Trading Metrics calculated at close of trading on 10-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
17,875 |
17,972 |
97 |
0.5% |
18,144 |
High |
18,020 |
17,975 |
-45 |
-0.2% |
18,270 |
Low |
17,817 |
17,656 |
-161 |
-0.9% |
17,811 |
Close |
17,970 |
17,666 |
-304 |
-1.7% |
17,861 |
Range |
203 |
319 |
116 |
57.1% |
459 |
ATR |
184 |
194 |
10 |
5.2% |
0 |
Volume |
99,504 |
170,578 |
71,074 |
71.4% |
588,666 |
|
Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,723 |
18,513 |
17,842 |
|
R3 |
18,404 |
18,194 |
17,754 |
|
R2 |
18,085 |
18,085 |
17,725 |
|
R1 |
17,875 |
17,875 |
17,695 |
17,821 |
PP |
17,766 |
17,766 |
17,766 |
17,738 |
S1 |
17,556 |
17,556 |
17,637 |
17,502 |
S2 |
17,447 |
17,447 |
17,608 |
|
S3 |
17,128 |
17,237 |
17,578 |
|
S4 |
16,809 |
16,918 |
17,491 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,358 |
19,068 |
18,114 |
|
R3 |
18,899 |
18,609 |
17,987 |
|
R2 |
18,440 |
18,440 |
17,945 |
|
R1 |
18,150 |
18,150 |
17,903 |
18,066 |
PP |
17,981 |
17,981 |
17,981 |
17,938 |
S1 |
17,691 |
17,691 |
17,819 |
17,607 |
S2 |
17,522 |
17,522 |
17,777 |
|
S3 |
17,063 |
17,232 |
17,735 |
|
S4 |
16,604 |
16,773 |
17,609 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,186 |
17,656 |
530 |
3.0% |
223 |
1.3% |
2% |
False |
True |
132,622 |
10 |
18,270 |
17,656 |
614 |
3.5% |
163 |
0.9% |
2% |
False |
True |
111,417 |
20 |
18,270 |
17,656 |
614 |
3.5% |
156 |
0.9% |
2% |
False |
True |
110,618 |
40 |
18,270 |
16,962 |
1,308 |
7.4% |
232 |
1.3% |
54% |
False |
False |
156,309 |
60 |
18,270 |
16,962 |
1,308 |
7.4% |
235 |
1.3% |
54% |
False |
False |
154,723 |
80 |
18,270 |
16,962 |
1,308 |
7.4% |
205 |
1.2% |
54% |
False |
False |
116,463 |
100 |
18,270 |
15,740 |
2,530 |
14.3% |
201 |
1.1% |
76% |
False |
False |
93,178 |
120 |
18,270 |
15,740 |
2,530 |
14.3% |
196 |
1.1% |
76% |
False |
False |
77,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,331 |
2.618 |
18,810 |
1.618 |
18,491 |
1.000 |
18,294 |
0.618 |
18,172 |
HIGH |
17,975 |
0.618 |
17,853 |
0.500 |
17,816 |
0.382 |
17,778 |
LOW |
17,656 |
0.618 |
17,459 |
1.000 |
17,337 |
1.618 |
17,140 |
2.618 |
16,821 |
4.250 |
16,300 |
|
|
Fisher Pivots for day following 10-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
17,816 |
17,906 |
PP |
17,766 |
17,826 |
S1 |
17,716 |
17,746 |
|