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 |
17,924 |
17,856 |
-68 |
-0.4% |
17,875 |
High |
17,954 |
18,098 |
144 |
0.8% |
18,020 |
Low |
17,783 |
17,692 |
-91 |
-0.5% |
17,618 |
Close |
17,857 |
18,069 |
212 |
1.2% |
17,729 |
Range |
171 |
406 |
235 |
137.4% |
402 |
ATR |
204 |
219 |
14 |
7.1% |
0 |
Volume |
37,025 |
48,100 |
11,075 |
29.9% |
620,232 |
|
Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,171 |
19,026 |
18,292 |
|
R3 |
18,765 |
18,620 |
18,181 |
|
R2 |
18,359 |
18,359 |
18,144 |
|
R1 |
18,214 |
18,214 |
18,106 |
18,287 |
PP |
17,953 |
17,953 |
17,953 |
17,989 |
S1 |
17,808 |
17,808 |
18,032 |
17,881 |
S2 |
17,547 |
17,547 |
17,995 |
|
S3 |
17,141 |
17,402 |
17,957 |
|
S4 |
16,735 |
16,996 |
17,846 |
|
|
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 |
18,098 |
17,623 |
475 |
2.6% |
285 |
1.6% |
94% |
True |
False |
69,110 |
10 |
18,155 |
17,618 |
537 |
3.0% |
248 |
1.4% |
84% |
False |
False |
102,431 |
20 |
18,270 |
17,618 |
652 |
3.6% |
189 |
1.0% |
69% |
False |
False |
101,082 |
40 |
18,270 |
16,962 |
1,308 |
7.2% |
220 |
1.2% |
85% |
False |
False |
130,052 |
60 |
18,270 |
16,962 |
1,308 |
7.2% |
227 |
1.3% |
85% |
False |
False |
139,841 |
80 |
18,270 |
16,962 |
1,308 |
7.2% |
219 |
1.2% |
85% |
False |
False |
122,449 |
100 |
18,270 |
16,297 |
1,973 |
10.9% |
200 |
1.1% |
90% |
False |
False |
97,970 |
120 |
18,270 |
15,740 |
2,530 |
14.0% |
204 |
1.1% |
92% |
False |
False |
81,645 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,824 |
2.618 |
19,161 |
1.618 |
18,755 |
1.000 |
18,504 |
0.618 |
18,349 |
HIGH |
18,098 |
0.618 |
17,943 |
0.500 |
17,895 |
0.382 |
17,847 |
LOW |
17,692 |
0.618 |
17,441 |
1.000 |
17,286 |
1.618 |
17,035 |
2.618 |
16,629 |
4.250 |
15,967 |
|
|
Fisher Pivots for day following 18-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
18,011 |
18,011 |
PP |
17,953 |
17,952 |
S1 |
17,895 |
17,894 |
|