Trading Metrics calculated at close of trading on 11-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
18,855 |
18,530 |
-325 |
-1.7% |
18,865 |
High |
18,920 |
18,835 |
-85 |
-0.4% |
19,090 |
Low |
18,505 |
18,520 |
15 |
0.1% |
18,575 |
Close |
18,540 |
18,785 |
245 |
1.3% |
18,865 |
Range |
415 |
315 |
-100 |
-24.1% |
515 |
ATR |
275 |
278 |
3 |
1.0% |
0 |
Volume |
34,880 |
22,400 |
-12,480 |
-35.8% |
73,216 |
|
Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,658 |
19,537 |
18,958 |
|
R3 |
19,343 |
19,222 |
18,872 |
|
R2 |
19,028 |
19,028 |
18,843 |
|
R1 |
18,907 |
18,907 |
18,814 |
18,968 |
PP |
18,713 |
18,713 |
18,713 |
18,744 |
S1 |
18,592 |
18,592 |
18,756 |
18,653 |
S2 |
18,398 |
18,398 |
18,727 |
|
S3 |
18,083 |
18,277 |
18,699 |
|
S4 |
17,768 |
17,962 |
18,612 |
|
|
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 |
18,505 |
585 |
3.1% |
292 |
1.6% |
48% |
False |
False |
26,749 |
10 |
19,090 |
18,505 |
585 |
3.1% |
262 |
1.4% |
48% |
False |
False |
19,138 |
20 |
19,090 |
17,725 |
1,365 |
7.3% |
249 |
1.3% |
78% |
False |
False |
14,544 |
40 |
19,090 |
16,580 |
2,510 |
13.4% |
311 |
1.7% |
88% |
False |
False |
16,295 |
60 |
19,090 |
16,525 |
2,565 |
13.7% |
340 |
1.8% |
88% |
False |
False |
16,360 |
80 |
19,090 |
16,525 |
2,565 |
13.7% |
331 |
1.8% |
88% |
False |
False |
14,014 |
100 |
19,090 |
14,600 |
4,490 |
23.9% |
316 |
1.7% |
93% |
False |
False |
11,253 |
120 |
19,090 |
14,600 |
4,490 |
23.9% |
282 |
1.5% |
93% |
False |
False |
9,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,174 |
2.618 |
19,660 |
1.618 |
19,345 |
1.000 |
19,150 |
0.618 |
19,030 |
HIGH |
18,835 |
0.618 |
18,715 |
0.500 |
18,678 |
0.382 |
18,640 |
LOW |
18,520 |
0.618 |
18,325 |
1.000 |
18,205 |
1.618 |
18,010 |
2.618 |
17,695 |
4.250 |
17,181 |
|
|
Fisher Pivots for day following 11-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
18,749 |
18,761 |
PP |
18,713 |
18,737 |
S1 |
18,678 |
18,713 |
|