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 |
4,313.50 |
4,355.50 |
42.00 |
1.0% |
4,411.75 |
High |
4,372.75 |
4,384.75 |
12.00 |
0.3% |
4,416.00 |
Low |
4,299.50 |
4,348.75 |
49.25 |
1.1% |
4,288.25 |
Close |
4,359.50 |
4,377.75 |
18.25 |
0.4% |
4,308.75 |
Range |
73.25 |
36.00 |
-37.25 |
-50.9% |
127.75 |
ATR |
51.29 |
50.20 |
-1.09 |
-2.1% |
0.00 |
Volume |
119,758 |
118,898 |
-860 |
-0.7% |
1,279,469 |
|
Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,478.50 |
4,464.00 |
4,397.50 |
|
R3 |
4,442.50 |
4,428.00 |
4,387.75 |
|
R2 |
4,406.50 |
4,406.50 |
4,384.25 |
|
R1 |
4,392.00 |
4,392.00 |
4,381.00 |
4,399.25 |
PP |
4,370.50 |
4,370.50 |
4,370.50 |
4,374.00 |
S1 |
4,356.00 |
4,356.00 |
4,374.50 |
4,363.25 |
S2 |
4,334.50 |
4,334.50 |
4,371.25 |
|
S3 |
4,298.50 |
4,320.00 |
4,367.75 |
|
S4 |
4,262.50 |
4,284.00 |
4,358.00 |
|
|
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 |
4,384.75 |
4,288.25 |
96.50 |
2.2% |
50.50 |
1.2% |
93% |
True |
False |
197,424 |
10 |
4,464.75 |
4,288.25 |
176.50 |
4.0% |
50.50 |
1.2% |
51% |
False |
False |
221,090 |
20 |
4,483.25 |
4,288.25 |
195.00 |
4.5% |
42.00 |
1.0% |
46% |
False |
False |
199,085 |
40 |
4,483.25 |
4,085.50 |
397.75 |
9.1% |
55.25 |
1.3% |
73% |
False |
False |
235,916 |
60 |
4,483.25 |
4,041.50 |
441.75 |
10.1% |
60.00 |
1.4% |
76% |
False |
False |
247,781 |
80 |
4,483.25 |
4,041.50 |
441.75 |
10.1% |
58.50 |
1.3% |
76% |
False |
False |
214,776 |
100 |
4,483.25 |
3,936.25 |
547.00 |
12.5% |
55.25 |
1.3% |
81% |
False |
False |
171,889 |
120 |
4,483.25 |
3,687.00 |
796.25 |
18.2% |
58.75 |
1.3% |
87% |
False |
False |
143,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,537.75 |
2.618 |
4,479.00 |
1.618 |
4,443.00 |
1.000 |
4,420.75 |
0.618 |
4,407.00 |
HIGH |
4,384.75 |
0.618 |
4,371.00 |
0.500 |
4,366.75 |
0.382 |
4,362.50 |
LOW |
4,348.75 |
0.618 |
4,326.50 |
1.000 |
4,312.75 |
1.618 |
4,290.50 |
2.618 |
4,254.50 |
4.250 |
4,195.75 |
|
|
Fisher Pivots for day following 17-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
4,374.00 |
4,364.00 |
PP |
4,370.50 |
4,350.25 |
S1 |
4,366.75 |
4,336.50 |
|