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 |
4,334.25 |
4,312.50 |
-21.75 |
-0.5% |
4,447.00 |
High |
4,347.50 |
4,339.50 |
-8.00 |
-0.2% |
4,483.25 |
Low |
4,304.25 |
4,298.75 |
-5.50 |
-0.1% |
4,389.25 |
Close |
4,307.50 |
4,330.75 |
23.25 |
0.5% |
4,405.00 |
Range |
43.25 |
40.75 |
-2.50 |
-5.8% |
94.00 |
ATR |
49.48 |
48.86 |
-0.62 |
-1.3% |
0.00 |
Volume |
260,964 |
269,241 |
8,277 |
3.2% |
1,076,695 |
|
Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,445.25 |
4,428.75 |
4,353.25 |
|
R3 |
4,404.50 |
4,388.00 |
4,342.00 |
|
R2 |
4,363.75 |
4,363.75 |
4,338.25 |
|
R1 |
4,347.25 |
4,347.25 |
4,334.50 |
4,355.50 |
PP |
4,323.00 |
4,323.00 |
4,323.00 |
4,327.00 |
S1 |
4,306.50 |
4,306.50 |
4,327.00 |
4,314.75 |
S2 |
4,282.25 |
4,282.25 |
4,323.25 |
|
S3 |
4,241.50 |
4,265.75 |
4,319.50 |
|
S4 |
4,200.75 |
4,225.00 |
4,308.25 |
|
|
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 |
4,460.50 |
4,298.75 |
161.75 |
3.7% |
53.25 |
1.2% |
20% |
False |
True |
271,563 |
10 |
4,483.25 |
4,298.75 |
184.50 |
4.3% |
45.00 |
1.0% |
17% |
False |
True |
231,120 |
20 |
4,483.25 |
4,285.75 |
197.50 |
4.6% |
40.00 |
0.9% |
23% |
False |
False |
206,457 |
40 |
4,483.25 |
4,041.50 |
441.75 |
10.2% |
58.25 |
1.3% |
65% |
False |
False |
256,140 |
60 |
4,483.25 |
4,041.50 |
441.75 |
10.2% |
62.00 |
1.4% |
65% |
False |
False |
268,479 |
80 |
4,483.25 |
4,041.50 |
441.75 |
10.2% |
57.75 |
1.3% |
65% |
False |
False |
209,083 |
100 |
4,483.25 |
3,740.00 |
743.25 |
17.2% |
56.75 |
1.3% |
79% |
False |
False |
167,333 |
120 |
4,483.25 |
3,687.00 |
796.25 |
18.4% |
58.25 |
1.3% |
81% |
False |
False |
139,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,512.75 |
2.618 |
4,446.25 |
1.618 |
4,405.50 |
1.000 |
4,380.25 |
0.618 |
4,364.75 |
HIGH |
4,339.50 |
0.618 |
4,324.00 |
0.500 |
4,319.00 |
0.382 |
4,314.25 |
LOW |
4,298.75 |
0.618 |
4,273.50 |
1.000 |
4,258.00 |
1.618 |
4,232.75 |
2.618 |
4,192.00 |
4.250 |
4,125.50 |
|
|
Fisher Pivots for day following 12-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
4,327.00 |
4,357.25 |
PP |
4,323.00 |
4,348.50 |
S1 |
4,319.00 |
4,339.50 |
|