Trading Metrics calculated at close of trading on 11-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
17,972 |
17,681 |
-291 |
-1.6% |
18,144 |
High |
17,975 |
17,734 |
-241 |
-1.3% |
18,270 |
Low |
17,656 |
17,618 |
-38 |
-0.2% |
17,811 |
Close |
17,666 |
17,638 |
-28 |
-0.2% |
17,861 |
Range |
319 |
116 |
-203 |
-63.6% |
459 |
ATR |
194 |
188 |
-6 |
-2.9% |
0 |
Volume |
170,578 |
133,731 |
-36,847 |
-21.6% |
588,666 |
|
Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,011 |
17,941 |
17,702 |
|
R3 |
17,895 |
17,825 |
17,670 |
|
R2 |
17,779 |
17,779 |
17,659 |
|
R1 |
17,709 |
17,709 |
17,649 |
17,686 |
PP |
17,663 |
17,663 |
17,663 |
17,652 |
S1 |
17,593 |
17,593 |
17,627 |
17,570 |
S2 |
17,547 |
17,547 |
17,617 |
|
S3 |
17,431 |
17,477 |
17,606 |
|
S4 |
17,315 |
17,361 |
17,574 |
|
|
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 |
18,155 |
17,618 |
537 |
3.0% |
212 |
1.2% |
4% |
False |
True |
135,751 |
10 |
18,270 |
17,618 |
652 |
3.7% |
169 |
1.0% |
3% |
False |
True |
117,199 |
20 |
18,270 |
17,618 |
652 |
3.7% |
153 |
0.9% |
3% |
False |
True |
111,483 |
40 |
18,270 |
16,962 |
1,308 |
7.4% |
228 |
1.3% |
52% |
False |
False |
155,198 |
60 |
18,270 |
16,962 |
1,308 |
7.4% |
233 |
1.3% |
52% |
False |
False |
155,975 |
80 |
18,270 |
16,962 |
1,308 |
7.4% |
206 |
1.2% |
52% |
False |
False |
118,135 |
100 |
18,270 |
15,753 |
2,517 |
14.3% |
197 |
1.1% |
75% |
False |
False |
94,516 |
120 |
18,270 |
15,740 |
2,530 |
14.3% |
196 |
1.1% |
75% |
False |
False |
78,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,227 |
2.618 |
18,038 |
1.618 |
17,922 |
1.000 |
17,850 |
0.618 |
17,806 |
HIGH |
17,734 |
0.618 |
17,690 |
0.500 |
17,676 |
0.382 |
17,662 |
LOW |
17,618 |
0.618 |
17,546 |
1.000 |
17,502 |
1.618 |
17,430 |
2.618 |
17,314 |
4.250 |
17,125 |
|
|
Fisher Pivots for day following 11-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
17,676 |
17,819 |
PP |
17,663 |
17,759 |
S1 |
17,651 |
17,698 |
|