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 |
4,312.50 |
4,331.75 |
19.25 |
0.4% |
4,411.75 |
High |
4,339.50 |
4,347.50 |
8.00 |
0.2% |
4,416.00 |
Low |
4,298.75 |
4,288.25 |
-10.50 |
-0.2% |
4,288.25 |
Close |
4,330.75 |
4,308.75 |
-22.00 |
-0.5% |
4,308.75 |
Range |
40.75 |
59.25 |
18.50 |
45.4% |
127.75 |
ATR |
48.86 |
49.60 |
0.74 |
1.5% |
0.00 |
Volume |
269,241 |
218,259 |
-50,982 |
-18.9% |
1,279,469 |
|
Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,492.50 |
4,460.00 |
4,341.25 |
|
R3 |
4,433.25 |
4,400.75 |
4,325.00 |
|
R2 |
4,374.00 |
4,374.00 |
4,319.50 |
|
R1 |
4,341.50 |
4,341.50 |
4,314.25 |
4,328.00 |
PP |
4,314.75 |
4,314.75 |
4,314.75 |
4,308.25 |
S1 |
4,282.25 |
4,282.25 |
4,303.25 |
4,269.00 |
S2 |
4,255.50 |
4,255.50 |
4,298.00 |
|
S3 |
4,196.25 |
4,223.00 |
4,292.50 |
|
S4 |
4,137.00 |
4,163.75 |
4,276.25 |
|
|
Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,721.00 |
4,642.50 |
4,379.00 |
|
R3 |
4,593.25 |
4,514.75 |
4,344.00 |
|
R2 |
4,465.50 |
4,465.50 |
4,332.25 |
|
R1 |
4,387.00 |
4,387.00 |
4,320.50 |
4,362.50 |
PP |
4,337.75 |
4,337.75 |
4,337.75 |
4,325.25 |
S1 |
4,259.25 |
4,259.25 |
4,297.00 |
4,234.50 |
S2 |
4,210.00 |
4,210.00 |
4,285.25 |
|
S3 |
4,082.25 |
4,131.50 |
4,273.50 |
|
S4 |
3,954.50 |
4,003.75 |
4,238.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,416.00 |
4,288.25 |
127.75 |
3.0% |
51.00 |
1.2% |
16% |
False |
True |
255,893 |
10 |
4,483.25 |
4,288.25 |
195.00 |
4.5% |
48.00 |
1.1% |
11% |
False |
True |
235,616 |
20 |
4,483.25 |
4,288.25 |
195.00 |
4.5% |
39.75 |
0.9% |
11% |
False |
True |
206,403 |
40 |
4,483.25 |
4,041.50 |
441.75 |
10.3% |
58.00 |
1.3% |
60% |
False |
False |
250,326 |
60 |
4,483.25 |
4,041.50 |
441.75 |
10.3% |
61.50 |
1.4% |
60% |
False |
False |
262,951 |
80 |
4,483.25 |
4,041.50 |
441.75 |
10.3% |
58.25 |
1.4% |
60% |
False |
False |
211,806 |
100 |
4,483.25 |
3,787.50 |
695.75 |
16.1% |
56.50 |
1.3% |
75% |
False |
False |
169,514 |
120 |
4,483.25 |
3,687.00 |
796.25 |
18.5% |
58.50 |
1.4% |
78% |
False |
False |
141,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,599.25 |
2.618 |
4,502.50 |
1.618 |
4,443.25 |
1.000 |
4,406.75 |
0.618 |
4,384.00 |
HIGH |
4,347.50 |
0.618 |
4,324.75 |
0.500 |
4,318.00 |
0.382 |
4,311.00 |
LOW |
4,288.25 |
0.618 |
4,251.75 |
1.000 |
4,229.00 |
1.618 |
4,192.50 |
2.618 |
4,133.25 |
4.250 |
4,036.50 |
|
|
Fisher Pivots for day following 13-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
4,318.00 |
4,318.00 |
PP |
4,314.75 |
4,314.75 |
S1 |
4,311.75 |
4,311.75 |
|