Trading Metrics calculated at close of trading on 16-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
17,869 |
17,735 |
-134 |
-0.7% |
17,875 |
High |
17,903 |
17,991 |
88 |
0.5% |
18,020 |
Low |
17,623 |
17,689 |
66 |
0.4% |
17,618 |
Close |
17,729 |
17,933 |
204 |
1.2% |
17,729 |
Range |
280 |
302 |
22 |
7.9% |
402 |
ATR |
200 |
207 |
7 |
3.7% |
0 |
Volume |
86,061 |
44,010 |
-42,051 |
-48.9% |
620,232 |
|
Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,777 |
18,657 |
18,099 |
|
R3 |
18,475 |
18,355 |
18,016 |
|
R2 |
18,173 |
18,173 |
17,988 |
|
R1 |
18,053 |
18,053 |
17,961 |
18,113 |
PP |
17,871 |
17,871 |
17,871 |
17,901 |
S1 |
17,751 |
17,751 |
17,905 |
17,811 |
S2 |
17,569 |
17,569 |
17,878 |
|
S3 |
17,267 |
17,449 |
17,850 |
|
S4 |
16,965 |
17,147 |
17,767 |
|
|
Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,995 |
18,764 |
17,950 |
|
R3 |
18,593 |
18,362 |
17,840 |
|
R2 |
18,191 |
18,191 |
17,803 |
|
R1 |
17,960 |
17,960 |
17,766 |
17,875 |
PP |
17,789 |
17,789 |
17,789 |
17,746 |
S1 |
17,558 |
17,558 |
17,692 |
17,473 |
S2 |
17,387 |
17,387 |
17,655 |
|
S3 |
16,985 |
17,156 |
17,619 |
|
S4 |
16,583 |
16,754 |
17,508 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,991 |
17,618 |
373 |
2.1% |
256 |
1.4% |
84% |
True |
False |
112,947 |
10 |
18,255 |
17,618 |
637 |
3.6% |
221 |
1.2% |
49% |
False |
False |
115,548 |
20 |
18,270 |
17,618 |
652 |
3.6% |
171 |
1.0% |
48% |
False |
False |
107,591 |
40 |
18,270 |
16,962 |
1,308 |
7.3% |
220 |
1.2% |
74% |
False |
False |
139,192 |
60 |
18,270 |
16,962 |
1,308 |
7.3% |
230 |
1.3% |
74% |
False |
False |
147,025 |
80 |
18,270 |
16,962 |
1,308 |
7.3% |
214 |
1.2% |
74% |
False |
False |
121,389 |
100 |
18,270 |
16,240 |
2,030 |
11.3% |
199 |
1.1% |
83% |
False |
False |
97,119 |
120 |
18,270 |
15,740 |
2,530 |
14.1% |
201 |
1.1% |
87% |
False |
False |
80,936 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,275 |
2.618 |
18,782 |
1.618 |
18,480 |
1.000 |
18,293 |
0.618 |
18,178 |
HIGH |
17,991 |
0.618 |
17,876 |
0.500 |
17,840 |
0.382 |
17,804 |
LOW |
17,689 |
0.618 |
17,502 |
1.000 |
17,387 |
1.618 |
17,200 |
2.618 |
16,898 |
4.250 |
16,406 |
|
|
Fisher Pivots for day following 16-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
17,902 |
17,891 |
PP |
17,871 |
17,849 |
S1 |
17,840 |
17,807 |
|