Trading Metrics calculated at close of trading on 18-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
4,355.50 |
4,377.25 |
21.75 |
0.5% |
4,411.75 |
High |
4,384.75 |
4,441.50 |
56.75 |
1.3% |
4,416.00 |
Low |
4,348.75 |
4,343.25 |
-5.50 |
-0.1% |
4,288.25 |
Close |
4,377.75 |
4,427.25 |
49.50 |
1.1% |
4,308.75 |
Range |
36.00 |
98.25 |
62.25 |
172.9% |
127.75 |
ATR |
50.20 |
53.63 |
3.43 |
6.8% |
0.00 |
Volume |
118,898 |
75,864 |
-43,034 |
-36.2% |
1,279,469 |
|
Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,698.75 |
4,661.25 |
4,481.25 |
|
R3 |
4,600.50 |
4,563.00 |
4,454.25 |
|
R2 |
4,502.25 |
4,502.25 |
4,445.25 |
|
R1 |
4,464.75 |
4,464.75 |
4,436.25 |
4,483.50 |
PP |
4,404.00 |
4,404.00 |
4,404.00 |
4,413.50 |
S1 |
4,366.50 |
4,366.50 |
4,418.25 |
4,385.25 |
S2 |
4,305.75 |
4,305.75 |
4,409.25 |
|
S3 |
4,207.50 |
4,268.25 |
4,400.25 |
|
S4 |
4,109.25 |
4,170.00 |
4,373.25 |
|
|
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 |
4,441.50 |
4,288.25 |
153.25 |
3.5% |
61.50 |
1.4% |
91% |
True |
False |
160,404 |
10 |
4,464.75 |
4,288.25 |
176.50 |
4.0% |
56.50 |
1.3% |
79% |
False |
False |
207,577 |
20 |
4,483.25 |
4,288.25 |
195.00 |
4.4% |
46.00 |
1.0% |
71% |
False |
False |
195,555 |
40 |
4,483.25 |
4,085.50 |
397.75 |
9.0% |
56.00 |
1.3% |
86% |
False |
False |
229,126 |
60 |
4,483.25 |
4,041.50 |
441.75 |
10.0% |
59.50 |
1.3% |
87% |
False |
False |
242,604 |
80 |
4,483.25 |
4,041.50 |
441.75 |
10.0% |
59.50 |
1.3% |
87% |
False |
False |
215,700 |
100 |
4,483.25 |
3,937.25 |
546.00 |
12.3% |
56.00 |
1.3% |
90% |
False |
False |
172,643 |
120 |
4,483.25 |
3,687.00 |
796.25 |
18.0% |
59.25 |
1.3% |
93% |
False |
False |
143,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,859.00 |
2.618 |
4,698.75 |
1.618 |
4,600.50 |
1.000 |
4,539.75 |
0.618 |
4,502.25 |
HIGH |
4,441.50 |
0.618 |
4,404.00 |
0.500 |
4,392.50 |
0.382 |
4,380.75 |
LOW |
4,343.25 |
0.618 |
4,282.50 |
1.000 |
4,245.00 |
1.618 |
4,184.25 |
2.618 |
4,086.00 |
4.250 |
3,925.75 |
|
|
Fisher Pivots for day following 18-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
4,415.50 |
4,408.25 |
PP |
4,404.00 |
4,389.50 |
S1 |
4,392.50 |
4,370.50 |
|