Trading Metrics calculated at close of trading on 19-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
4,377.25 |
4,427.50 |
50.25 |
1.1% |
4,411.75 |
High |
4,441.50 |
4,441.75 |
0.25 |
0.0% |
4,416.00 |
Low |
4,343.25 |
4,419.50 |
76.25 |
1.8% |
4,288.25 |
Close |
4,427.25 |
4,429.50 |
2.25 |
0.1% |
4,308.75 |
Range |
98.25 |
22.25 |
-76.00 |
-77.4% |
127.75 |
ATR |
53.63 |
51.39 |
-2.24 |
-4.2% |
0.00 |
Volume |
75,864 |
39,157 |
-36,707 |
-48.4% |
1,279,469 |
|
Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,497.00 |
4,485.50 |
4,441.75 |
|
R3 |
4,474.75 |
4,463.25 |
4,435.50 |
|
R2 |
4,452.50 |
4,452.50 |
4,433.50 |
|
R1 |
4,441.00 |
4,441.00 |
4,431.50 |
4,446.75 |
PP |
4,430.25 |
4,430.25 |
4,430.25 |
4,433.00 |
S1 |
4,418.75 |
4,418.75 |
4,427.50 |
4,424.50 |
S2 |
4,408.00 |
4,408.00 |
4,425.50 |
|
S3 |
4,385.75 |
4,396.50 |
4,423.50 |
|
S4 |
4,363.50 |
4,374.25 |
4,417.25 |
|
|
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 |
4,441.75 |
4,288.25 |
153.50 |
3.5% |
57.75 |
1.3% |
92% |
True |
False |
114,387 |
10 |
4,460.50 |
4,288.25 |
172.25 |
3.9% |
55.50 |
1.3% |
82% |
False |
False |
192,975 |
20 |
4,483.25 |
4,288.25 |
195.00 |
4.4% |
45.00 |
1.0% |
72% |
False |
False |
189,101 |
40 |
4,483.25 |
4,085.50 |
397.75 |
9.0% |
55.00 |
1.2% |
86% |
False |
False |
221,925 |
60 |
4,483.25 |
4,041.50 |
441.75 |
10.0% |
59.00 |
1.3% |
88% |
False |
False |
238,421 |
80 |
4,483.25 |
4,041.50 |
441.75 |
10.0% |
59.25 |
1.3% |
88% |
False |
False |
216,170 |
100 |
4,483.25 |
3,972.00 |
511.25 |
11.5% |
55.50 |
1.3% |
89% |
False |
False |
173,032 |
120 |
4,483.25 |
3,687.00 |
796.25 |
18.0% |
58.75 |
1.3% |
93% |
False |
False |
144,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,536.25 |
2.618 |
4,500.00 |
1.618 |
4,477.75 |
1.000 |
4,464.00 |
0.618 |
4,455.50 |
HIGH |
4,441.75 |
0.618 |
4,433.25 |
0.500 |
4,430.50 |
0.382 |
4,428.00 |
LOW |
4,419.50 |
0.618 |
4,405.75 |
1.000 |
4,397.25 |
1.618 |
4,383.50 |
2.618 |
4,361.25 |
4.250 |
4,325.00 |
|
|
Fisher Pivots for day following 19-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
4,430.50 |
4,417.25 |
PP |
4,430.25 |
4,404.75 |
S1 |
4,430.00 |
4,392.50 |
|