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 |
1,237.4 |
1,243.3 |
5.9 |
0.5% |
1,219.5 |
High |
1,244.1 |
1,257.4 |
13.3 |
1.1% |
1,240.6 |
Low |
1,233.6 |
1,234.6 |
1.0 |
0.1% |
1,203.5 |
Close |
1,242.4 |
1,253.9 |
11.5 |
0.9% |
1,231.3 |
Range |
10.5 |
22.8 |
12.3 |
117.1% |
37.1 |
ATR |
15.6 |
16.1 |
0.5 |
3.3% |
0.0 |
Volume |
98,750 |
44,570 |
-54,180 |
-54.9% |
540,058 |
|
Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,317.0 |
1,308.3 |
1,266.5 |
|
R3 |
1,294.3 |
1,285.5 |
1,260.3 |
|
R2 |
1,271.5 |
1,271.5 |
1,258.0 |
|
R1 |
1,262.8 |
1,262.8 |
1,256.0 |
1,267.0 |
PP |
1,248.8 |
1,248.8 |
1,248.8 |
1,250.8 |
S1 |
1,239.8 |
1,239.8 |
1,251.8 |
1,244.3 |
S2 |
1,225.8 |
1,225.8 |
1,249.8 |
|
S3 |
1,203.0 |
1,217.0 |
1,247.8 |
|
S4 |
1,180.3 |
1,194.3 |
1,241.3 |
|
|
Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,336.5 |
1,321.0 |
1,251.8 |
|
R3 |
1,299.3 |
1,283.8 |
1,241.5 |
|
R2 |
1,262.3 |
1,262.3 |
1,238.0 |
|
R1 |
1,246.8 |
1,246.8 |
1,234.8 |
1,254.5 |
PP |
1,225.3 |
1,225.3 |
1,225.3 |
1,229.0 |
S1 |
1,209.8 |
1,209.8 |
1,228.0 |
1,217.5 |
S2 |
1,188.0 |
1,188.0 |
1,224.5 |
|
S3 |
1,151.0 |
1,172.5 |
1,221.0 |
|
S4 |
1,113.8 |
1,135.5 |
1,211.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,257.4 |
1,215.7 |
41.7 |
3.3% |
18.5 |
1.5% |
92% |
True |
False |
100,560 |
10 |
1,257.4 |
1,203.5 |
53.9 |
4.3% |
16.8 |
1.3% |
94% |
True |
False |
95,972 |
20 |
1,257.4 |
1,203.5 |
53.9 |
4.3% |
13.8 |
1.1% |
94% |
True |
False |
86,010 |
40 |
1,257.4 |
1,148.5 |
108.9 |
8.7% |
17.3 |
1.4% |
97% |
True |
False |
93,041 |
60 |
1,257.4 |
1,139.4 |
118.0 |
9.4% |
18.5 |
1.5% |
97% |
True |
False |
94,832 |
80 |
1,257.4 |
1,128.2 |
129.2 |
10.3% |
19.0 |
1.5% |
97% |
True |
False |
86,328 |
100 |
1,257.4 |
1,104.9 |
152.5 |
12.2% |
17.5 |
1.4% |
98% |
True |
False |
69,071 |
120 |
1,257.4 |
1,038.8 |
218.6 |
17.4% |
16.8 |
1.3% |
98% |
True |
False |
57,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,354.3 |
2.618 |
1,317.0 |
1.618 |
1,294.3 |
1.000 |
1,280.3 |
0.618 |
1,271.5 |
HIGH |
1,257.5 |
0.618 |
1,248.8 |
0.500 |
1,246.0 |
0.382 |
1,243.3 |
LOW |
1,234.5 |
0.618 |
1,220.5 |
1.000 |
1,211.8 |
1.618 |
1,197.8 |
2.618 |
1,175.0 |
4.250 |
1,137.8 |
|
|
Fisher Pivots for day following 18-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,251.3 |
1,250.3 |
PP |
1,248.8 |
1,246.5 |
S1 |
1,246.0 |
1,243.0 |
|