Trading Metrics calculated at close of trading on 09-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
18,860 |
18,870 |
10 |
0.1% |
18,865 |
High |
19,090 |
18,900 |
-190 |
-1.0% |
19,090 |
Low |
18,825 |
18,705 |
-120 |
-0.6% |
18,575 |
Close |
18,865 |
18,860 |
-5 |
0.0% |
18,865 |
Range |
265 |
195 |
-70 |
-26.4% |
515 |
ATR |
270 |
264 |
-5 |
-2.0% |
0 |
Volume |
20,823 |
35,950 |
15,127 |
72.6% |
73,216 |
|
Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,407 |
19,328 |
18,967 |
|
R3 |
19,212 |
19,133 |
18,914 |
|
R2 |
19,017 |
19,017 |
18,896 |
|
R1 |
18,938 |
18,938 |
18,878 |
18,880 |
PP |
18,822 |
18,822 |
18,822 |
18,793 |
S1 |
18,743 |
18,743 |
18,842 |
18,685 |
S2 |
18,627 |
18,627 |
18,824 |
|
S3 |
18,432 |
18,548 |
18,807 |
|
S4 |
18,237 |
18,353 |
18,753 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,388 |
20,142 |
19,148 |
|
R3 |
19,873 |
19,627 |
19,007 |
|
R2 |
19,358 |
19,358 |
18,960 |
|
R1 |
19,112 |
19,112 |
18,912 |
19,123 |
PP |
18,843 |
18,843 |
18,843 |
18,849 |
S1 |
18,597 |
18,597 |
18,818 |
18,608 |
S2 |
18,328 |
18,328 |
18,771 |
|
S3 |
17,813 |
18,082 |
18,724 |
|
S4 |
17,298 |
17,567 |
18,582 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,090 |
18,575 |
515 |
2.7% |
236 |
1.3% |
55% |
False |
False |
19,873 |
10 |
19,090 |
18,455 |
635 |
3.4% |
227 |
1.2% |
64% |
False |
False |
15,165 |
20 |
19,090 |
17,560 |
1,530 |
8.1% |
242 |
1.3% |
85% |
False |
False |
12,867 |
40 |
19,090 |
16,580 |
2,510 |
13.3% |
314 |
1.7% |
91% |
False |
False |
15,668 |
60 |
19,090 |
16,525 |
2,565 |
13.6% |
346 |
1.8% |
91% |
False |
False |
16,380 |
80 |
19,090 |
16,525 |
2,565 |
13.6% |
332 |
1.8% |
91% |
False |
False |
13,300 |
100 |
19,090 |
14,600 |
4,490 |
23.8% |
313 |
1.7% |
95% |
False |
False |
10,680 |
120 |
19,090 |
14,600 |
4,490 |
23.8% |
276 |
1.5% |
95% |
False |
False |
8,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,729 |
2.618 |
19,411 |
1.618 |
19,216 |
1.000 |
19,095 |
0.618 |
19,021 |
HIGH |
18,900 |
0.618 |
18,826 |
0.500 |
18,803 |
0.382 |
18,780 |
LOW |
18,705 |
0.618 |
18,585 |
1.000 |
18,510 |
1.618 |
18,390 |
2.618 |
18,195 |
4.250 |
17,876 |
|
|
Fisher Pivots for day following 09-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
18,841 |
18,875 |
PP |
18,822 |
18,870 |
S1 |
18,803 |
18,865 |
|