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 |
4,331.75 |
4,313.50 |
-18.25 |
-0.4% |
4,411.75 |
High |
4,347.50 |
4,372.75 |
25.25 |
0.6% |
4,416.00 |
Low |
4,288.25 |
4,299.50 |
11.25 |
0.3% |
4,288.25 |
Close |
4,308.75 |
4,359.50 |
50.75 |
1.2% |
4,308.75 |
Range |
59.25 |
73.25 |
14.00 |
23.6% |
127.75 |
ATR |
49.60 |
51.29 |
1.69 |
3.4% |
0.00 |
Volume |
218,259 |
119,758 |
-98,501 |
-45.1% |
1,279,469 |
|
Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,563.75 |
4,534.75 |
4,399.75 |
|
R3 |
4,490.50 |
4,461.50 |
4,379.75 |
|
R2 |
4,417.25 |
4,417.25 |
4,373.00 |
|
R1 |
4,388.25 |
4,388.25 |
4,366.25 |
4,402.75 |
PP |
4,344.00 |
4,344.00 |
4,344.00 |
4,351.00 |
S1 |
4,315.00 |
4,315.00 |
4,352.75 |
4,329.50 |
S2 |
4,270.75 |
4,270.75 |
4,346.00 |
|
S3 |
4,197.50 |
4,241.75 |
4,339.25 |
|
S4 |
4,124.25 |
4,168.50 |
4,319.25 |
|
|
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 |
4,415.75 |
4,288.25 |
127.50 |
2.9% |
60.75 |
1.4% |
56% |
False |
False |
236,294 |
10 |
4,479.00 |
4,288.25 |
190.75 |
4.4% |
51.75 |
1.2% |
37% |
False |
False |
229,059 |
20 |
4,483.25 |
4,288.25 |
195.00 |
4.5% |
41.50 |
1.0% |
37% |
False |
False |
202,871 |
40 |
4,483.25 |
4,041.50 |
441.75 |
10.1% |
56.75 |
1.3% |
72% |
False |
False |
241,919 |
60 |
4,483.25 |
4,041.50 |
441.75 |
10.1% |
60.75 |
1.4% |
72% |
False |
False |
254,284 |
80 |
4,483.25 |
4,041.50 |
441.75 |
10.1% |
58.75 |
1.3% |
72% |
False |
False |
213,297 |
100 |
4,483.25 |
3,840.50 |
642.75 |
14.7% |
56.25 |
1.3% |
81% |
False |
False |
170,706 |
120 |
4,483.25 |
3,687.00 |
796.25 |
18.3% |
58.75 |
1.3% |
84% |
False |
False |
142,293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,684.00 |
2.618 |
4,564.50 |
1.618 |
4,491.25 |
1.000 |
4,446.00 |
0.618 |
4,418.00 |
HIGH |
4,372.75 |
0.618 |
4,344.75 |
0.500 |
4,336.00 |
0.382 |
4,327.50 |
LOW |
4,299.50 |
0.618 |
4,254.25 |
1.000 |
4,226.25 |
1.618 |
4,181.00 |
2.618 |
4,107.75 |
4.250 |
3,988.25 |
|
|
Fisher Pivots for day following 16-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
4,351.75 |
4,349.75 |
PP |
4,344.00 |
4,340.25 |
S1 |
4,336.00 |
4,330.50 |
|