Trading Metrics calculated at close of trading on 19-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
17,856 |
18,078 |
222 |
1.2% |
17,875 |
High |
18,098 |
18,125 |
27 |
0.1% |
18,020 |
Low |
17,692 |
17,929 |
237 |
1.3% |
17,618 |
Close |
18,069 |
17,966 |
-103 |
-0.6% |
17,729 |
Range |
406 |
196 |
-210 |
-51.7% |
402 |
ATR |
219 |
217 |
-2 |
-0.7% |
0 |
Volume |
48,100 |
25,958 |
-22,142 |
-46.0% |
620,232 |
|
Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,595 |
18,476 |
18,074 |
|
R3 |
18,399 |
18,280 |
18,020 |
|
R2 |
18,203 |
18,203 |
18,002 |
|
R1 |
18,084 |
18,084 |
17,984 |
18,046 |
PP |
18,007 |
18,007 |
18,007 |
17,987 |
S1 |
17,888 |
17,888 |
17,948 |
17,850 |
S2 |
17,811 |
17,811 |
17,930 |
|
S3 |
17,615 |
17,692 |
17,912 |
|
S4 |
17,419 |
17,496 |
17,858 |
|
|
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 |
18,125 |
17,623 |
502 |
2.8% |
271 |
1.5% |
68% |
True |
False |
48,230 |
10 |
18,155 |
17,618 |
537 |
3.0% |
260 |
1.4% |
65% |
False |
False |
96,062 |
20 |
18,270 |
17,618 |
652 |
3.6% |
192 |
1.1% |
53% |
False |
False |
97,173 |
40 |
18,270 |
16,962 |
1,308 |
7.3% |
220 |
1.2% |
77% |
False |
False |
126,226 |
60 |
18,270 |
16,962 |
1,308 |
7.3% |
227 |
1.3% |
77% |
False |
False |
137,507 |
80 |
18,270 |
16,962 |
1,308 |
7.3% |
220 |
1.2% |
77% |
False |
False |
122,768 |
100 |
18,270 |
16,475 |
1,795 |
10.0% |
199 |
1.1% |
83% |
False |
False |
98,230 |
120 |
18,270 |
15,740 |
2,530 |
14.1% |
203 |
1.1% |
88% |
False |
False |
81,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,958 |
2.618 |
18,638 |
1.618 |
18,442 |
1.000 |
18,321 |
0.618 |
18,246 |
HIGH |
18,125 |
0.618 |
18,050 |
0.500 |
18,027 |
0.382 |
18,004 |
LOW |
17,929 |
0.618 |
17,808 |
1.000 |
17,733 |
1.618 |
17,612 |
2.618 |
17,416 |
4.250 |
17,096 |
|
|
Fisher Pivots for day following 19-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
18,027 |
17,947 |
PP |
18,007 |
17,928 |
S1 |
17,986 |
17,909 |
|