.382 |
4,361.75 |
LOW |
4,328.50 |
0.618 |
4,274.50 |
1.000 |
4,241.25 |
1.618 |
4,187.25 |
2.618 |
4,100.00 |
4.250 |
3,957.75 |
|
|
Fisher Pivots for day following 10-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
4,372.00 |
4,394.50 |
PP |
4,358.50 |
4,373.50 |
S1 |
4,345.00 |
4,352.25 |
|