Trading Metrics calculated at close of trading on 17-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
17,735 |
17,924 |
189 |
1.1% |
17,875 |
High |
17,991 |
17,954 |
-37 |
-0.2% |
18,020 |
Low |
17,689 |
17,783 |
94 |
0.5% |
17,618 |
Close |
17,933 |
17,857 |
-76 |
-0.4% |
17,729 |
Range |
302 |
171 |
-131 |
-43.4% |
402 |
ATR |
207 |
204 |
-3 |
-1.2% |
0 |
Volume |
44,010 |
37,025 |
-6,985 |
-15.9% |
620,232 |
|
Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,378 |
18,288 |
17,951 |
|
R3 |
18,207 |
18,117 |
17,904 |
|
R2 |
18,036 |
18,036 |
17,888 |
|
R1 |
17,946 |
17,946 |
17,873 |
17,906 |
PP |
17,865 |
17,865 |
17,865 |
17,844 |
S1 |
17,775 |
17,775 |
17,841 |
17,735 |
S2 |
17,694 |
17,694 |
17,826 |
|
S3 |
17,523 |
17,604 |
17,810 |
|
S4 |
17,352 |
17,433 |
17,763 |
|
|
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% |
227 |
1.3% |
64% |
False |
False |
86,237 |
10 |
18,186 |
17,618 |
568 |
3.2% |
225 |
1.3% |
42% |
False |
False |
109,429 |
20 |
18,270 |
17,618 |
652 |
3.7% |
173 |
1.0% |
37% |
False |
False |
103,155 |
40 |
18,270 |
16,962 |
1,308 |
7.3% |
216 |
1.2% |
68% |
False |
False |
134,636 |
60 |
18,270 |
16,962 |
1,308 |
7.3% |
228 |
1.3% |
68% |
False |
False |
142,686 |
80 |
18,270 |
16,962 |
1,308 |
7.3% |
215 |
1.2% |
68% |
False |
False |
121,851 |
100 |
18,270 |
16,297 |
1,973 |
11.0% |
198 |
1.1% |
79% |
False |
False |
97,489 |
120 |
18,270 |
15,740 |
2,530 |
14.2% |
202 |
1.1% |
84% |
False |
False |
81,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,681 |
2.618 |
18,402 |
1.618 |
18,231 |
1.000 |
18,125 |
0.618 |
18,060 |
HIGH |
17,954 |
0.618 |
17,889 |
0.500 |
17,869 |
0.382 |
17,848 |
LOW |
17,783 |
0.618 |
17,677 |
1.000 |
17,612 |
1.618 |
17,506 |
2.618 |
17,335 |
4.250 |
17,056 |
|
|
Fisher Pivots for day following 17-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
17,869 |
17,840 |
PP |
17,865 |
17,824 |
S1 |
17,861 |
17,807 |
|